Similar Search Results

Robust nonparametric estimation of the intensity function of point data

Grillenzoni, Carlo - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 2, pp. 117-134

Persistent link: https://www.econbiz.de/10003716611

Proposed separability restriction tests using nonparametric regression methods

Aoki, Takaaki - In: Applied economics letters 15 (2008) 10/12, pp. 949-954

Persistent link: https://www.econbiz.de/10003785989

Dynamic treatment assignment : the consequences for evaluations using observational data

Fredriksson, Peter; Johansson, Per-Olov - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 435-445

Persistent link: https://www.econbiz.de/10003772281

Nonparametric testing of an exclusion restriction

Bickel, Peter J.; Ritov, Ya'acov; Stoker, Thomas Martin - In: Identification and inference for econometric models : …, (pp. 505-519). 2005

Persistent link: https://www.econbiz.de/10003352620

Parametric vs. nonparametric estimation of an equilibrium search model with employer heterogeneity

Launov, Andrey (contributor); Wolff, Joachim (contributor) - 2005

nonparametric estimation of the Bontemps et al. (2000) equilibrium search model with employer heterogeneity does not yield … consistent estimates. We propose an easy way of checking whether the Bontemps et al. (2000) estimation procedure can be applied …

Persistent link: https://www.econbiz.de/10003315018

Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis

Wichert, Laura (contributor); Wilke, Ralf A. (contributor) - 2005

The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks’ and on the borrowers’ balance sheets. Subsequently we estimate aggregate credit supply and demand...