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~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~subject:"Bildungsertrag"
~subject:"Schätzung"
~subject:"Ökonometrisches Modell"
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Heckman, James J.
Herwartz, Helmut
Caporale, Guglielmo Maria
121
Schneider, Friedrich
119
Pesaran, M. Hashem
112
Dreher, Axel
107
Woessmann, Ludger
100
Acemoglu, Daron
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Gil-Alaña, Luis A.
86
Buch, Claudia M.
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Gupta, Rangan
79
Voigt, Stefan
78
Rose, Andrew
70
Van Reenen, John
69
McAleer, Michael
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Nunnenkamp, Peter
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Hautsch, Nikolaus
65
Gundlach, Erich
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MacDonald, Ronald
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Marcellino, Massimiliano
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Pierdzioch, Christian
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Härdle, Wolfgang
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Egger, Peter
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Cheung, Yin-Wong
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Belke, Ansgar
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Frankel, Jeffrey A.
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Kilian, Lutz
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Teulings, Coen N.
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Barro, Robert J.
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Timmermann, Allan
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Aizenman, Joshua
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Blundell, Richard W.
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Koopman, Siem Jan
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ECONIS (ZBW)
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Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance
Herwartz, Helmut
;
Golosnoy, Vasyl
-
2007
We consider the problem of ex-ante forecasting conditional correlation patterns using ultra high frequency data. Flexible semiparametric predictors referring to the class of dynamic panel and dynamic factor models are adopted for daily forecasts. The parsimonious set up of our approach allows to...
Persistent link: https://www.econbiz.de/10010296287
Saved in:
142
Exchange rate uncertainty and trade growth: a comparison of linear and nonlinear (forecasting) models
Herwartz, Helmut
;
Weber, Henning
-
2007
A huge body of empirical and theoretical literature has emerged on the relationship between foreign exchange (FX) uncertainty and international trade. Empirical findings about the impact of FX uncertainty on trade figures are at best weak and often ambiguous with respect to its direction. Almost...
Persistent link: https://www.econbiz.de/10010263693
Saved in:
143
A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver J.
;
Herwartz, Helmut
-
2008
The paper proposes a data driven adaptive model selection strategy. The selection crite- rion measures economic exante forecasting content by means of trading implied cash flows. Empirical evidence suggests that the proposed strategy is neither exposed to selection bias nor to the risk of...
Persistent link: https://www.econbiz.de/10010271837
Saved in:
144
On economic evaluation of directional forecasts
Blaskowitz, Oliver J.
;
Herwartz, Helmut
-
2009
It is commonly accepted that information is helpful if it can be exploited to improve a decision making process. In economics, decisions are often based on forecasts of up- or downward movements of the variable of interest. We point out that directional forecasts can provide a useful framework...
Persistent link: https://www.econbiz.de/10010271901
Saved in:
145
Identifying hedonic models
Ekeland, Ivar
;
Heckman, James J.
;
Nesheim, Lars
-
2001
, Sherwin Rosen, 1974 and Dennis Epple, 1987, for contributions to this literature). While the
theory
is well formulated, and …
Persistent link: https://www.econbiz.de/10010318466
Saved in:
146
Simulation and estimation of hedonic models
Heckman, James J.
;
Matzkin, Rosa Liliana
;
Nesheim, Lars P.
-
2003
Persistent link: https://www.econbiz.de/10010318494
Saved in:
147
Identification and estimation of hedonic models
Ekeland, Ivar
;
Heckman, James J.
;
Nesheim, Lars
-
2002
This paper considers the identification and estimation of hedonic models. We establish that technology and preferences in a separable version of the hedonic model are generically identified up to affine transformations from data on demand and supply in a single hedonic market. For a very general...
Persistent link: https://www.econbiz.de/10010318545
Saved in:
148
Estimating the technology of cognitive and noncognitive skill formation
Cunha, Flavio
;
Heckman, James J.
;
Schennach, Susanne M.
-
2010
This paper formulates and estimates multistage production functions for children's cognitive and noncognitive skills. Skills are determined by parental environments and investments at different stages of childhood. We estimate the elasticity of substitution between investments in one period and...
Persistent link: https://www.econbiz.de/10010288377
Saved in:
149
Testing the correlated random coefficient model
Heckman, James J.
;
Schmierer, Daniel
;
Urzua, Sergio
-
2010
The recent literature on instrumental variables (IV) features models in which agents sort into treatment status on the basis of gains from treatment as well as on baselinepretreatment levels. Components of the gains known to the agents and acted on by them may not be known by the observing...
Persistent link: https://www.econbiz.de/10010288398
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