Similar Search Results

IV models of ordered choice

Chesher, Andrew; Smolinski, Konrad - 2009

models ; Instrumental variables ; Ordered choice ; Ordered Probit ; Set Identification ; Threshold Crossing Models …

Persistent link: https://www.econbiz.de/10003908575

Semi-nonparametric discrete event forecasting in economics and finance

Guo, Guang - 2004

Persistent link: https://www.econbiz.de/10003909272

Nonparametric identification of accelerated failure time competing risks models

Lee, Sokbae; Lewbel, Arthur - 2010 - Rev.

Persistent link: https://www.econbiz.de/10008666382

Moment restriction-based econometric methods : an overview

Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - 2010

Persistent link: https://www.econbiz.de/10008666915

Optimal transportation and the falsifiability of incompletely specified economic models

Ekeland, Ivar; Galichon, Alfred; Henry, Marc - In: Economic theory : official journal of the Society for … 42 (2010) 2, pp. 355-374

Persistent link: https://www.econbiz.de/10003930636

Nelson-Siegel, affine and quadratic yield curve specifications : which one is better at forecasting?

Nyholm, Ken; Vidova-Koleva, Rositsa - 2010

In this paper we compare the in-sample fit and out-of-sample forecasting performance of no-arbitrage quadratic and essentially affine term structure models, as well as the dynamic Nelson-Siegel model. In total eleven model variants are evaluated, comprising five quadratic, four affine and two...

Persistent link: https://www.econbiz.de/10003973519

Testing a parametric function against a nonparametric alternative in IV and GMM settings

Gørgens, Tue; Würtz, Allan H. - 2010

This paper develops a specification test for functional form for models identified by moment restrictions, including IV and GMM settings. The general framework is one where the moment restrictions are specified as functions of data, a finite-dimensional parameter vector, and a nonparametric real...

Persistent link: https://www.econbiz.de/10008858255

Identification and semiparametric estimation of equilibrium models of local jurisdictions

Epple, Dennis N.; Peress, Michael; Sieg, Holger - In: American economic journal : a journal of the American … 2 (2010) 4, pp. 195-220

Persistent link: https://www.econbiz.de/10008903105

Modeling quantile dependence : a new look at the money-output relationship

Sim, Nicholas C. S. - 2009

Persistent link: https://www.econbiz.de/10003988928

Nonparametric identification of accelerated failure time competing risks models

Lee, Sokbae; Lewbel, Arthur - 2010

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy … identification is verified. Our identification strategy does not depend on identification at infinity or near zero, and it does not … require exclusion assumptions. Given our identification, we show estimation can be accomplished using sieves. -- accelerated …

Persistent link: https://www.econbiz.de/10003989975