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Sequential Matching Estimation of Dynamic Causal Models

Lechner, Michael - 2021

This paper proposes sequential matching and inverse selection probability weighting to estimate dynamic causal effects …. The sequential matching estimators extend simple, matching estimators based on propensity scores for static causal … estimators perform well in small and medium size samples. Based on the application of the sequential matching estimators to an …

Persistent link: https://www.econbiz.de/10013319454

Microeconometric Evaluation of the Active Labour Market Policy in Switzerland

Lechner, Michael; Gerfin, Michael - 2000

and social security records. We apply a matching estimator adapted for the case of multiple programmes. We find …

Persistent link: https://www.econbiz.de/10010262365

Microeconometric Evaluation of the Active Labour Market Policy in Switzerland

Gerfin, Michael; Lechner, Michael - 2000

and social security records. We apply a matching estimator adapted for the case of multiple programmes. We find …

Persistent link: https://www.econbiz.de/10014153504

Microeconometric evaluation of the active labour market policy in Switzerland

Gerfin, Michael; Lechner, Michael - 2000

and social security records. We apply a matching estimator adapted for the case of multiple programmes. We find …

Persistent link: https://www.econbiz.de/10011333282

Microeconometric Evaluation of the Active Labour Market Policy in Switzerland

Lechner, Michael; Gerfin, Michael - 2021

unusually informative data originating from administrative unemployment and social security records. We apply a matching …

Persistent link: https://www.econbiz.de/10013321284

Microeconometric Evaluation of the Active Labor Market Policy in Switzerland

Gerfin, Michael; Lechner, Michael - 2001

security records. We apply a matching estimator adapted for the case of multiple programs. We find substantial positive effects …

Persistent link: https://www.econbiz.de/10014149949

Linear and Non-Linear Granger Causality between Oil Spot and Futures Prices : A Wavelet Based Test

Alzahrani, Mohammed - 2014

This study is the first attempt to investigate both the linear and non-linear Granger causality between wavelet transformed spot and futures oil prices. Our findings consistently indicate bidirectional causality between the spot and futures oil markets at different time scales, under linear and...

Persistent link: https://www.econbiz.de/10013051470

Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier - 2020

The statistical estimate of the branching ratio η of the Hawkes model, when fitted to windows of mid-price changes, has been reported to approach criticality (η = 1) as the fitting window becomes large. In this study -- using price changes from the EUR/USD currency pair traded on the...

Persistent link: https://www.econbiz.de/10012219363

Swiss National League Goalie Analysis

Behan, Brad - 2021

Evaluating goalie performance in hockey is a difficult and time consuming pro- cess. However, with the introduction of advanced statistics, this process has become clear. This report combines advanced hockey analytics and statistical analysis to predict the Goals Above Replacement and Support...

Persistent link: https://www.econbiz.de/10013246211

The endo-exo problem in high frequency financial price fluctuations and rejecting criticality

Wheatley, Spencer; Wehrli, Alexander; Sornette, Didier - 2018

The endo-exo problem lies at the heart of statistical identi fication in many fields of science, and is often plagued by spurious strong-and-long memory due to improper treatment of trends, shocks and shifts in the data. A class of models that has shown to be useful in discerning exogenous and...

Persistent link: https://www.econbiz.de/10011900335