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Nonasymptotic convergence rates for the plug-in estimation of risk measures

Bartl, Daniel; Tangpi, Ludovic - In: Mathematics of operations research 48 (2023) 4, pp. 2129-2155

Persistent link: https://www.econbiz.de/10014437818

The variation of gravity within countries (or 15 reasons why gravity should be estimated with domestic trade flows)

Yotov, Yoto - 2021

The gravity equation is the workhorse model for analysis of bilateral trade flows. Despite solid theoretical foundations and clear gains from theory-consistent policy analysis, there are still gaps between gravity theory and empirics. This paper focuses on domestic trade flows, and I argue that...

Persistent link: https://www.econbiz.de/10012510016

A two sample size estimator for large data sets

O'Connell, Martin; Smith, Howard; Thomassen, Øyvind - 2023

Persistent link: https://www.econbiz.de/10014289035

Threshold mixed data sampling models with a covariate-dependent threshold

Yang, Lixiong; Zhang, Chunli - In: Applied economics letters 30 (2023) 12, pp. 1708-1716

Persistent link: https://www.econbiz.de/10014304954

Risk aversion in share auctions : estimating import rrents from TRQs in Switzerland

Häfner, Samuel - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 419-470

This paper analyzes risk aversion in discriminatory share auctions. I generalize the k‐step share auction model of Kastl (2011, 2012) and establish that marginal profits are set‐identified for any given coefficient of constant absolute risk aversion. I also derive necessary conditions for...

Persistent link: https://www.econbiz.de/10014308566

Threshold quantile regression neural network

Yang, Lixiong; Bai, Hujie; Ren, Mingjian - In: Applied economics letters 31 (2024) 17, pp. 1675-1685

Persistent link: https://www.econbiz.de/10015075590

Iterative and Recursive Estimation in Structural Non-Adaptive Models

Pastorello, Sergio; Patilea, Valentin; Renault, Éric - Centre Interuniversitaire de Recherche en Analyse des … - 2003

proposed iterative/recursive estimation is particularly useful for latent regression models and for dynamic equilibrium models … des estimateurs des paramètres inconnus à partir du modèle statistique des variables latentes. L'estimation itérative …

Persistent link: https://www.econbiz.de/10005100556

Estimating general equilibrium spillovers of large-scale shocks

Huber, Kilian - 2021

Persistent link: https://www.econbiz.de/10012493160

Estimates of the world distribution of personal incomes based on country sample clones

Kot, Stanisław Maciej - 2016

In this paper, the world distribution of personal incomes (WDPI) is estimated using a global sample comprising country sample clones. A clone is a random sample that reproduces – with predetermined high probability and precision – an unknown survey sample using information that is 'encoded'...

Persistent link: https://www.econbiz.de/10011802308

Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data

Wilfling, Bernd; Trede, Mark - 2004

-entrance in January 2001 this paper develops a rigorous estimation procedure. The estimates provide statistical evidence of … increased central bank intervention activities in the run-up to the Greek EMU entrance. Thus the modelling and estimation …

Persistent link: https://www.econbiz.de/10010295399