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Variance estimation in a random coefficients model
Schlicht, Ekkehart (contributor);  … - 2006
estimators for the variances are introduced: A maximum likelihood estimator and a moments estimator that builds on the idea that … some moments are equalized to their expectations. These estimators perform quite similar in many cases. In some cases …, however, the moments estimator is preferable both to the proposed likelihood estimator and the Kalman filter, as implemented …
Persistent link: https://www.econbiz.de/10003297704
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VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2020
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk …-invariant parameters. The VC estimates are moments estimates. They do not require the disturbances to be Gaussian, but if they are, the …
Persistent link: https://www.econbiz.de/10012161405
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The impact of changing climate on children's nutritional status in Bangladesh
Hanifi, S. M. Manzoor Ahmed; Menon, Nidhiya; … - 2021
-specific seasonality, and that allows the impacts of temperature to vary non-parametrically while rainfall and humidity have flexible non-linear …
Persistent link: https://www.econbiz.de/10012604408
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The emerging aversion to inequality : evidence from Poland 1992 - 2005
Grosfeld, Irena (contributor);  … - 2008
This paper provides an illustration of the changing tolerance for inequality in a context of radical political and economic transformation and rapid economic growth. We focus on the Polish transition experience, and explore individuals' self-reported attitudes. Using unusually long and frequent...
Persistent link: https://www.econbiz.de/10003716524
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Optimal income taxation of married couples : an empirical analysis of joint and individual taxation
Haan, Peter (contributor); Navarro, Dolores (contributor) - 2008
In this paper we develop a discrete model of optimal taxation of married couples and empirically discuss the optimality of income taxation for this group. To this end, we derive the social welfare function which guarantees that joint taxation of married couples is optimal. We will contrast this...
Persistent link: https://www.econbiz.de/10003777808
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Household migration decisions as survival strategy : the case of Burkina Faso
Konseiga, Adama (contributor) - 2005
The paper examines the motivations behind the important migration from Burkina Faso to Côte d'Ivoire, the economic pole in the West African Economic and Monetary Union. The paper uses a detailed household survey dataset on migration, natural resource management, risk management and solidarity...
Persistent link: https://www.econbiz.de/10003158650
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Gender differences in smoking behavior
Bauer, Thomas K. (contributor); Göhlmann, Silja (contributor) - 2006
This paper investigates gender differences in smoking behavior using data from the German Socio-economic Panel (SOEP). We develop a Blinder-Oaxaca decomposition method for count data models which allows to isolate the part of the gender differential in the number of cigarettes daily smoked that...
Persistent link: https://www.econbiz.de/10003355653
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Social class and undergraduate degree subject in the UK
Bratti, Massimiliano (contributor) - 2006
Although past research has found strong social class effects on the decision to undertake higher education in the UK, there is only sparse empirical work investigating social class influences on the choice of degree subject at the undergraduate level. Using Universities' Statistical Record data...
Persistent link: https://www.econbiz.de/10003278958
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Self-employment dynamics, state dependence and cross-mobility patterns
Caliendo, Marco (contributor); Uhlendorff, Arne (contributor) - 2008
This paper analyzes the mobility between self-employment, wage employment and non-employment. Using data for men in West Germany, we find strong true state dependence in all three states. Moreover, compared to wage employment, non-employment increases the probability of self-employment...
Persistent link: https://www.econbiz.de/10003793470
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The Wooldridge method for the initial values problem is simple : what about performance?
Akay, Alpaslan (contributor) - 2009
The Wooldridge method is based on a simple and novel strategy to deal with the initial values problem in the nonlinear …
Persistent link: https://www.econbiz.de/10003794131