In 1978, Roger Koenker and Gilbert Bassett, Jr. introduced a new econometric estimation method and entitled it quantile …

dynamic panel data context. Special attention is given to the problem of potentially substantial dark figures in the context … environmental crime rates. With a view to validating the economic theory of crime, there is clear evidence that the "calculus of … most common type of environmental crime in Germany, namely illegal waste disposal. Using panel data at the county level of …

country level R&D and patent information, I present efficiency scores based on intertemporal frontier estimation for the … country level R&D and patent information, I present efficiency scores based on intertemporal frontier estimation for the …

GARCH models are commonly used as latent processes in econometrics, financial economics, and macroeconomics. Yet no …). 'Likelihood-based estimation of latent generalized ARCH structures', Econometrica, 72(5), 1481-1517. [The definitive version is …

This dissertation consists of three stand-alone research papers, all of which treat the topic of estimation and dynamic … categories - estimation (Chapter 1 and 2) and dynamic modelling (Chapter 3), and are intentionally arranged in a particular … assets in the presence of a host of market microstructure frictions. An extension to this problem, where both the estimation …

Neoclassical analysis of the labor market and its institutions. A systematic development of the theory of labor supply …

standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …

subsectors, at least not given the used identification strategy. This could be due to the fact that this theory regards the …