Similar Search Results

Bayesian Likelihoods for Moment Condition Models

Ragusa, Giuseppe - Department of Economics, University of California-Irvine - 2007

Bayesian inference in moment condition models is difficult to implement. For these models, a posterior distribution cannot be calculated because the likelihood function has not been fully specified. In this paper, we obtain a class of likelihoods by formal Bayesian calculations that take into...

Persistent link: https://www.econbiz.de/10004970923

Multilevel Modelling of Child Mortality in Africa

Harttgen, Kenneth; Lang, Stefan; Santer, Judith - Institut für Finanzwissenschaft, Fakultät für … - 2015

Whereas child mortality has been decreased globally in the last 20 years, high levels persist in Sub-Saharan Africa. This paper analyzes child mortality in 25 Sub-Saharan countries based on household survey data. We employ a new multilevel approach with structured additive predictor within the...

Persistent link: https://www.econbiz.de/10011166033

Maternal smoking during pregnancy and birthweight - A propensity score matching approach

Veiga, Paula; Wilder, Ronald P. - Núcleo de Investigação em Microeconomia Aplicada … - 2006

There is accumulated evidence of the existence of a deleterious effect of smoking on birth outcomes. Understanding the … effect of smoking on pregnancy is a critical issue because of the public policy implications for dissuading maternal smoking … the treatment effect of smoking during pregnancy on different birth outcomes. Then, we extend the method to the case of …

Persistent link: https://www.econbiz.de/10005551517

Crash Risk in Currency Returns

Chernov, Mikhail - 2015

We quantify crash risk in currency returns. To accomplish this task, we develop and estimate an empirical model of exchange rate dynamics using daily data for four currencies relative to the US dollar: the Australian dollar, the British pound, the Swiss franc, and the Japanese yen. The model...

Persistent link: https://www.econbiz.de/10013037072

Unlucky to be young? : the long-term effects of school starting age on smoking behaviour and health

Bahrs, Michael; Schumann, Mathias - 2016

In this study, we analyse the long-term effects of school starting age on smoking behaviour and health in adulthood …

Persistent link: https://www.econbiz.de/10011533515

An effcient exact Bayesian method for state space models with stochastic volatility

Huang, Yu-Fan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10012507436

Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry

Zhang, Zehua; Zhao, Ran - In: Quantitative finance 23 (2023) 1, pp. 35-51

Persistent link: https://www.econbiz.de/10013490951

Measuring peer effects on youth smoking behavior

Nakajima, Ryo (contributor) - 2004 - [Elektronische Ressource]

This paper examines the role of peer effects in smoking behavior using data of middle and high school students in the … smokings. A Markov process model of smoking interactions between individuals is presented, under the assumption that such … determined by the Markov process . The empirical results strongly support the presence of positive peer effects in smoking …

Persistent link: https://www.econbiz.de/10001990751

The effect of peer observation on consumption choices : experimental evidence

Sakha, Sahra; Grohmann, Antonia - 2016

This paper investigates the impact of peer observation on the consumption decisions of rural households in Thailand using a lab-in-the-field experiment. We find that those groups that observe each other show lower within group standard deviation in their decisions. Thus, we find evidence for...

Persistent link: https://www.econbiz.de/10011434386

The family peer effect on mothers' labour supply

Nicoletti, Cheti; Salvanes, Kjell G.; Tominey, Emma - 2016

The documented historical rise in female labour force participation has flattened in recent decades, but the proportion of mothers working full-time has steadily increased. We provide the first empirical evidence that the increase in mothers' working hours is amplified through the influence of...

Persistent link: https://www.econbiz.de/10011480421