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An empirical total survey error decomposition using data combination
Meyer, Bruce D.; Mittag, Nikolas - In: Journal of econometrics 224 (2021) 2, pp. 286-305
Persistent link: https://www.econbiz.de/10013275392
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Observational agency and supply-side econometrics
Philipson, Tomas J. - 1997
Persistent link: https://www.econbiz.de/10001590537
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Measurement error in nonlinear models : an application to disclosure limitation techniques
Nolte, Sandra - 2010
Persistent link: https://www.econbiz.de/10003952764
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U-MIDAS: MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2011
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by … high-frequency variables and their lags. When the difference in sampling frequencies between the regressand and the … macroeconomic applications, however, differences in sampling frequencies are often small. In such a case, it might not be necessary …
Persistent link: https://www.econbiz.de/10009490826
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Hedonic price indexes for residential housing : a survey, evaluation and taxonomy
Hill, Robert J. - In: Journal of economic surveys 27 (2013) 5, pp. 879-914
Persistent link: https://www.econbiz.de/10010195906
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U-MIDAS : MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2012
Persistent link: https://www.econbiz.de/10009512876
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Quantile selection models : with an application to understanding changes in wage inequality
Arellano, Manuel; Bonhomme, Stéphane - 2015
We propose a method to correct for sample selection in quantile regression models. Selection is modelled via the cumulative distribution function, or copula, of the percentile error in the outcome equation and the error in the participation decision. Copula parameters are estimated by minimizing...
Persistent link: https://www.econbiz.de/10011405705
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Quantile selection models with an application to understanding changes in wage inequality
Arellano, Manuel; Bonhomme, Stéphane - 2016
Persistent link: https://www.econbiz.de/10011654578
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Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa; Zhuo, Xingxuan; Jiang, Cuixia; Liu, Xi; Liu, … - In: Economic modelling 75 (2018), pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
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Distribution regression with sample selection, with an application to wage decompositions in the UK
Chernozhukov, Victor; Fernández-Val, Iván; Luo, Siyi - 2018
We develop a distribution regression model under endogenous sample selection. This model is a semiparametric generalization of the Heckman selection model that accommodates much rich patterns of heterogeneity in the selection process and effect of the covariates. The model applies to continuous,...
Persistent link: https://www.econbiz.de/10011935935