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Sampling error and the joint estimation of imputation credit value and cash dividend value
Cannavan, Damien; Gray, Stephen; Hall, Jason - In: Accounting and finance 63 (2023), pp. 1029-1068
Persistent link: https://www.econbiz.de/10014301853
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Production function estimation with measurement error in inputs
Collard-Wexler, Allan; De Loecker, Jan - 2016
Persistent link: https://www.econbiz.de/10011524509
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Production function estimation with measurement error in inputs
Collard-Wexler, Allan; De Loecker, Jan - 2016
Persistent link: https://www.econbiz.de/10011522258
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Production function estimation with measurement error in inputs
Collard-Wexler, Allan; De Loecker, Jan - 2016
used estimation techniques in the productivity literature fail in the presence of plausible amounts of measurement error in …. Our main insight is that investment expenditures are informative about a producer's capital stock, and we propose a hybrid … IV-Control function approach that instruments capital with (lagged) investment, while relying on standard intermediate …
Persistent link: https://www.econbiz.de/10011617309
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Set identification of generalized linear predictors in the presence of non-classical measurement errors
Wüthrich, Kaspar - 2013
This paper studies the identification of coefficients in generalized linear predictors where the outcome variable suffers from non-classical measurement errors. Combining a mixture model of data errors with the bounding procedure proposed by Stoye (2007), I derive bounds on the coefficient...
Persistent link: https://www.econbiz.de/10009787993
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Exit dynamics of start-up firms : structural estimation using indirect inference
Golombek, Rolf; Raknerud, Arvid - In: Journal of econometrics 205 (2018) 1, pp. 204-225
Persistent link: https://www.econbiz.de/10012110256
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Chapter 8 Growth Econometrics
Durlauf, Steven N.; Johnson, Paul A.; Temple, Jonathan R.W. - 2005
This paper provides a survey and synthesis of econometric tools that have been employed to study economic growth. While these tools range across a variety of statistical methods, they are united in the common goals of first, identifying interesting contemporaneous patterns in growth data and...
Persistent link: https://www.econbiz.de/10014023779
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Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning - 1998
This paper proposes a procedure for testing alternative specifications of the short term interest rate's dynamics which takes into account that according to some restrictions the interest rate is nonstationary, i.e. the traditional test statistic has a non-standard distribution. Moreover, we do...
Persistent link: https://www.econbiz.de/10009578570
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Estimation in a duration model for evaluating educational programs
Brännäs, Kurt - 2000
The paper proposes two estimation approaches for duration models that are subject to right censored observations and …
Persistent link: https://www.econbiz.de/10011318601
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Confidence corridors for multivariate generalized quantile regression
Chao, Shih-kang; Proksch, Katharina; Dette, Holger; … - 2014
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest which follow...
Persistent link: https://www.econbiz.de/10010354164