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The Stochastic Volatility in Mean Model with Time-Varying Parameters : An Application to Inflation Modeling
Chan, Joshua C. C. - 2015
This paper generalizes the popular stochastic volatility in mean model of Koopman and Hol Uspensky (2002) to allow for time-varying parameters in the conditional mean. The estimation of this extension is nontrival since the volatility appears in both the conditional mean and the conditional...
Persistent link: https://www.econbiz.de/10013026159
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The intergenerational transmission of educational attainment in East and West Germany
Riphahn, Regina T.; Trübswetter, Parvati - 2011
schooling outcomes in East and West Germany. Based on data from the German Mikrozensus we find that educational mobility is … Jugendlichen in Ost- und Westdeutschland über die Zeit. Daten des Mikrozensus zeigen, dass die Bildungsmobilität in Ostdeutschland …
Persistent link: https://www.econbiz.de/10010286666
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Cohort Effects in Mortality Modelling : A Bayesian State-Space Approach
Fung, Simon Man Chung - 2019
Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under the generalised linear modelling framework. In this...
Persistent link: https://www.econbiz.de/10012899554
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Cohort Effects in Mortality Modelling : A Bayesian State-Space Approach
Fung, Simon Man Chung - 2019
Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under the generalised linear modelling framework. In this...
Persistent link: https://www.econbiz.de/10012902374
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Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression
Hufnagel, Rainer - Wirtschaftswissenschaftliche Fakultät, Westfälische … - 2008
Boolean Regression. The data forming the basis for this investigation are from the German Micro-census waves of 1996 2002 and … comprise about 400 000 observations. Boolean Regression is used to predict how birth events depend on the socio …-economic characteristics of women and their male partners. Boolean Regression is compared to Probit. The data set is split into two halves in …
Persistent link: https://www.econbiz.de/10008462093
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The evolution of secularization: Cultural transmission, religion and fertility theory, simulations and evidence
Bar-El, Ronen; García-Muñoz, Teresa; Neuman, Shoshana; … - 2010
This study presents an evolutionary process of secularization that integrates a theoretical model, simulations, and an empirical estimation that employs data from 32 countries (included in the International Social Survey Program: Religion II - ISSP, 1998). Following Bisin and Verdier (2000,...
Persistent link: https://www.econbiz.de/10010273867
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The evolution of secularization : cultural transmission, religion and fertility theory, simulations and evidence
Bar-El, Ronen; Garcia-Muñoz, Teresa; Neuman, Shoshana; … - 2010
This study presents an evolutionary process of secularization that integrates a theoretical model, simulations, and an empirical estimation that employs data from 32 countries (included in the International Social Survey Program: Religion II – ISSP, 1998). Following Bisin and Verdier (2000,...
Persistent link: https://www.econbiz.de/10003970726
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Analyzing the Swiss Business Cycle
Perruchoud, Alexander - 2008
This paper sets up a Gibbs sampler for a three state Markov switching model with non-constant transition probabilities. The step from two to three states is accomplished by the use of a multinomial probit model for the latent variable process. The algorithm is then applied to Swiss GDP data in...
Persistent link: https://www.econbiz.de/10012773497
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A Bayesian mixed logit-probit model for multinomial choice
Burda, Martin; Harding, Matthew; Hausman, Jerry - 2008
In this paper we introduce a new flexible mixed model for multinomial discrete choice where the key individual- and alternative-specific parameters of interest are allowed to follow an assumptionfree nonparametric density specification while other alternative-specific coefficients are assumed to...
Persistent link: https://www.econbiz.de/10010288443
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A Bayesian mixed logit-probit model for multinomial choice
Burda, Martin (contributor); Harding, Matthew (contributor);  … - 2008
In this paper we introduce a new flexible mixed model for multinomial discrete choice where the key individual- and alternative-specific parameters of interest are allowed to follow an assumptionfree nonparametric density specification while other alternative-specific coefficients are assumed to...
Persistent link: https://www.econbiz.de/10003746887