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~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~subject:"Bildungsertrag"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
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Bildungsertrag
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Heckman, James J.
Herwartz, Helmut
Eichengreen, Barry
542
Dreher, Axel
380
Anderson, Kym
353
Aizenman, Joshua
330
Bordo, Michael D.
320
Hoekman, Bernard M.
301
Levine, Ross
283
Kose, M. Ayhan
279
Demirgüç-Kunt, Asli
277
Rose, Andrew
245
Frankel, Jeffrey A.
243
Claessens, Stijn
238
Beck, Thorsten
232
Asongu, Simplice
230
Nunnenkamp, Peter
228
Schneider, Friedrich
227
Mattoo, Aaditya
219
Woessmann, Ludger
215
Reinhart, Carmen M.
213
Tol, Richard S. J.
197
Laeven, Luc
191
Stiglitz, Joseph E.
188
Voigt, Stefan
185
Nijkamp, Peter
180
Williamson, Jeffrey G.
180
Taylor, Alan M.
177
Wei, Shang-jin
177
Shleifer, Andrei
174
Scheide, Joachim
168
Gern, Klaus-Jürgen
167
Whalley, John
166
Rogoff, Kenneth S.
165
McAleer, Michael
161
Barro, Robert J.
159
Acemoglu, Daron
157
Martin, Will
156
Schmukler, Sergio L.
156
Obstfeld, Maurice
153
Rodrik, Dani
152
Bown, Chad P.
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ECONIS (ZBW)
121
EconStor
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RePEc
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121
Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
Eisenhauer, Philipp
-
2014
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in...
Persistent link: https://www.econbiz.de/10013044661
Saved in:
122
Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
Eisenhauer, Phillipp
-
2014
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in...
Persistent link: https://www.econbiz.de/10013044978
Saved in:
123
Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
Eisenhauer, Philipp
-
2014
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in...
Persistent link: https://www.econbiz.de/10013045058
Saved in:
124
Simple estimators for treatment parameters in a latent variable framework with an application to estimating the returns to schooling
Heckman, James J.
;
Tobias, Justin L.
;
Vytlacil, Edward
-
2000
Persistent link: https://www.econbiz.de/10001520893
Saved in:
125
Long-Run Links Among Money, Prices, and Output:
World
-Wide Evidence
Reimers, Hans-Eggert
;
Herwartz, Helmut
-
2001
analyse this topic by means of a P-star model. Based on the quantity
theory
of money, this approach explains inflation via a …. Moreover, parameter restrictions for the long-run relationships implied by the monetary
theory
are tested. Country specific P … Preisniveau und dem realen Output testet. Weiterhin werden die Parameterrestriktionen, die sich durch die monet¨are
Theorie
…
Persistent link: https://www.econbiz.de/10010295711
Saved in:
126
Modelling the Fisher hypothesis:
World
wide evidence
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2006
In this paper we follow an empirical approach to examine the implications of the Fisher hypothesis, namely cointegration linking interest rates and inflation, and stationarity of the real interest rate implying in turn homogeneity of the potential equilibrium relation. The considered sample is...
Persistent link: https://www.econbiz.de/10010296257
Saved in:
127
A functional coefficient model view of the Feldstein-Horioka puzzle
Herwartz, Helmut
;
Xu, Fang
-
2007
What does the saving-investment (SI) relation really measure and how should the (SI) relation be measured? These are two of the most discussed issues triggered by the so called Feldstein-Horioka puzzle. Based on panel data we introduce a new variant of functional coefficient models that allow to...
Persistent link: https://www.econbiz.de/10010296278
Saved in:
128
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:
129
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:
130
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:
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