Showing 1 - 10 of 400
Persistent link: https://www.econbiz.de/10012149771
This paper assesses the role of distance in professional team sports, taking the example of football (soccer). We argue that a team's performance in terms of scored and conceded goals decreases with the distance to the foreign playing venue. To test this hypothesis empirically, we investigate...
Persistent link: https://www.econbiz.de/10010293412
regression (STAR) model simultaneously, modeling potentially nonlinear effects as P(enalized)-Splines and controlling for cluster …
Persistent link: https://www.econbiz.de/10010294836
Using quantile regression and a rich cross section data set for German manufacturing plants this paper documents that …
Persistent link: https://www.econbiz.de/10010295437
in modern financial risk management techniques like Value at Risk. This paper suggests a regression based density … indices, the regression based evaluation strategy is compared with a recently proposed methodology based on likelihood ratio … tests. It is demonstrated that misspecifications of forecasting models can be detected within the proposed regression …
Persistent link: https://www.econbiz.de/10010295725
contribution, we consider the application of a hedonic regression to digital cameras, which have been introduced in the product …
Persistent link: https://www.econbiz.de/10010297266
We apply censored quantile regressions to representative German register data with more than 91,000 observations in order to determine crucial factors that influence the distribution of unemployment duration in West Germany during the 1980s and 1990s. We find that the effect of some regressors...
Persistent link: https://www.econbiz.de/10010297383
We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six...
Persistent link: https://www.econbiz.de/10010297734
duration of an individual. From a methodological point of view, it is interesting that some regression coefficients have a …
Persistent link: https://www.econbiz.de/10010298009
This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...
Persistent link: https://www.econbiz.de/10010298059