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Structural Measurement Errors in Nonseparable Models

Hoderlein, Stefan; Winter, Joachim - Volkswirtschaftliche Fakultät, … - 2009

econometric is- sues as the identification of marginal effects or economic restrictions in structural models. Our identification …

Persistent link: https://www.econbiz.de/10005121198

Searching the eBay Marketplace

Sailer, Katharina - Volkswirtschaftliche Fakultät, … - 2006

This paper proposes a framework for demand estimation with data on bids, bidders' identities, and auction covariates from a sequence of eBay auctions. First the aspect of bidding in a marketplace environment is developed. Form the simple dynamic auction model with IPV and private bidding costs...

Persistent link: https://www.econbiz.de/10005121206

On the Bimodality of the Exact Distribution of the TSLS Estimator

Forchini, Giovanni - Department of Econometrics and Business Statistics, … - 2005

Nelson and Startz (Econometrica, 58, 1990), Maddala and Jong (Econometrica, 60, 1992) and Wolgrom (Econometrica, 69, 2001) have shown that the density of the two-stage least squares estimator may be bimodal in a just identified structural equation. This paper further investigates the conditions...

Persistent link: https://www.econbiz.de/10005427636

Identifying the Determinants of Attitudes towards Immigrants - A Structural Cross-Country Analysis

Fertig, Michael; Brenner, Jan - Rheinisch-Westfälisches Institut für … - 2006

model. The determinants of attitudes towards immigrants are estimated by employing different identification restrictions on … are stable across countries and identification strategies. …

Persistent link: https://www.econbiz.de/10005436109

Employment descentralisation: polycentric compaction or sprawl? The case of the Barcelona Metropolitan Region 1986-1996

Lopez, Miguel Angel Garcia; Olivera, Ivan Muñiz - Departament d'Economia Aplicada, Universitat Autònoma … - 2005

The Barcelona Metropolitan Region (BMR) has been repeatedly characterised as a polycentric-type urban system. The aim of this study is to corroborate this affirmation by making use of a methodology that enables the identifying of employment subcentres and valuing of the degree of polycentrism of...

Persistent link: https://www.econbiz.de/10005436258

On determining the importance of a regressor with small and undersized samples

Jensen, Peter Sandholt; Würtz, Allan H. - School of Economics and Management, University of Aarhus - 2006

A problem encountered in, for instance, growth empirics is that the number of explanatory variables is large compared to the number of observations. This makes it infeasible to condition on all variables in order to determine the importance of a variable of interest. We prove identifying...

Persistent link: https://www.econbiz.de/10005439950

A Conceptual Framework for the Evaluation of Comprehensive Labor Market Policy Reforms in Germany

Fertig, Michael; Kluve, Jochen - Rheinisch-Westfälisches Institut für … - 2004

Over the last year the German government has introduced a comprehensive set of labor market policy reforms, the so-called Hartz reforms, which aim at a significant reduction of unemployment. To this end, (a) many of the existing instruments of active labor market policy are modified...

Persistent link: https://www.econbiz.de/10005561958

Estimating the immediate impact of monetary policy shocks on the exchange rate and other asset prices in Hungary

Rezessy, András - Magyar Nemzeti Bank (MNB) - 2005

. The endogeneity problem is treated with the method of identification through heteroskedasticity as described by Rigobon …

Persistent link: https://www.econbiz.de/10005562382

Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework

Vonnák, Balázs - Magyar Nemzeti Bank (MNB) - 2005

Hungarian data. I compare two identification approaches. One of them involves the ‘sign restrictions on impulse responses … history. My argument is that in certain cases, especially in the case of the Hungarian economy, the latter identification … identification approaches produced very similar results, imposing restrictions on history may help to dampen counterintuitive …

Persistent link: https://www.econbiz.de/10005562408

Ein besserer Zugang zu Finanzdienstleistungen ist ein Stimulus für die gesamte Wirtschaft: Acht Fragen an Nicola Jentzsch

In: DIW Wochenbericht 76 (2009) 12, pp. 179-179

Persistent link: https://www.econbiz.de/10005566142