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The Estimation of Multi-Dimensional Fixed Effects Panel Data Models

Balazsi, Laszlo - 2015

The paper introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then...

Persistent link: https://www.econbiz.de/10013024591

Microeconometric evaluation of the active labour market policy in Switzerland

Gerfin, Michael; Lechner, Michael - 2000

and social security records. We apply a matching estimator adapted for the case of multiple programmes. We find …

Persistent link: https://www.econbiz.de/10011333282

Microeconometric Evaluation of the Active Labour Market Policy in Switzerland

Gerfin, Michael; Lechner, Michael - 2000

and social security records. We apply a matching estimator adapted for the case of multiple programmes. We find …

Persistent link: https://www.econbiz.de/10014153504

Microeconometric Evaluation of the Active Labor Market Policy in Switzerland

Gerfin, Michael; Lechner, Michael - 2001

security records. We apply a matching estimator adapted for the case of multiple programs. We find substantial positive effects …

Persistent link: https://www.econbiz.de/10014149949

Microeconometric Evaluation of the Active Labour Market Policy in Switzerland

Lechner, Michael; Gerfin, Michael - 2021

unusually informative data originating from administrative unemployment and social security records. We apply a matching …

Persistent link: https://www.econbiz.de/10013321284

Identification of Effects of Dynamic Treatments with a Difference-in-Differences Approach

Miquel, Ruth - School of Economics and Political Science, Universität … - 2003

This paper examines the power of a conditional difference-in-differences approach to nonparametrically identify the causal effects of sequences of interventions. In the classical difference-in-differences case, a period previous to the implementation of the intervention is used as a comparison...

Persistent link: https://www.econbiz.de/10005453923

Forecast combination under heavy-tailed errors

Cheng, Gang; Wang, Sicong; Yang, Yuhong - In: Econometrics : open access journal 3 (2015) 4, pp. 797-824

Forecast combination has been proven to be a very important technique to obtain accurate predictions for various applications in economics, finance, marketing and many other areas. In many applications, forecast errors exhibit heavy-tailed behaviors for various reasons. Unfortunately, to our...

Persistent link: https://www.econbiz.de/10011411497

Conditional systemic risk with penalized copula

Okhrin, Ostap; Ristig, Alexander; Sheen, Jeffrey R.; … - 2015

Financial contagion and systemic risk measures are commonly derived from conditional quantiles by using imposed model assumptions such as a linear parametrization. In this paper, we provide model free measures for contagion and systemic risk which are independent of the specifcation of...

Persistent link: https://www.econbiz.de/10011309638

Non-Parametric Tests for Firm Efficiency in Case of Errors-in-Variables

Kuosmanen, Timo; Post, Thierry - 2009

This paper develops a novel statistic for firm efficiency called efficiency depth that allows for statistical inference in case of errors-in-variables. We derive statistical tests that require minimal statistical assumptions; neither the sample distribution nor the noise level is required. An...

Persistent link: https://www.econbiz.de/10014031522

Statistical matching using propensity scores : theory and application to the Levy Institute measure of economic well-being

Kum, Hyunsub (contributor); Masterson, Thomas (contributor) - 2008

This paper summarizes the background, type, logic, and working procedure of the statistical matching used in the Levy … Demographic Survey of the Current Population Survey data sets to demonstrate the procedure and results of the matching. Challenges … Matching ; Survey of Consumer Finances ; Annual Demographic Supplement ; Distribution of Income and Wealth …

Persistent link: https://www.econbiz.de/10003727292