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Estimating Probabilities of Patent Oppositions in a Bayesian Semiparametric Regression Framework

Jerak, Alexander; Wagner, Stefan - 2013

(MCMC) simulation techniques for estimation purposes. Using this methodology we reanalyze the determinants and the effects …

Persistent link: https://www.econbiz.de/10014075696

Nonparametric Estimation of a Survivor Function with Across-Interval-Censored Data

An, Mark Yuying; Ayala, Roberto A. - 1998

-Meier estimation method. The main result of this paper is that our algorithm produces the maximum likelihood estimate. Unlike Turnbull … willingness to pay distribution. In this estimation, the algorithm of Turnbull (1974, 1976) plays an instrumental role. However …

Persistent link: https://www.econbiz.de/10014076122

Identification and estimation of a nonparametric time-varying panel data model with completely missing regressors in some periods

Zeng, Jiangang - 2022

I consider a nonparametric time-varying panel data model with the primary interest regressor completely missing in some periods. Under standard assumptions in panel data and nonparametric model literature, I provide constructive identification results for all the unknown functions and the...

Persistent link: https://www.econbiz.de/10014078402

A Penalized Spline Estimator for Fixed Effects Panel Data Models

Pütz, Peter - 2016

advantageous since they enable both the estimation of unknown nonlinear covariate effects and inferential statements about these …

Persistent link: https://www.econbiz.de/10012996172

Uniform Confidence Bands for Pricing Kernels

Härdle, Wolfgang - 2017

with non-parametric estimation of the pricing kernel (Empirical Pricing Kernel) given by the ratio of the risk …

Persistent link: https://www.econbiz.de/10012966302

Non-Parametric Integral Estimation Using Data Clustering in Stochastic Dynamic Programming : An Introduction Using Lifetime Financial Modelling

Khemka, Gaurav - 2017

This paper considers an alternative way of structuring stochastic variables in a dynamic programming framework where the model structure dictates that numerical methods of solution are necessary. Rather than estimating integrals within a Bellman equation using quadrature nodes, we use nodes...

Persistent link: https://www.econbiz.de/10012968342

Bayesian Nonparametric Conditional Copula Estimation of Twin Data

Dalla Valle, Luciana - 2017

propose a flexible Bayesian nonparametric approach for the estimation of conditional copulas, which can model any conditional …

Persistent link: https://www.econbiz.de/10012969727

Are Estimates of Asymmetric First-Price Auctions Credible? Semi- & Nonparametric Analyses : Online Appendix

Chernomaz, Kirill - 2017

This online appendix contains the plots and supplemental descriptions for "Are Estimates of Asymmetric First-Price Auctions Credible? Semi- & Nonparametric Analyses."The paper "Are Estimates of Asymmetric First-Price Auctions Credible? Semi- & Nonparametric Analyses" to which this Supplement...

Persistent link: https://www.econbiz.de/10012973476

Estimation and Inference of Regression Discontinuity Design with Ordered or Discrete Duration Outcomes

Xu, Ke-Li - 2017

support joint inference. The estimation and inference methods we advocate in this paper are computationally easy and fast to …

Persistent link: https://www.econbiz.de/10012953541

Counterfactual Estimation in Semiparametric Discrete-Choice Models

Chiong, Khai - 2017

We show how to construct bounds on counterfactual choice probabilities in semiparametric discrete-choice models. Our procedure is based on cyclic monotonicity, a convex-analytic property of the random utility discrete-choice model. These bounds are useful for typical counterfactual exercises in...

Persistent link: https://www.econbiz.de/10012955083