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Direct and indirect effects under sample selection and outcome attrition

Huber, Martin; Solovyeva, Anna - In: Econometrics : open access journal 8 (2020) 4/44, pp. 1-25

This paper extends the evaluation of direct and indirect treatment effects, i.e., mediation analysis, to the case that outcomes are only partially observed due to sample selection or outcome attrition. We assume sequential conditional independence of the treatment and the mediator, i.e., the...

Persistent link: https://www.econbiz.de/10012404583

Bayesian approach to disentangling technical and environmental productivity

Malikov, Emir; Kumbhakar, Subal; Tsionas, Efthymios G. - In: Econometrics : open access journal 3 (2015) 2, pp. 443-465

index also provides a meaningful way to decompose environmental productivity into environmental technological and efficiency …

Persistent link: https://www.econbiz.de/10011297619

Measurement errors arising when using distances in microeconometric modelling and the individuals' position is geo-masked for confidentiality

Arbia, Giuseppa; Espa, Giuseppe; Giuliani, Diego - In: Econometrics : open access journal 3 (2015) 4, pp. 709-718

In many microeconometric models we use distances. For instance, in modelling the individual behavior in labor economics or in health studies, the distance from a relevant point of interest (such as a hospital or a workplace) is often used as a predictor in a regression framework. However, in...

Persistent link: https://www.econbiz.de/10011411576

Polarization and rising wage inequality : comparing the U.S. and Germany

Antonczyk, Dirk; DeLeire, Thomas C.; Fitzenberger, Bernd - In: Econometrics : open access journal 6 (2018) 2, pp. 1-33

Since the late 1970s, wage inequality has increased strongly both in the U.S. and Germany but the trends have been … Germany. There is evidence for wage polarization in the U.S. in the 1990s, and the increase in wage inequality in Germany was … age, time, and cohort effects, we find a large role played by cohort effects in Germany, while we find only small cohort …

Persistent link: https://www.econbiz.de/10011823354

Constructing UK core inflation

Mills, Terence C. - In: Econometrics : open access journal 1 (2013) 1, pp. 32-52

The recent volatile behaviour of U.K. inflation has been officially attributed to a sequence of “unusual” price changes, prompting renewed interest in the construction of measures of “core inflation”, from which such unusual price changes may be down-weighted or even excluded. This paper...

Persistent link: https://www.econbiz.de/10009754520

The geometric meaning of the notion of joint unpredictability of a bivariate VAR(1) stochastic process

Triacca, Umberto - In: Econometrics : open access journal 1 (2013) 3, pp. 207-216

This paper investigates, in a particular parametric framework, the geometric meaning of joint unpredictability for a bivariate discrete process. In particular, the paper provides a characterization of the joint unpredictability in terms of distance between information sets in an Hilbert space.

Persistent link: https://www.econbiz.de/10010237098

Parametric and nonparametric frequentist model selection and model averaging

Ullah, Aman; Wang, Huansha - In: Econometrics : open access journal 1 (2013) 2, pp. 157-179

This paper presents recent developments in model selection and model averaging for parametric and nonparametric models. While there is extensive literature on model selection under parametric settings, we present recently developed results in the context of nonparametric models. In applications,...

Persistent link: https://www.econbiz.de/10010237107

Credible Granger-causality inference with modest sample lengths : a cross-sample validation approach

Ashley, Richard A.; Tsang, Kwok Ping - In: Econometrics : open access journal 2 (2014) 1, pp. 72-91

Credible Granger-causality analysis appears to require post-sample inference, as it is well-known that in-sample fit can be a poor guide to actual forecasting effectiveness. However, post-sample model testing requires an often-consequential a priori partitioning of the data into an "in-sample"...

Persistent link: https://www.econbiz.de/10010336194

Incorporating responsiveness to marketing efforts in brand choice modeling

Fok, Dennis; Paap, Richard; Franses, Philip Hans - In: Econometrics : open access journal 2 (2014) 1, pp. 20-44

We put forward a brand choice model with unobserved heterogeneity that concerns responsiveness to marketing efforts. We introduce two latent segments of households. The first segment is assumed to respond to marketing efforts, while households in the second segment do not do so. Whether a...

Persistent link: https://www.econbiz.de/10010336207

Computational complexity and parallelization in Bayesian econometric analysis

Baştürk, Nalan; Casarin, Roberto; Ravazzolo, Francesco; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10011504585

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