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The difference, system and 'double-d GMM panel estimators in the presence of structural breaks

Chowdhury, Rosen Azad; Russell, Bill - 2012

Persistent link: https://www.econbiz.de/10009620285

Neural network forecasts of Taiwan Bureau of National Health Insurance expenditures

Yeh, Chin-piao; Hsu, Ai-chi; Wei-Hsien; Chai, Kuang-cheng - In: The international journal of business and finance … 8 (2014) 5, pp. 95-114

Persistent link: https://www.econbiz.de/10010361298

Combining strategies for the estimation of treatment effects

Firpo, Sérgio Pinheiro; Carvalho Cayres Pinto, Rafael de - In: Brazilian review of econometrics : BRE ; the review of … 32 (2012) 1, pp. 31-71

Persistent link: https://www.econbiz.de/10011538440

Are dual and primal estimations equivalent in the presence of stochastic errors in input demand?

Bittencourt, Maurício Vaz Lobo; Sampaio, Armando Vaz - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 295-313

Persistent link: https://www.econbiz.de/10010402886

A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models

Juneja, Januj Amar - In: Computational economics 60 (2022) 1, pp. 173-220

Persistent link: https://www.econbiz.de/10013262506

Augmenting propensity score equations to avoid misspecification bias : evidence from a Monte Carlo simulation

Krug, Gerhard - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 11 (2017) 3/4, pp. 205-231

Persistent link: https://www.econbiz.de/10011889863

Is the rational addiction model inherently impossible to estimate?

Laporte, Audrey; Dass, Adrian Rohit; Ferguson, Brian S. - In: Journal of health economics 54 (2017), pp. 161-175

Persistent link: https://www.econbiz.de/10011798626

You can't always get what you want? : a Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators

Kufenko, Vadmin; Prettner, Klaus - 2017

We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte Carlo simulations. The underlying data-generating process consists of a standard theoretical growth model of income convergence based on capital accumulation. While we impose a...

Persistent link: https://www.econbiz.de/10011761250

Nonparametric estimation of operational value-at-risk (OpVaR)

Tursunalieva, Ainura; Silvapulla, Param - In: Insurance / Mathematics & economics 69 (2016), pp. 194-201

Persistent link: https://www.econbiz.de/10011530959

Development and risk quantification of internal credit rating systems

Mählmann, Thomas - 2005

Persistent link: https://www.econbiz.de/10003366075

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