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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
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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
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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
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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
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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
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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
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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
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A probit model for the state of the Greek GDP growth
Degiannakis, Stavros - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 381-392
The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of explanatory (economic and financial) variables regarding the...
Persistent link: https://www.econbiz.de/10011312197
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A Comment on Econometric Information Recovery and Inference from Indirect Noisy Economic Data
Judge, George - 2012
The focus of this paper is on starting a critical discussion on the state of econometrics. The problem of information recovery in economics is discussed, and information theoretic methods are suggested as an estimation and inference framework for analyzing questions of a causal nature and...
Persistent link: https://www.econbiz.de/10013102751
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Financial Econometrics - R Tutorial Guidance
Wang, Yizhi; Vigne, Samuel - 2021
Persistent link: https://www.econbiz.de/10013223934