Showing 1 - 10 of 9,144
This paper illustrates the use of Kullback-Leibler Information (KLI) measure for assessing the relative quality of two approximations to an unknown distribution from which we ca obtain simple random drawings.
Persistent link: https://www.econbiz.de/10005581134
The least-absolute-deviations (LAD) estimator for a median- regression model does not satisfy the standard conditions for obtaining asymptotic refinements through use of the bootstrap because the LAD objective function is not smooth. This paper overcomes this problem by smoothing the objective...
Persistent link: https://www.econbiz.de/10005755370
This paper studies seemingly unrelated linear models with integrated regressors and stationary errors.
Persistent link: https://www.econbiz.de/10005345988
In this paper we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts.
Persistent link: https://www.econbiz.de/10005346015
The Dutch drinking water sector experienced two drastic changes over the last 10 years. Firstly, in 1997, the sector association started with a voluntary benchmarking aimed to increase the efficiency and effectiveness of the sector. Secondly, merger activity arose. This paper develops a tailored...
Persistent link: https://www.econbiz.de/10005504883
<p><p>We provide nonparametric estimators of derivative ratio-based average marginal effects of an endogenous cause, X, on a response of interest, Y , for a system of recursive structural equations. The system need not exhibit linearity, separability, or monotonicity. Our estimators are local indirect...</p></p>
Persistent link: https://www.econbiz.de/10005509545
<p><p><p>Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect some other variable Y . This paper considers nonparametric identification and estimation of the effect of D on Y , conditioning on D* = 0. For example, suppose Y is a person's wage, the unobserved...</p></p></p>
Persistent link: https://www.econbiz.de/10005509568
If labour market policies aimed at people with disabilities are effective, we should observe no significant difference in labour market outcomes between disabled and non-disabled individuals. This Paper examines the impact of disability status on labour market outcomes using matching methods...
Persistent link: https://www.econbiz.de/10005498136
The matters concerning the identification and regulation of a cluster are complex, contradictory and not much studied. One of the main problems in the cluster analysis is the study of the mechanism of its functioning. In this connection there is a need for a study of the specifics concerning the...
Persistent link: https://www.econbiz.de/10005422794
We study methods for constructing confidence intervals, and confidence bands, for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic itself or its variance. We show that...
Persistent link: https://www.econbiz.de/10005427623