Showing 91 - 100 of 1,466
Most of hedge funds databases are now keeping history of dead funds in order to control biases in empirical analysis. It is then possible to use these data for the analysis of hedge funds lifetimes and survivorship. This paper proposes two nonparametric speci fications of duration models. First,...
Persistent link: https://www.econbiz.de/10014212399
The focus of the paper is the nonparametric estimation of an instrumental regression function f defined by conditional moment restrictions stemming from a structural econometric model: E [Y - f (Z) | W] = 0, and involving endogenous variables Y and Z and instruments W. The function f is the...
Persistent link: https://www.econbiz.de/10014046845
Most of hedge funds databases are now keeping history of dead funds in order to control biases in empirical analysis. It is then possible to use these data for the analysis of hedge funds lifetimes and survivorship. This paper proposes two nonparametric specifications of duration models. First,...
Persistent link: https://www.econbiz.de/10008461051
The focus of the paper is the nonparametric estimation of an instrumental regression function P defined by conditional moment restrictions stemming from a structural econometric model : E[Y-P(Z)|W]=0 and involving endogenous variables Y and Z and instruments W. The function P is the solution of...
Persistent link: https://www.econbiz.de/10005729772
The focus of the paper is the nonparametric estimation of an instrumental regression function ϕ defined by conditional moment restrictions stemming from a structural econometric model: E [Y − ϕ (Z) | W] = 0, and involving endogenous variables Y and Z and instruments W . The function ϕ is...
Persistent link: https://www.econbiz.de/10005766404
Persistent link: https://www.econbiz.de/10006775133
Persistent link: https://www.econbiz.de/10005635993
The focus of this paper is the nonparametric estimation of an instrumental regression function f defined by conditional moment restrictions that stem from a structural econometric model E[Y − f (Z) | W] = 0, and involve endogenous variables Y and Z and instruments W. The function f is the...
Persistent link: https://www.econbiz.de/10010780369
Most of hedge funds databases are now keeping history of dead funds in order to control biases in empirical analysis. It is then possible to use these data for the analysis of hedge funds lifetimes and survivorship. This paper proposes two nonparametric specifications of duration models. First,...
Persistent link: https://www.econbiz.de/10008643944
Persistent link: https://www.econbiz.de/10002536493