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Nonparametric Generalized Least Squares in Applied Regression Analysis
O'Hara, Michael E. - 2013
variants of heteroscedasticity robust standard error estimators (HRSEs) in an applied setting. Given myriad alternative HRSEs … various approaches to handling heteroscedasticity to data on professor rankings obtained from ratemyprofessor.com and find not … only heteroscedasticity to be prevalent but NPGLS and FGLS provide different insights and the statistical significance of …
Persistent link: https://www.econbiz.de/10013077989
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Consistent Hac Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2003
A new family of kernels is suggested for use in heteroskedasticity and autocorrelation consistent (HAC) and long run variance (LRV) estimation and robust regression testing. The kernels are constructed by taking powers of the Bartlett kernel and are intended to be used with no truncation (or...
Persistent link: https://www.econbiz.de/10014088395
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The Sign of a Mean Regression : Characterisation, Estimation and Applications
Skouras, Spyros - 2001
There exist a number of important applications in which interest centers on the sign rather than the overall shape of a mean regression. These include certain decision-making problems as well as the problems of calibration and econometric equation inversion. We show that the sign of a mean...
Persistent link: https://www.econbiz.de/10014122837
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Applied Higher-Dimensional Nonparametric Regression
Frölich, Markus - 2001
ceteris paribus effects that is suppressed by parametric or semiparametric estimation …
Persistent link: https://www.econbiz.de/10014124582
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Inference in regression discontinuity designs with a discrete running variable
Kolesár, Michal; Rothe, Christoph - 2016
We consider inference in regression discontinuity designs when the running variable only takes a moderate number of distinct values. In particular, we study the common practice of using confidence intervals (CIs) based on standard errors that are clustered by the running variable. We derive...
Persistent link: https://www.econbiz.de/10011493691
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Inference in Regression Discontinuity Designs with a Discrete Running Variable
Kolesár, Michal - 2016
We consider inference in regression discontinuity designs when the running variable only takes a moderate number of distinct values. In particular, we study the common practice of using confidence intervals (CIs) based on standard errors that are clustered by the running variable. We derive...
Persistent link: https://www.econbiz.de/10012988132
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How much should we trust Regression-Kink-Design estimates?
Ando, Michihito - 2013
In a Regression Kink (RK) design with a finite sample, a confounding smooth nonlinear relationship between an assignment variable and an outcome variable around a threshold can be spuriously picked up as a kink and result in a biased estimate. In order to investigate how well RK designs handle...
Persistent link: https://www.econbiz.de/10010211390
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Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
Rau, Tomás - In: Quantitative economics : QE ; journal of the … 4 (2013) 1, pp. 125-148
In this paper, I present a general modeling framework for nonparametric models with endogenous regressors and heterogeneity. I show that many existing models in the literature can be derived from a structural equation with unobserved heterogeneity by imposing constancy assumptions on the first...
Persistent link: https://www.econbiz.de/10011756871
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What explains the technical efficiency of banks in Tunisia? : evidence from a two-stage data envelopment analysis
Jelassi, Mohamed Mehdi; Delhoumi, Ezzeddine - In: Financial innovation : FIN 7 (2021), pp. 1-26
In this study we examine the potential determinants of technical efficiency for the Tunisian commercial banking sector over the period of 1995-2017. First, we estimate banking technical efficiency with a radial and non-radial bootstrap data envelopment analysis. For the radial technique, we use...
Persistent link: https://www.econbiz.de/10012617389
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Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs
Perederiy, Volodymyr - Sonderforschungsbereich Ökonomisches Risiko <Berlin>
Eine große Herausforderung der multivariablen Analyse mit bilanziellen Kennzahlen besteht in der Identifikation derjenigen Kennzahlen, die zur besten Modellperformance führen und dabei möglichst leicht interpretierbar und intuitiv bleiben. Die Menge der in Frage kommenden Kennzahlen ist in...
Persistent link: https://www.econbiz.de/10005860838