Search Results - subject:"Functional Form"

Reducing approximation error in the fourier flexible functional form

Skolrud, Tristan D. - In: Econometrics 5 (2017) 4, pp. 1-16

error by 25% on average in the tails of the data distribution. The new functional form allows for nested testing of a larger …

Persistent link: https://www.econbiz.de/10011995201

Invariance axioms and functional form restrictions in structural models

Dagsvik, John K. - 2017

The dominant practice in economics is to choose the mathematical specification of model relations on the basis of convenience, without much theoretical support. This paper discusses how quantitative model specifications can, in some cases, be given a more formal scientific underpinning in the...

Persistent link: https://www.econbiz.de/10012058686

Invariance axioms and functional form restrictions in structural models

Dagsvik, John K. - 2017

Persistent link: https://www.econbiz.de/10011779216

Reducing approximation error in the fourier flexible functional form

Skolrud, Tristan D. - In: Econometrics : open access journal 5 (2017) 4, pp. 1-16

error by 25% on average in the tails of the data distribution. The new functional form allows for nested testing of a larger …

Persistent link: https://www.econbiz.de/10011782092

PanJen: A test for functional form with continuous variables

Jensen, Cathrine Ulla; Panduro, Toke Emil - 2016

minimal restrictions. The package offers an easy and data-driven way to choose a functional form in multiple linear regression …-parametric smoothed relationship. The package allows users to generate plots that show the functional form relationship between the … how to specify the functional form the regression. We show that the PanJen ranking outperforms the Box …

Persistent link: https://www.econbiz.de/10012101045

Identification and estimation of semiparametric two-step models

Escanciano, Juan Carlos; Jacho-Chávez, David; Lewbel, … - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 561-589

Let H 0 (X) be a function that can be nonparametrically estimated. Suppose E [ Y | X ]= F 0 [ X ß 0 H 0 (X) ] . Many models fit this framework, including latent in- dex models with an endogenous regressor and nonlinear models with sample se- lection. We show that the vector ß 0 and unknown...

Persistent link: https://www.econbiz.de/10011800659

An alternative single parameter functional form for Lorenz curve

Paul, Satya; Shankar, Sriram - In: Empirical economics : a journal of the Institute for … 59 (2020) 3, pp. 1393-1402

Persistent link: https://www.econbiz.de/10012286074

Testing moderation effects using non-parametric regressions

Assaf, A. Georges; Tsionas, Efthymios G.; … - In: International journal of hospitality management 86 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012241524

When the performance comes into play : the influence of positive online consumer reviews on individuals' post-consumption responses

Hernández Ortega, Blanca - In: Journal of business research : JBR 113 (2020), pp. 422-435

Persistent link: https://www.econbiz.de/10012230515

Matching as a regression estimator

Black, Dan A. - In: IZA World of Labor (2015)

“Matching” is a statistical technique used to evaluate the effect of a treatment by comparing the treated and non-treated units in an observational study. Matching provides an alternative to older estimation methods, such as ordinary least squares (OLS), which involves strong assumptions...

Persistent link: https://www.econbiz.de/10011405012