Similar Search Results

Nonparametric estimation for regulation models

Enache, Andreea; Florens, Jean-Pierre - In: Annals of economics and statistics 131 (2018), pp. 45-58

Persistent link: https://www.econbiz.de/10012249485

Endogenous Matching and the Empirical Determinants of Contract Form

Ackerberg, Daniel A.; Botticini, Maristella - 2001

Empirical work on contracts typically regresses contract choice on observed principal and agent characteristics. If (i) some of these characteristics are unobserved or partially observed, and (ii) there are incentives whereby particular types of agents end up contracting with particular types of...

Persistent link: https://www.econbiz.de/10014126239

Endogenous Matching and the Empirical Determinants of Contract Form

Ackerberg, Daniel A.; Botticini, Maristella - 2001

Persistent link: https://www.econbiz.de/10014126495

Endogenous Matching and the Empirical Determinants of Contract Form

Ackerberg, Daniel A.; Botticini, Maristella - 2002

Empirical work on contracts typically regresses contract choice on observed principal and agent characteristics. If (i) some of these characteristics are unobserved or partially observed and (ii) there are incentives whereby particular types of agents end up contracting with particular types of...

Persistent link: https://www.econbiz.de/10014117259

Estimating the sensitivity of CEO compensation to gross versus net accounting performance

Black, Dirk E.; Dikolli, Shane S.; Hofmann, Christian; … - In: Contemporary accounting research : the journal of the … 41 (2024) 1, pp. 255-291

Persistent link: https://www.econbiz.de/10014517913

Stochastic expected utility and prospect theory in a horse race: A finite mixture approach

Bruhin, Adrian - 2008

This study compares the performance of Prospect Theory versus Stochastic Expected Utility Theory at fitting data on … Allais paradox or the fourfold pattern of risk attitudes. Stochastic Expected Utility Theory parsimoniously extends the … standard microeconomic model, whereas Prospect Theory, the benchmark for aggregate choice so far, is based on psychological …

Persistent link: https://www.econbiz.de/10010315494

Interpolation and backdating with a large information set

Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano - 2003

Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series, due to data and computing constraints that were binding until the recent past. Nowadays large datasets are readily available, and models with hundreds of parameters are fastly...

Persistent link: https://www.econbiz.de/10009635924

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544

Interpolation and backdating with a large information set

Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano - 2003

Persistent link: https://www.econbiz.de/10009640916

Testing the adequacy of smooth transition autoregressive models

Eitrheim, Øyvind; Teräsvirta, Timo - 1993

Persistent link: https://www.econbiz.de/10000882121