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High risk of a housing bubble in Germany and most OECD countries
Cholodilin, Konstantin Arkadʹevič; Michelsen, Claus - In: DIW weekly report : economy, politics, science : a … 9 (2019) 32, pp. 265-273
Housing prices in many countries have increased significantly over the past years, fueling a fear that speculative price bubbles will return. However, it can be difficult for policymakers to recognize when regulatory interventions in the market are necessary to counteract bubbles. This report...
Persistent link: https://www.econbiz.de/10012058242
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Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
Rassoul, Abdelaziz - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 698-703
Persistent link: https://www.econbiz.de/10010227902
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Spanish regional unemployment revisited : the role of capital accumulation
Bande Ramudo, Roberto; Karanassou, Marika - In: Regional studies 48 (2014) 11, pp. 1863-1883
Persistent link: https://www.econbiz.de/10010433323
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Pricing kernel modeling
Belomestny, Denis; Ma, Shujie; Härdle, Wolfgang - 2015
We propose a new method to estimate the empirical pricing kernel based on option data. We estimate the pricing kernel …-neutral density is approximated by a weighted kernel density estimator with varying unknown weights for different observations, and … the subjective density is approximated by a kernel density estimator with equal weights. We represent the European call …
Persistent link: https://www.econbiz.de/10010462645
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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10013284029
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Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity
Zhou, Jianhua; Parmeter, Christopher F.; Kumbhakar, Subal - In: European journal of operational research : EJOR 286 (2020) 3, pp. 1142-1152
Persistent link: https://www.econbiz.de/10012291631
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Insights from kernel conditional-probability estimates into female labour force participation decision in the UK
Elamin, Obbey; Gill, Len; Andrews, Martyn J. - In: Empirical economics : a journal of the Institute for … 58 (2020) 6, pp. 2981-3006
Persistent link: https://www.econbiz.de/10012257766
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Kernel-based testing with skewed and heavy-tailed data : evidence from a nonparametric test for heteroskedasticity
Henderson, Daniel J.; Sheehan, Alice - In: Economics letters 172 (2018), pp. 8-11
Persistent link: https://www.econbiz.de/10012022060
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A semi-parametric approach to the Oaxaca–Blinder decomposition with continuous group variable and self-selection
Rios-Avila, Fernando - In: Econometrics : open access journal 7 (2019) 2/28, pp. 1-29
This paper presents an extension to the Oaxaca–Blinder decomposition with continuous groups using a semiparametric approach known as varying coefficients model. To account for potential self-selection into the continuum of groups, the use of inverse mills ratios is expanded upon following the...
Persistent link: https://www.econbiz.de/10012025729
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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/10012016731