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The benevolence of time, sound macroeconomic environment and governance quality on the duration of sovereign ratings phases

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - 2019

Persistent link: https://www.econbiz.de/10012060295

Nonparametric instrumental variable methods for dynamic treatment evaluation

Berg, Gerard J. van den; Bonev, Petyo; Mammen, Enno - 2016

abolished the dependence of unemployment insurance benefits on the elapsed unemployment duration and simultaneously introduced … additional active labor market policy measures. The estimated effect of the reform on the survival function of the duration of … unemployment duration is positive and significant. Neglecting selectivity leads to an underestimation of the effects in absolute …

Persistent link: https://www.econbiz.de/10011492188

Nonparametric regression using Bayesian variable selection

Smith, Michael S.; Kohn, Robert - 1994

Persistent link: https://www.econbiz.de/10000895792

Exploring long memory and nonlinearity in Irish real exchange rates using tests based on semiparametric estimation

Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. - 2009

Deciding whether a time series that appears nonstationary is in fact fractionally integrated or subject to structural change is a diffcult task. However, various tests have recently been introduced for distinguishing long memory from level shifts and nonlinearity. In this paper, three testing...

Persistent link: https://www.econbiz.de/10009724409

Goodness-of-fit tests based on series estimators in nonparametric instrumental regression

Breunig, Christoph - 2012

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or nonparametric specification as well as a test of exogeneity of the...

Persistent link: https://www.econbiz.de/10011489959