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Item non-response occurs when respondents fail to provide answers to some or all of the questions posed during survey interviews. The standard procedure is to exclude such responses from the econometric analysis. This may be appropriate if the sample included does not differ significantly from...
Persistent link: https://www.econbiz.de/10011477155
The purpose of this paper was to apply the econometric models with qualitative variables in order to analyze two non academic behaviors at the level of the Romanian higher education system: cheating on the exams by copying or by direct or intermediary intervention at the professor
Persistent link: https://www.econbiz.de/10012773100
Several estimators of the expectation, median and mode of the lognormal distribution are derived. They aim to be approximately unbiased, efficient, or have a minimax property in the class of estimators we introduce. The small-sample properties of these estimators are assessed by simulations and,...
Persistent link: https://www.econbiz.de/10012722894
Non-random item nonreponse makes identification if parameters problematic. Such nonresponse can occur with respect to both dependent and conditioning variables. A method often used to reduce nonresponse is that of adding unfolding brackets as follow up to open-ended questions. With these,...
Persistent link: https://www.econbiz.de/10014073903
The goal of this paper is to investigate the repeated substitution method (see Srivastava, 1967) estimating population variance in finite population sample surveys. We propose an almost unbiased multivariate ratio estimator that has a smaller mean squared error than the conventional biased...
Persistent link: https://www.econbiz.de/10014074103
We develop a generalized dynamic factor model for panel data with the goal of estimating an unobserved index. While similar models have been developed in the literature of dynamic factor analysis, our contribution is threefold. First, contrary to simple dynamic factor analysis where multiple...
Persistent link: https://www.econbiz.de/10013088491
Recent work in the macroeconometric literature considers the problem of summarising efficiently a large set of variables and using this summary for a variety of purposes including forecasting. This paper applies a new factor extraction method to the extraction of core inflation and forecasting...
Persistent link: https://www.econbiz.de/10014099098
This paper studies large dimensional factor models with threshold-type regime shifts in the loadings. We estimate the threshold by concentrated least squares, and factors and loadings by principal components. The estimator for the threshold is super consistent, with convergence rate that depends...
Persistent link: https://www.econbiz.de/10012971327
This paper develops an adaptive group lasso estimator for factor models with both global and group-specific factors. The global factors can affect all variables, whereas the group-specific factors are only allowed to affect the variables within a certain group. We propose a new method to...
Persistent link: https://www.econbiz.de/10012902865
We analyze the Large Deviation Probability (LDP) of linear factor models generated from non-identically distributed components with regularly-varying tails, a large subclass of heavy tailed distributions. An efficient sampling method for LDP estimation of this class is introduced and...
Persistent link: https://www.econbiz.de/10012889760