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Theorie
identification
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895
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207
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193
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183
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Cherchye, Laurens
10
Rock, Bram de
9
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8
Chatelain, Jean-Bernard
5
Durlauf, Steven N.
5
Lewbel, Arthur
5
Ralf, Kirsten
5
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4
Blume, Lawrence E.
4
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4
Canova, Fabio
4
Heckman, James J.
4
Luo, Yao
4
Waggoner, Daniel F.
4
Weber, Enzo
4
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3
Cesa-Bianchi, Ambrogio
3
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3
Donni, Olivier
3
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3
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3
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Newey, Whitney K.
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Paula, Áureo de
3
Rubio-Ramírez, Juan Francisco
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Varang Wiriyawit
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Anders, Ulrich
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Biørn, Erik
2
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5
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ECONIS (ZBW)
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EconStor
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1
Identification
via completeness for discrete covariates and orthogonal polynomials
Kovchegov, Yevgeniy
;
Yıldız, Neşe
-
2012
We solve a class of
identification
problems for nonparametric and semiparametric models when the endogenous covariate …
identification
of structural functions is guaranteed to hold, our approach provides a natural way of estimating these functions …
Persistent link: https://www.econbiz.de/10010500201
Saved in:
2
Individual versus Aggregate Income Elasticities for Heterogeneous Populations
Paluch, Michal
;
Kneip, Alois
;
Hildenbrand, Werner
-
2007
This paper deals with different concepts of income elasticities of demand for a heterogenous population and the relationship between individual and aggregate elasticities is analyzed. In general, the aggregate elasticity is not equal to the mean of individual elasticities. The difference depends...
Persistent link: https://www.econbiz.de/10010264907
Saved in:
3
Quasiconcave Preferences and Choices on a Probability Simplex – A Nonparametric Analysis
Heufer, Jan
-
2010
A nonparametric approach is presented to test whether decisions on a probability simplex could be induced by quasiconcave preferences. Necessary and sufficient conditions are presented. If the answer is affirmative, the methods developed here allow to reconstruct bounds on indifference curves....
Persistent link: https://www.econbiz.de/10010271393
Saved in:
4
A partially linear approach to modelling the dynamics of spot and futures prices
Gaul, Jürgen
;
Theissen, Erik
-
2008
In this paper we consider the dynamics of spot and futures prices in the presence of arbitrage. We propose a partially linear error correction model where the adjustment coefficient is allowed to depend non-linearly on the lagged price difference. We estimate our model using data on the DAX...
Persistent link: https://www.econbiz.de/10010298395
Saved in:
5
Simulation and Estimation of Hedonic Models
Heckman, James Joseph
;
Matzkin, Rosa Liliana
;
Nesheim, Lars
-
2003
semiparametric estimation and
identification
of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar …
Persistent link: https://www.econbiz.de/10010275775
Saved in:
6
Instrumental variable models for discrete outcomes
Chesher, Andrew
-
2009
model and sharp set
identification
is demonstrated. Point
identification
is typically not achieved by imposing parametric …
Persistent link: https://www.econbiz.de/10010288441
Saved in:
7
You, me and the mean : a semiparametric approach to the redistributive effects of transfer programs
Garcia-Medina, B. Cecilia
-
2016
I examine how changes in the receipt of social transfers benefits associated to program reforms have affected the Canadian income distribution over the 1996-2006 period. Using the Survey of Labour and Income Dynamics, I apply nonparametric decomposition methods to construct density...
Persistent link: https://www.econbiz.de/10011547623
Saved in:
8
The effects of knowledge and innovation on regional growth : nonparametric evidence
Sanso-Navarro, Marcos
;
Vera-Cabello, María
-
2014
This paper deals with the relationship between knowledge, innovation and regional growth. The study is carried out through the application of nonparametric estimation methods to European data at NUTS2 level. We provide evidence that the share of innovative ...firms plays a more relevant role in...
Persistent link: https://www.econbiz.de/10011478824
Saved in:
9
Obelix vs. Asterix : size of US commercial banks and its regulatory challenge
Restrepo-Tobón, Diego
;
Kumbhakar, Subal
;
Sun, Kai
- In:
Journal of regulatory economics
48
(
2015
)
2
,
pp. 125-168
Persistent link: https://www.econbiz.de/10011473841
Saved in:
10
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
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