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Register data are known for their large sample size and good data quality. The measurement accuracy of variables highly depends on their high importance for administrative processes. The education variable in the IAB employment sub-sample is an example for information that is gathered without a...
Persistent link: https://www.econbiz.de/10008901839
In many microeconometric models we use distances. For instance, in modelling the individual behavior in labor economics or in health studies, the distance from a relevant point of interest (such as a hospital or a workplace) is often used as a predictor in a regression framework. However, in...
Persistent link: https://www.econbiz.de/10011411576
Usage of Monte Carlo simulation for pricing requires a well defined and accurate market implied distribution of risk …, therefore, requiring only one simulation run. For a numerical example, an uncollateralized portfolio of a long European power …
Persistent link: https://www.econbiz.de/10013114643
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
-take-up behaviour of Social Assistance (SA) inGermany. According to our simulation as much as 67 percent of the eligible population did … measurement error in estimating non-take-up. First, we consider misspecifications of the simulation model due, e.g., to households …
Persistent link: https://www.econbiz.de/10011630732
-take-up behaviour of Social Assistance (SA) in Germany. According to our simulation as much as 67 percent of the eligible population did … measurement error in estimating non-take-up. First, we consider misspecifications of the simulation model due, e.g., to households …
Persistent link: https://www.econbiz.de/10014220097
Persistent link: https://www.econbiz.de/10001692571
We consider both a parametric and a semiparametric method to account for classification errors on the dependent variable in an ordered response model. The methods are applied to the analysis of self-reported speaking fluency of male immigrants in Germany. We find that a parametric model which...
Persistent link: https://www.econbiz.de/10011339082
Modern systems of official statistics require the timely estimation of area-specific densities of sub-populations. Ideally estimates should be based on precise geo-coded information, which is not available due to confidentiality constraints. One approach for ensuring confidentiality is by...
Persistent link: https://www.econbiz.de/10010486952
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