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Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting

Hsu, Yu-Chin; Huber, Martin; Lai, Tsung-Chih - In: Journal of econometric methods 8 (2019) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012022995

Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting

Hsu, Yu-Chin; Huber, Martin; Lai, Tsung-Chih - 2017

Persistent link: https://www.econbiz.de/10011741783

Direct and indirect effects under sample selection and outcome attrition

Huber, Martin; Solovyeva, Anna - In: Econometrics : open access journal 8 (2020) 4/44, pp. 1-25

, and/or selection propensity scores. We also provide a simulation study and an empirical application to the U.S. Project …

Persistent link: https://www.econbiz.de/10012404583

The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation

Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - 2015

Persistent link: https://www.econbiz.de/10011302461

The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation

Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - 2015

treatment and policy evaluation. In contrast to previous simulation studies which mostly considered semiparametric approaches …

Persistent link: https://www.econbiz.de/10010467808

Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form

Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49

Persistent link: https://www.econbiz.de/10003876273

Portfolios resampling and international diversification : a non-parametric stochastic dominance approach

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: Journal of business and finance 2 (2014) 1, pp. 1-20

This paper examines the impact of estimation errors on the financial portfolios optimization processes and investigates the controversy problem of the international and domestic optimal diversification strategies choice from an American investor’s point of view. We introduce the concept of...

Persistent link: https://www.econbiz.de/10010476364

Semiparametric cross entropy for rare-event simulation

Botev, Zdravko I.; Ridder, Ad; Rojas-Nandayapa, Leonardo - 2013

Persistent link: https://www.econbiz.de/10010191281

A nonparametric specification test for the volatility functions of diffusion processes

Chen, Qiang; Hu, Meidi; Song, Xiaojun - In: Econometric reviews 38 (2019) 5, pp. 557-576

Persistent link: https://www.econbiz.de/10012181335

Some Monte Carlo results on nonparametric changepoint tests

Bryden, Edward J. - 1995

Persistent link: https://www.econbiz.de/10013446271

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