Search Results - subject:"Differencing"

Lag length selection in panel autoregression

Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric reviews 36 (2017) 1/3, pp. 225-240

Persistent link: https://www.econbiz.de/10011795190

Are we wasting our children's time by giving them more homework?

Eren, Ozkan; Henderson, Daniel J. - 2011

Following an identification strategy that allows us to largely eliminate unobserved student and teacher traits, we examine the effect of homework on math, science, English and history test scores for eighth grade students in the United States. Noting that failure to control for these effects...

Persistent link: https://www.econbiz.de/10010278623

Are We Wasting Our Children's Time by Giving Them More Homework?

Eren, Ozkan; Henderson, Daniel J. - Institute for the Study of Labor (IZA) - 2011

Persistent link: https://www.econbiz.de/10008854772

Liquidation discount : a novel application of ARFIMA-GARCH

Singh, Ranjodh B.; Gould, John; Chan, Felix; Yang, Wenling - In: Journal of empirical finance 36 (2016), pp. 151-161

Persistent link: https://www.econbiz.de/10011662835

First-differencing in panel data models with incidental functions

Jochmans, Koen - Sciences économiques, Sciences Po - 2010

-sectional units. These latent components are not given a parametric form. A modification to traditional first-differencing is …

Persistent link: https://www.econbiz.de/10010798352

X-Differencing and Dynamic Panel Model Estimation

Han, Chirok; Phillips, Peter C.B.; Sul, Donggyu - Cowles Foundation for Research in Economics, Yale University - 2010

errors. The proposed estimator uses a novel form of systematic differencing, called X-differencing, that eliminates fixed …

Persistent link: https://www.econbiz.de/10008493453

Uniform Asymptotic Normality in Stationary and Unit Root Autoregression

Han, Chirok; Phillips, Peter C.B.; Sul, Donggyu - Cowles Foundation for Research in Economics, Yale University - 2010

While differencing transformations can eliminate nonstationarity, they typically reduce signal strength and …

Persistent link: https://www.econbiz.de/10008493454

First-differencing in panel data models with incidental functions

Jochmans, Koen - Department of Economics, Sciences économiques - 2010

-sectional units. These latent components are not given a parametric form. A modification to traditional first-differencing is …

Persistent link: https://www.econbiz.de/10010756882

Difference-based ridge estimator of parameters in partial linear model

Tabakan, Gülin; Akdeniz, Fikri - In: Statistical Papers 51 (2010) 2, pp. 357-368

Persistent link: https://www.econbiz.de/10008456173

Estimating Semiparametric Panel Data Models by Marginal Integration

Qian, Junhui; Wang, Le - Volkswirtschaftliche Fakultät, … - 2009

component. We eliminate individual effects using first differencing transformation and estimate the unknown function by marginal …

Persistent link: https://www.econbiz.de/10008561155