Narrow search
Showing 1 - 10 of 2,141
Cover Image
Panel Data Econometrics: Modelling and Estimation
Hübler, Olaf - 2005
multilevel models with a new variant are discussed. Furthermore, non-linear, nonparametric and semiparametric models are analyzed …. In contrast to linear models there do not exist unified methods for nonlinear approaches. In this case FEM are dominated … simulated estimators exist. If the nonlinear function is not exactly known, nonparametric or semiparametric methods should be …
Persistent link: https://www.econbiz.de/10010262940
Cover Image
A simple method to visualize results in nonlinear regression models
Henderson, Daniel J.; Kumbhakar, Subal C.; Parmeter, … - 2012
A simple graphical approach to presenting results from nonlinear regression models is described. In the face of …
Persistent link: https://www.econbiz.de/10010287583
Cover Image
Estimating nonlinear intergenerational income mobility with correlation curves
Nilsson, Jan Olof William - 2018
A correlation curve is introduced as a tool to study the degree of intergenerational income mobility, i.e. how income status is related between parents and adult child. The method overcomes the shortcomings of the elasticity of children's income with respect to parents' income (i.e. its...
Persistent link: https://www.econbiz.de/10011896809
Cover Image
Estimating nonlinear intergenerational income mobility with correlation curves
Nilsson, William - In: Economics: The Open-Access, Open-Assessment E-Journal 13 (2019) 2019-7, pp. 1-20
A correlation curve is introduced as a tool to study the degree of intergenerational income mobility, i.e. how income status is related between parents and adult child. The method overcomes the shortcomings of the elasticity of children's income with respect to parents' income (i.e. its...
Persistent link: https://www.econbiz.de/10011959170
Cover Image
A semi-parametric approach to the Oaxaca-Blinder decomposition with continuous group variable and self-selection
Rios-Avila, Fernando - 2019
This paper describes the application of a semiparametric approach, known as a varying coefficients model (Hastie and Tibshirani 1993), to implement a Oaxaca-Blinder type of decomposition in the presence of self-selection into treatment groups for a continuum of comparison groups. The flexibility...
Persistent link: https://www.econbiz.de/10012142977
Cover Image
Polar sets of anisotropic Gaussian random fields
Söhl, Jakob - 2009
This paper studies polar sets of anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that the canonical metric associated with the Gaussian random...
Persistent link: https://www.econbiz.de/10010270700
Cover Image
Quantile sieve estimates for time series
Franke, Jürgen; Stockis, Jean-Pierre; Tadjuidje, Joseph - 2007
We consider the problem of estimating the conditional quantile of a time series at time t given observations of the same and perhaps other time series available at time t - 1. We discuss sieve estimates which are a nonparametric versions of the Koenker-Bassett regression quantiles and do not...
Persistent link: https://www.econbiz.de/10010263674
Cover Image
Dependent wild bootstrap for the empirical process
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, … - 2014
In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...
Persistent link: https://www.econbiz.de/10011441837
Cover Image
Nonparametric estimates for conditional quantiles of time series
Franke, Jürgen; Mwita, Peter; Wang, Weining - 2014
We consider the problem of estimating the conditional quantile of a time series fYtg at time t given covariates Xt, where Xt can ei- ther exogenous variables or lagged variables of Yt . The conditional quantile is estimated by inverting a kernel estimate of the conditional distribution function,...
Persistent link: https://www.econbiz.de/10010333207
Cover Image
Large vector auto regressions
Song, Song; Bickel, Peter J. - 2011
One popular approach for nonstructural economic and financial forecasting is to include a large number of economic and financial variables, which has been shown to lead to significant improvements for forecasting, for example, by the dynamic factor models. A challenging issue is to determine...
Persistent link: https://www.econbiz.de/10010281503