Search Results - subject:"Control variable"

Three-stage semi-parametric inference : control variables and differentiability

Hahn, Jinyong; Ridder, Geert - In: Journal of econometrics 211 (2019) 1, pp. 262-293

Persistent link: https://www.econbiz.de/10012303620

Age of firms : irrelevance proposition

Vora, Gautam - In: Modern economy 10 (2019) 5, pp. 1446-1478

Persistent link: https://www.econbiz.de/10012104937

Addressing endogeneity in international marketing applications of partial least squares structural equation modeling

Hult, G. Tomas M.; Hair, Joseph F.; Proksch, Dorian; … - In: Journal of international marketing 26 (2018) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10011924475

The selection, use, and reporting of control variables in international business research : a review and recommendations

Nielsen, Bo Bernhard; Raswant, Arpit - In: Journal of world business : JWB 53 (2018) 6, pp. 958-968

Persistent link: https://www.econbiz.de/10011930784

Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models

Lewbel, Arthur; Lu, Xun; Su, Liangjun - Department of Economics, Boston College - 2012

Consider a nonseparable model Y=R(X,U) where Y and X are observed, while U is unobserved and conditionally independent of X. This paper provides the first nonparametric test of whether R takes the form of a transformation model, meaning that Y is monotonic in the sum of a function of X plus a...

Persistent link: https://www.econbiz.de/10010680870

A discontinuity test for identification in triangular nonseparable models

Caetano, Carolina; Rothe, Christoph; Yıldız, Neşe - In: Journal of econometrics 193 (2016) 1, pp. 113-122

Persistent link: https://www.econbiz.de/10011704773

Nonparametric regression with nonparametrically generated covariates

Mammen, Enno; Rothe, Christoph; Schienle, Melanie - 2010

We analyze the properties of non- and semiparametric estimation procedures involving nonparametric regression with generated covariates. Such estimators appear in numerous econometric applications, including nonparametric estimation of simultaneous equation models, sample selection models,...

Persistent link: https://www.econbiz.de/10010281590

Nonparametric Regression with Nonparametrically Generated Covariates

Mammen, Enno; Rothe, Christoph; Schienle, Melanie - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010

Persistent link: https://www.econbiz.de/10008753252

Specification testing for transformation models with an application to generalized accelerated failure-time models

Lewbel, Arthur; Lu, Xun; Su, Liangjun - In: Journal of Econometrics 184 (2015) 1, pp. 81-96

This paper provides a nonparametric test of the specification of a transformation model. Specifically, we test whether an observable outcome Y is monotonic in the sum of a function of observable covariates X plus an unobservable error U. Transformation models of this form are commonly assumed in...

Persistent link: https://www.econbiz.de/10011077604

Direct versus indirect regression estimates of foreign exchange cash flow exposure

Krapl, Alain; O'Brien, Thomas J. - In: International Review of Financial Analysis 37 (2015) C, pp. 103-112

changes on the required rate of return. Frequently, the control variable is an equity index. We propose that using a bond … return control variable instead of equity returns addresses several theoretical problems inherent in the indirect estimation … approach. In our empirical analysis we find that using the bond-based control variable results in FX cash flow exposure …

Persistent link: https://www.econbiz.de/10011191087