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A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom
Atak, Alev; Linton, Oliver B.; Xiao, Zhijie - Volkswirtschaftliche Fakultät, … - 2010
This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other …
Persistent link: https://www.econbiz.de/10008552815
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Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata
Pacifico, Daniele - Volkswirtschaftliche Fakultät, … - 2009
This pdf contains a do file that shows how to estimate a latent class discrete choice panel data model in Stata via Maximum Likelihood and an EM algorithm.
Persistent link: https://www.econbiz.de/10008497648
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Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach
Wang, Weiren; Zhou, Mai - Volkswirtschaftliche Fakultät, … - 1995
Most existing semi-parametric estimation procedures for binary choice models are based on the maximum score, maximum … propose an easy-to-compute semi-parametric estimator for binary choice models. The proposed method takes a completely … different approach from the existing methods. The method is based on a semi-parametric interpretation of the Expectation and …
Persistent link: https://www.econbiz.de/10011107416
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Inference regarding multiple structural changes in linear models estimated via two stage least squares
Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia - Volkswirtschaftliche Fakultät, … - 2008
In this paper, we extend Bai and Perron’s (1998, Econometrica, p.47-78) framework for multiple break testing to linear models estimated via Two Stage Least Squares (2SLS). Within our framework, the break points are estimated simultaneously with the regression parameters via minimization of the...
Persistent link: https://www.econbiz.de/10005622193
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Interpreting interaction terms in linear and non-linear models: A cautionary tale
Drichoutis, Andreas - Volkswirtschaftliche Fakultät, … - 2011
Interaction terms are often misinterpreted in the empirical economics literature by assuming that the coefficient of interest represents unconditional marginal changes. I present the correct way to estimate conditional marginal changes in a series of non-linear models including (ordered)...
Persistent link: https://www.econbiz.de/10009294598
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(Re)estimating marginal changes after “truncreg” and “tobit” in Stata
Drichoutis, Andreas - Volkswirtschaftliche Fakultät, … - 2011
In this note I show that a typo in Stata’s help file may have contributed in wrongly estimating marginal changes after truncated and censored regression models. This has significant implications for empirical practice and results from published studies may need to be reconsidered.
Persistent link: https://www.econbiz.de/10009294604
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Using nonparametrics to specify a model to measure the value of travel time
Fosgerau, Mogens - Volkswirtschaftliche Fakultät, … - 2007
Using a range of nonparametric methods, the paper examines the specification of a model to evaluate the willingness-to-pay (WTP) for travel time changes from binomial choice data from a simple time-cost trading experiment. The analysis favours a model with random WTP as the only source of...
Persistent link: https://www.econbiz.de/10005836796
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A non-parametric analysis of the efficiency of the top European football clubs
Halkos, George; Tzeremes, Nickolaos - Volkswirtschaftliche Fakultät, … - 2011
This paper analyses how European football clubs’ current value and debt levels influence their performance. The Simar and Wilson (J Econometrics, 136: 31–64, 2007) procedure is used to bootstrap the data envelopment analysis DEA scores in order to establish the influence of football clubs’...
Persistent link: https://www.econbiz.de/10009025265
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Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects
Malikov, Emir; Kumbhakar, Subal C.; Sun, Yiguo - Volkswirtschaftliche Fakultät, … - 2013
take a semiparametric, varying coefficient form to capture potential parameter heterogeneity in the relationship of … equation obtained in the first stage, we estimate the semiparametric outcome equation using data for the observed individuals …
Persistent link: https://www.econbiz.de/10011109577
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Volunteers and conditions under which crowd-out effect could appear. An empirical evidence of psychological self-determination theory
Fiorillo, Damiano - Volkswirtschaftliche Fakultät, … - 2010
The paper analyses if monetary rewards to continuative Italian volunteers decrease their intrinsic motivation undermining the satisfaction of psychological needs for autonomy and competence. It uses a Survey on Employment in the Social Care and Educational Services conducted by FIVOL-FEO in...
Persistent link: https://www.econbiz.de/10008595625