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A Two-Step Estimator for Missing Values in Probit Model Covariates
Laitila, Thomas; Wang, Lisha - Handelshögskolan, Örebro Universitet - 2015
This paper includes a simulation study on the bias and MSE properties of a two-step probit model estimator for handling missing values in covariates by conditional imputation. In one smaller simulation it is compared with an asymptotically ecient estimator and in one larger it is compared with...
Persistent link: https://www.econbiz.de/10011277362
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Factors Affecting the Magnitude of Poor Families Across the Philippines: A Cross Section Data Analysis
Deluna, Roperto Jr - Volkswirtschaftliche Fakultät, … - 2011
the effect of the variables presented. The model was estimated using the Ordinary Least Square (OLS) procedure and cross …
Persistent link: https://www.econbiz.de/10009647317
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Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors
Hillebrand, Eric; Lee, Tae-Hwy - School of Economics and Management, University of Aarhus - 2012
-rule estimator combines the OLS and PC estimators, it is a model-averaging estimator and produces a combined forecast. The conditions … the unrestricted unbiased OLS estimator towards a restricted biased principal component (PC) estimator. Since the Stein … Stein-rule shrinkage estimator can dominate both OLS and principal components estimators within an intermediate range of the …
Persistent link: https://www.econbiz.de/10010851208
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HEDGE RATIO AND HEDGING EFFICIENCY: EVIDENCE FROM INDIAN DERIVATIVE MARKET
NALINIPRAVA, Tripathy - In: Journal of Applied Research in Finance Bi-Annually III (2011) 1, pp. 62-75
OLS, VAR, VECM and VAR-MGARCH models. This paper also compares the performance of time varying hedge ratios with constant …
Persistent link: https://www.econbiz.de/10010744682
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Usage of an estimated coefficient as a dependent variable
Hornstein, Abigail S.; Greene, William H. - In: Economics Letters 116 (2012) 3, pp. 316-318
Two-step estimation with large panel data sets generally involves estimating vectors of individual-specific coefficients in a first-stage. In a second-stage estimation a vector of estimated coefficients is used as the dependent variable. Potential problems of heteroskedasticity in the second...
Persistent link: https://www.econbiz.de/10010594058
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THE DETERMINATS OF THE UNEMPLOYMENT RATE - EMPIRICAL EVIDENCE FROM ROMANIA
Ildikó, Kovács; Noémi, Marton; Kinga, Patka; … - In: Annals of Faculty of Economics 1 (2010) 2, pp. 277-282
Among other aspects, the 2007-2009 financial and economic crisis had an impact on the Romanian labor force, too. The aim of this article is to analyze the macroeconomic determinants of the unemployment rate in Romania, using an econometric model. We use the GDP, net and gross wage, monetary...
Persistent link: https://www.econbiz.de/10008829714
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Modelling nonlinear behavior of labor force participation rate by STAR: An application for Turkey
Cengiz, Sibel; Sahin, Afsin - In: International Journal of Economic Sciences and Applied … 7 (2014) 1, pp. 113-127
The aim of this paper is to contribute to the understanding of the behavior of participation rates in terms of gender differences. We employed smooth autoregressive transition models for the quarterly Turkish labor force participation rates (LFPR) data between 2000: Q1 – 2011: Q4 to present an...
Persistent link: https://www.econbiz.de/10011310261
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An area-wide real-time database for the euro area
Giannone, Domenico; Henry, Jérôme; Lalik, Magdalena; … - 2010
This paper describes how we constructed a real-time database for the euro area covering more than 200 series regularly published in the European Central Bank Monthly Bulletin, as made available ahead of publication to the Governing Council members before their first meeting of the month. We...
Persistent link: https://www.econbiz.de/10011605191
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Updating the retirement-consumption puzzle in Italy: Who are the most affected?
Marini, Andrea - 2024
In this paper I investigate the retirement-consumption puzzle in Italy for the period 2010-2016, using SHIW data. In order to address the endogeneity of the retirement decision, I estimate the effect of retirement by exploiting the exogeneity of pension eligibility in an instrumental variable...
Persistent link: https://www.econbiz.de/10014543593
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Microeconomic models with latent variables: Applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...
Persistent link: https://www.econbiz.de/10011445721