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An exponential endogenous switching regression with correlated random coefficients

Keay, Myoung-Jin - In: Econometrics : open access journal 10 (2022) 1, pp. 1-16

This paper presents a method for estimating the average treatment effects (ATE) of an exponential endogenous switching model where the coefficients of covariates in the structural equation are random and correlated with the binary treatment variable. The estimating equations are derived under...

Persistent link: https://www.econbiz.de/10012804937

Harding, Matthew - 2018

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and interactive effects. The paper adopts the Common Correlated Effects (CCE) approach proposed by Pesaran (2006) and Chudik and Pesaran (2015) and demonstrates that the extension...

Persistent link: https://www.econbiz.de/10012911881

Clustered Covariate Regression

Soale, Abdul-Nasah - 2019

This paper introduces an estimator for a general class of models under rank deficiency arising from high dimensionality, multicollinearity, or both. Our approach obtains a projection matrix that projects a high-dimensional (potentially growing p n) parameter vector into a reduced consistently...

Persistent link: https://www.econbiz.de/10012869712

Multivariate Pascal Mixture Regression Models for Correlated Claim Frequencies

Tang, Dameng - 2016

In this article, we propose a multivariate Pascal mixture regression model as an alternative to understand the association between multivariate count response variables and their covariates. When compared to the copula approach, this proposed class of regression models is not only less complex...

Persistent link: https://www.econbiz.de/10013004565

Covariance Regression Analysis

Zou, Tao - 2015

This article introduces covariance regression analysis for a p-dimensional response vector. The proposed method explores the regression relationship between the p-dimensional covariance matrix and auxiliary information. We study three types of estimators: maximum likelihood, ordinary least...

Persistent link: https://www.econbiz.de/10013010571

Correlation and Linear Regression Analysis : A Predictive Decision Support System for LEAE

Origines, Domingo - 2017

This study introduces a Decision Support System called Correlation and Linear Regression Analysis –Decision Support … Examination. The integration of Data Mining Technique using Pearson-Product Moment Correlation that is used to determine the … on the Outcome, the results obtained from the Correlation and Regression Analysis and the attributes obtained from eSMS …

Persistent link: https://www.econbiz.de/10012962496

A note on the use of partial correlation coefficients in meta-analyses

Reed, W. Robert - 2020

Persistent link: https://www.econbiz.de/10012426562

Estimating the effect of spillovers on exports : a meta-analysis

Duan, Jianhua; Das, Kuntal K.; Meriluoto, Laura; Reed, … - In: Review of world economics 156 (2020) 2, pp. 219-249

Persistent link: https://www.econbiz.de/10012432663

Bridging factor and sparse models

Fan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C. - 2021

Factor and sparse models are two widely used methods to impose a low-dimensional structure in high dimension. They are seemingly mutually exclusive. In this paper, we propose a simple lifting method that combines the merits of these two models in a supervised learning methodology that allows to...

Persistent link: https://www.econbiz.de/10012435974

LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices

Ginker, Tim; Lieberman, Offer - In: The econometrics journal 24 (2021) 1, pp. 58-82

Persistent link: https://www.econbiz.de/10012504449