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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

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

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

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

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

(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

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

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

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

Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application

Aguirregabiria, Victor - Volkswirtschaftliche Fakultät, … - 2009

This document describes program code for the solution and estimation of dynamic discrete games of incomplete information using the Nested Pseudo Likelihood (NPL) method in Aguirregabiria and Mira (2007). The code is illustrated using a dynamic game of store location by retail chains, and actual...

Persistent link: https://www.econbiz.de/10005089314