Similar Search Results

Bayesian panel quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada

Bresson, Georges; Lacroix, Guy; Rahman, Mohammad Arshad - 2020

This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence of correlated random effects. We construct a working likelihood using an asymmetric Laplace (AL) error distribution and combine it with suitable prior distributions to obtain...

Persistent link: https://www.econbiz.de/10012163022

What differences a day can make : quantile regression estimates of the distribution of daily learning gains

Hayes, Michael S.; Gershenson, Seth - 2015

Recent research exploits a variety of natural experiments that create exogenous variation in annual school days to estimate the average effect of formal schooling on students' academic achievement. However, the extant literature's focus on average effects masks potentially important variation in...

Persistent link: https://www.econbiz.de/10011317634

Penalized quantile regression with semiparametric correlated effects : applications with heterogeneous preferences

Harding, Matthew C.; Lamarche, Carlos - 2013

the techniques to two empirical studies. First, the new method is applied to the estimation of labor supply elasticities …

Persistent link: https://www.econbiz.de/10010238040

Quantile factor models

Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2020

, are developed to determine the number of factors at each quantile. QFA estimation remains valid even when the …

Persistent link: https://www.econbiz.de/10012315850

Iassopack : model selection and prediction with regularized regression in stata

Ahrens, Achim; Hansen, Christian Bailey; Schaffer, Mark E. - 2019

, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for the …

Persistent link: https://www.econbiz.de/10011972491

Exponent of cross-sectional dependence : estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012

An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...

Persistent link: https://www.econbiz.de/10009530816

Dependence measures in bivariate gamma frailty models

Berg, Gerard J. van den; Effraimidis, Georgios - 2014

distributions. For such cases we calculate general bounds for two association measures, Pearson's correlation coefficient and …

Persistent link: https://www.econbiz.de/10010339585

Efficient probit estimation with partially missing covariates

Conniffe, Denis; O'Neill, Donal - 2009

A common approach to dealing with missing data is to estimate the model on the common subset of data, by necessity throwing away potentially useful data. We derive a new probit type estimator for models with missing covariate data where the dependent variable is binary. For the benchmark case of...

Persistent link: https://www.econbiz.de/10003829113

Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution

Pesaran, Bahram (contributor); … - 2007

than by GARCH type volatility estimates. The t-DCC estimation procedure is applied to a portfolio of daily returns on …This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by …-DCC specification. The t-DCC model also passes a number of VaR diagnostic tests over an evaluation sample. The estimation results …

Persistent link: https://www.econbiz.de/10003586562

How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?

Bjerk, David - 2009

Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...

Persistent link: https://www.econbiz.de/10003895082

1
2
3
4
5
6
7
8
9
10
Next
Last