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Estimation of Generalized Entropy and Atkinson inequality indices from complex survey data
Biewen, Martin; Jenkins, Stephen - 2003 - This version: 11 April 2003
inequality indices when estimated from complex survey data. It turns out that this method also greatly simplifies the …
Persistent link: https://www.econbiz.de/10011438447
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Semiparametric selection models with binary outcomes
Klein, Roger; Shen, Chan; Vella, Francis - 2011
This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and … a semiparametric setting, we develop estimators for both the marginal effects and the underlying model parameters. The …
Persistent link: https://www.econbiz.de/10010280691
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On the identification of structural linear functionals
Escanciano, Juan Carlos; Li, Wei - 2013
This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified well and which ones cannot. It contributes to answering this question by characterizing the identified set of linear continuous functionals of the NPIVR under norm constraints....
Persistent link: https://www.econbiz.de/10010188249
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Let's get LADE : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - 2013
robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility …
Persistent link: https://www.econbiz.de/10009719116
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A Unified Framework to Estimate Macroeconomic Stars
Zaman, Saeed - 2021
.e., unobserved long-run equilibrium levels of output (and growth rate of output), the unemployment rate, the real rate of interest …, productivity growth, the price inflation, and wage inflation. The ingredients of the model are in part motivated by economic theory …
Persistent link: https://www.econbiz.de/10013323788
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Nonparametric identification in nonseparable panel data models with generalized fixed effects
Hoderlein, Stefan; White, Halbert - 2009
well known objects like the slope coefficient in the semiparametric panel data binary choice model with fixed effects. We …, we adapt our results to the semiparametric binary choice model with correlated coefficients, and establish that average …
Persistent link: https://www.econbiz.de/10010288425
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Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
Malikov, Emir; Kumbhakar, Subal; Sun, Yiguo - In: Journal of econometrics 190 (2016) 2, pp. 233-251
Persistent link: https://www.econbiz.de/10011592260
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Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects
Halder, Shaymal C.; Malikov, Emir - In: Economics letters 192 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508759
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Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model
Gürtler, Marc; Rauh, Ronald - 2009 - This Version: 2009-09-09
A non-stationary regression model for financial returns is examined theoretically in this paper. Volatility dynamics are modelled both exogenously and deterministic, captured by a nonparametric curve estimation on equidistant centered returns. We prove consistency and asymptotic normality of a...
Persistent link: https://www.econbiz.de/10009487233
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Nonparametric Estimates of Demand in the California Health Insurance Exchange
Tebaldi, Pietro - 2019
We estimate the demand for health insurance in the California Affordable Care Act marketplace (Covered California) without using parametric assumptions about the unobserved components of utility. To do this, we develop a computational method for constructing sharp identified sets in a...
Persistent link: https://www.econbiz.de/10012870316