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When considering multiple hypothesis tests simultaneously, standard statistical techniques will lead to over-rejection of null hypotheses unless the multiplicity of the testing framework is explicitly considered. In this paper we discuss the Romano-Wolf multiple hypothesis correction, and...
Persistent link: https://www.econbiz.de/10012147332
This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...
Persistent link: https://www.econbiz.de/10009535779
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic …
Persistent link: https://www.econbiz.de/10010418037
, beyond differences in risk-taking, innate ability, labor market outcomes, or scale effects, is the enhanced ability of …
Persistent link: https://www.econbiz.de/10014529731
this relation is driven by a link between internal economic locus of control and a lower perception of the risk of …
Persistent link: https://www.econbiz.de/10011594548
practical considerations for its estimation. We describe a Stata command eventdd that allows for simple estimation, inference …
Persistent link: https://www.econbiz.de/10012256137
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296
estimation of Timing-of-Events (ToE) models. We exploit rich Swedish data of unemployed job-seekers with information on …
Persistent link: https://www.econbiz.de/10012390913
This paper is motivated by our attempt to answer an empirical question: how is private health insurance take-up in Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference de-convolution kernel estimator for the location and size...
Persistent link: https://www.econbiz.de/10011309141
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. Such a model is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome. In...
Persistent link: https://www.econbiz.de/10009629773