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Endogenously censored median regression with an application to benefit elasticity of US unemployment duration

Szydłowski, Arkadiusz - In: Economics letters 159 (2017), pp. 42-45

Persistent link: https://www.econbiz.de/10011902884

Endogenously censored median regression with an application to benefit elasticity of US unemployment duration

Szydłowski, Arkadiusz - 2017

Persistent link: https://www.econbiz.de/10011612647

A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes

Xu, Ke-Li - In: Journal of econometrics 206 (2018) 1, pp. 258-278

Persistent link: https://www.econbiz.de/10012110379

Policy discontinuity and duration outcomes

Berg, Gerard J. van den; Bozio, Antoine; Dias, Mónica Costa - 2018

Causal effects of a policy change on the hazard rates of a duration outcome variable are not identified from a …

Persistent link: https://www.econbiz.de/10011817634

Uniform inference on quantile effects under sharp regression discontinuity designs

Qu, Zhongjun; Yoon, Jungmo - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 625-647

Persistent link: https://www.econbiz.de/10012179002

Policy discontinuity and duration outcomes

Berg, Gerard J. van den; Bozio, Antoine; Dias, Mónica Costa - In: Quantitative economics : QE ; journal of the … 11 (2020) 3, pp. 871-916

Causal effects of a policy change on hazard rates of a duration outcome variable are not identified from a comparison …

Persistent link: https://www.econbiz.de/10012315701

Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis

Wichert, Laura; Wilke, Ralf A. - 2008

duration data …

Persistent link: https://www.econbiz.de/10014061563

Testing conditional factor models

Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156

Persistent link: https://www.econbiz.de/10009666667

Machine-learning-based semiparametric time series conditional variance : estimation and forecasting

Dang, Justin; Ullah, Aman - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-12

This paper proposes a new combined semiparametric estimator of the conditional variance that takes the product of a parametric estimator and a nonparametric estimator based on machine learning. A popular kernel-based machine learning algorithm, known as the kernel-regularized least squares...

Persistent link: https://www.econbiz.de/10012814196

Novel advancements in the Markov chain stock model : analysis and inference

Barbu, Vlad Stefan; D'Amico, Guglielmo; De Blasis, Riccardo - In: Annals of finance 13 (2017) 2, pp. 125-152

Persistent link: https://www.econbiz.de/10011944970