Narrow search
Showing 1 - 10 of 345
Cover Image
Attrition in panel data and the estimation of dynamic labor markets models
Berg, Gerard J. van den; Lindeboom, Maarten - 1994
Persistent link: https://www.econbiz.de/10000151678
Cover Image
Estimating the index of a stable distribution
Haan, Laurens de; Pereira, T. Themido - 1997
Persistent link: https://www.econbiz.de/10000959255
Cover Image
Correcting for selective compliance in a re-employment bonus experiment
Bijwaard, Govert; Ridder, Geert - 1998
We propose a two-stage instrumental variable estimator that is consistent if there is selective compliance in the treatment group of a randomized experiment and the outcome variable is a censored duration. The estimator assumes full compliance in the control group. We use the estimator to...
Persistent link: https://www.econbiz.de/10011299971
Cover Image
Predictive performance of the binary logit model in unbalanced samples
Cramer, Jan S. - 1998
In a binary logit analysis with unequal sample frequencies of the twooutcomes the less frequent outcome always has lower estimatedprediction probabilities than the other one. This effect is unavoidable,and its extent varies inversely with the fit of the model, as given by anew measure that...
Persistent link: https://www.econbiz.de/10011299980
Cover Image
Comprehensive definitions of breakdown-points for independent and dependent observations
Genton, Marc G.; Lucas, André - 2000
We provide a new definition of breakdown in finite samples with an extension to asymptotic breakdown. Previous definitions center around defining a critical region for either the parameter or the objective function. If for a particular outlier constellation the critical region is entered,...
Persistent link: https://www.econbiz.de/10011303297
Cover Image
Importance sampling simulations of Markovian reliability systems using cross entropy
Ridder, Ad - 2004
This paper reports simulation experiments, applying the cross entropy method suchas the importance sampling algorithm … indicate a considerable improvement ofthe performance of the importance sampling estimators, where performance is mea-sured by … the relative error of the estimate, by the relative error of the estimator,and by the gain of the importance sampling …
Persistent link: https://www.econbiz.de/10011334846
Cover Image
Model-based measurement of actual volatility in high-frequency data
Jungbacker, Borus; Koopman, Siem Jan - 2004
are based on importance sampling techniques. It is shown that such Monte Carlo techniques can be employed successfully for …
Persistent link: https://www.econbiz.de/10011342558
Cover Image
Estimation of the gravity equation in the presence of zero flows
Linders, Gert-Jan M.; Groot, Henri L. F. de - 2006
The gravity model is the workhorse model to describe and explain variation in bilateral trade patterns. Consistent with both Heckscher-Ohlin models and models of imperfect competition and trade, this versatile model has proven to be very successful, explaining a large part of the variance in...
Persistent link: https://www.econbiz.de/10011349184
Cover Image
The accuracy of inference in small samples of dynamic panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2001
Through Monte Carlo experiments the small sample behavior is examinedof various inference techniques for dynamic panel data models whenboth the time-series and cross-section dimensions of the data set aresmall. The LSDV technique and corrected versions of it are comparedwith IV and GMM...
Persistent link: https://www.econbiz.de/10011313931
Cover Image
Bias correction in a stable AD(1,1) model
Giersbergen, Noud P. A. van - 2001
This paper compares the behaviour of a bias-corrected estimator assuming strongly exogenous regressors to the behaviour of a bias-corrected estimator assuming weakly exogenous regressors, when in fact the marginal model contains a feedback mechanism. To this end, the effects of a feedback...
Persistent link: https://www.econbiz.de/10011325660