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Unobservable selection and coefficient stability : theory and validation
Oster, Emily - 2013
Persistent link: https://www.econbiz.de/10009753792
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Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan; Sherman, Robert - 2012
We study identification and estimation in a binary response model with random coefficients B allowed to be correlated with regressors X. Our objective is to identify the mean of the distribution of B and estimate a trimmed mean of this distribution. Like Imbens and Newey (2009), we use...
Persistent link: https://www.econbiz.de/10009728916
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Correlation and regression analysis on development influence factors of retail chain drugstores in China
Su, Ling; Zhang, Jitao - In: Journal of medical marketing : device, diagnostic and … 13 (2013) 1, pp. 54-61
Persistent link: https://www.econbiz.de/10009732313
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Efficient estimation of covariance matrices using posterior mode multiple shrinkage
Giordani, Paolo; Mun, Xiuyan; Kohn, Robert - In: Journal of financial econometrics : official journal of … 11 (2013) 1, pp. 154-192
Persistent link: https://www.econbiz.de/10009708919
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Re-examine the dynamic conditional correlation between bond and stock returns : the quantile regression approach
Wu, Bing-tse; Lee, Wo-chiang - In: The empirical economics letters : a monthly … 11 (2012) 5, pp. 493-502
Persistent link: https://www.econbiz.de/10009758161
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The relation of working capital and fixed assets : a study
Salehi, Mahdi - In: Folia oeconomica Stetinensia : FOS 11 (2012) 1, pp. 47-60
Persistent link: https://www.econbiz.de/10009761573
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Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010226787
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Asymmetric behavior of unemployment rates : evidence from the quantile covariate unit root test
Lee, Cheng-feng; Hu, Te-chung; Li, Ping-cheng; Tsong, … - In: Japan and the world economy : international journal of … 28 (2013), pp. 72-84
Persistent link: https://www.econbiz.de/10010240922
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010245446
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The efficiency of OLS estimator in the linear regression model with spatially correlated errors
Gotu, Butte - 1999
regression model with first order spatial error process are given. …
Persistent link: https://www.econbiz.de/10009793261