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Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
Yang, Lijian - 2017
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...
Persistent link: https://www.econbiz.de/10012966219
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Nonparametric estimation of risk-neutral densities
Grith, Maria; Härdle, Wolfgang; Schienle, Melanie - 2010
This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density. The first estimator is a...
Persistent link: https://www.econbiz.de/10003953034
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The Effect of Disability on Labour Market Outcomes in Germany : Evidence from Matching
Lechner, Michael; Vazquez-Alvarez, R. - 2021
status on labour market outcomes using matching methods associated with treatment effect techniques for program evaluation …
Persistent link: https://www.econbiz.de/10013319583
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Dynamic semiparametric factor models in risk neutral density estimation
Giacomini, Enzo (contributor); Härdle, Wolfgang (contributor) - 2008
Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of the lower dimensional objects. The most...
Persistent link: https://www.econbiz.de/10003727490
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Short-term training programs for immigrants: do effects differ from natives and why?
Aldashev, Alisher; Thomsen, Stephan L.; Walter, Thomas - 2010
propensity score matching estimators. To explain potential differences in effects between the groups, we suggest and apply a … decomposition method based on the matching procedure that allows identification of differences due to observable characteristics and …
Persistent link: https://www.econbiz.de/10010300013
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Short-term Training Programs for Immigrants: Do Effects Differ from Natives and Why?
Thomsen, Stephan L.; Aldashev, Alisher; Walter, Thomas - 2010
propensity score matching estimators. To explain potential differences in effects between the groups, we suggest and apply a … decomposition method based on the matching procedure that allows identification of differences due to observable characteristics and …
Persistent link: https://www.econbiz.de/10010276865
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Evaluation of active labour market policy : methodological concepts and empirical estimates
Hujer, Reinhard; Caliendo, Marco - 2000
explain the need for evaluation on the micro- and macroeconomic level, introduce the fundamental evaluation problem and … solutions to it, give an overview of the newer developments in evaluation literature and finally take a look on empirical …
Persistent link: https://www.econbiz.de/10011339682
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The evaluation of start-up subsidies for the unemployed and the role of unobserved characteristics for matching estimators : conference paper
Caliendo, Marco; Künn, Steffen; Weißenberger, Martin - 2013 - Preliminary draft
countries. Previous evaluation results show pre-dominantly (very) positive results indicating that these programs are an … effective way to increase employment probabilities and income of participants. Most of the studies are using matching estimators … previous evaluation studies are based on administrative data, information on such variables is not available. This raises the …
Persistent link: https://www.econbiz.de/10010344639
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Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen
Almus, Matthias; Prantl, Susanne - 2001
identifiziert werden. Die empirischen Analysen basieren auf einem statistischen Matching-Verfahren, mit dem für jedes identifizierte … causal effects a statistical matching procedure is used to draw an adequate control group from the pool of all available …
Persistent link: https://www.econbiz.de/10011445654
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Short-term training programs for immigrants: do effects differ from natives and why?
Aldashev, Alisher; Thomsen, Stephan L.; Walter, Thomas - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2010
propensity score matching estimators. To explain potential differences in effects between the groups, we suggest and apply a … decomposition method based on the matching procedure that allows identification of differences due to observable characteristics and …
Persistent link: https://www.econbiz.de/10008536039