Narrow search
Showing 1 - 10 of 35,603
Cover Image
Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
Cover Image
A new approach in non-parametric estimation of returns in mean-downside risk portfolio frontier
Ben Salah, Hanene; Gannoun, Ali; Ribatet, Mathieu - In: International journal of portfolio analysis and … 2 (2018) 2, pp. 169-197
Persistent link: https://www.econbiz.de/10012253633
Cover Image
Imposing and testing curvature conditions on a Box-Cox function
Koebel, Bertrand M.; Falk, Martin; Laisney, François - 2000
We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six...
Persistent link: https://www.econbiz.de/10010297734
Cover Image
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
Cover Image
Imposing and testing curvature conditions on a Box-Cox function
Koebel, Bertrand M.; Falk, Martin; Laisney, François - 2000
We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six...
Persistent link: https://www.econbiz.de/10011445626
Cover Image
Imposing and testing curvature conditions on a box-cox cost function
Koebel, Bertrand M.; Falk, Martin; Laisney, François - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 319-335
Persistent link: https://www.econbiz.de/10001757499
Cover Image
Testing multivariate economic restrictions using quantiles : the example of Slutsky negative semidefiniteness
Dette, Holger; Hoderlein, Stefan; Neumeyer, Natalie - 2011
This paper is concerned with testing rationality restrictions using quantile regression methods. Specifically, we … unobservable. To analyze the economic restriction, we employ quantile regression methods because they allow us to utilize the … Regression …
Persistent link: https://www.econbiz.de/10009008722
Cover Image
Zähldatenmodelle mit variierenden Parametern
Mayer, Jochen - 2000
Persistent link: https://www.econbiz.de/10001461465
Cover Image
Imposing and testing curvature conditions on a Box-Cox cost function
Koebel, Bertrand M. - 2000
We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six...
Persistent link: https://www.econbiz.de/10013428379
Cover Image
Estimation and inference for distribution and quantile functions in endogenous treatment effect models
Hsu, Yu-Chin; Lai, Tsung-Chih; Lieli, Robert P. - In: Econometric reviews 41 (2022) 1, pp. 22-50
Persistent link: https://www.econbiz.de/10013167577