Search Results - subject:"Indicator variables"

Compact extended formulations for low-rank functions with indicator variables

Han, Shaoning; Gómez, Andrés - In: Mathematics of operations research 50 (2025) 3, pp. 1992-2016

Persistent link: https://www.econbiz.de/10015444698

Endogeneity and measurement bias of the indicator variables in hybrid choice models : a Monte Carlo investigation

Budziński, Wiktor; Czajkowski, Mikołaj - In: Environmental and resource economics 83 (2022) 3, pp. 605-629

Persistent link: https://www.econbiz.de/10013431330

The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables

Han, Shaoning; Gómez, Andrés; Atamtürk, Alper - In: Operations research letters 50 (2022) 2, pp. 195-198

Persistent link: https://www.econbiz.de/10013192691

Some consequences of including impulse-indicator dummy variables in econometric models

Giles, David E. A. - In: Journal of quantitative economics 20 (2022) 2, pp. 329-336

Persistent link: https://www.econbiz.de/10013441650

Financial Stress Indicator Variables and Monetary Policy in South Africa

Raputsoane, Leroi - Economic Research Southern Africa (ERSA) - 2014

This paper analyses the relationship between financial stress indicator variables and monetary policy in South Africa … indicator variables comprise a set of variables from the main segments of the South African financial market that include the … that the set of financial stress indicator variables from the bond and equity securities markets as well as those from …

Persistent link: https://www.econbiz.de/10010888681

Leading indicator variables and managerial incentives in a dynamic agency setting

Fan, Qintao; Li, Wei - In: Review of accounting studies 23 (2018) 4, pp. 1715-1753

Persistent link: https://www.econbiz.de/10011936668

On the inconsistency of instrumental variables estimators for the coefficients of certain dummy variables

Giles, David E. A. - In: Journal of quantitative economics 15 (2017) 1, pp. 15-26

Persistent link: https://www.econbiz.de/10012418247

On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables

Giles, David E. - Department of Economics, University of Victoria - 2011

In this paper we consider the asymptotic properties of the Instrumental Variables (IV) estimator of the parameters in a linear regression model with some random regressors, and other regressors that are dummy variables. The latter have the special property that the number of non-zero values is...

Persistent link: https://www.econbiz.de/10009004104

The trade effects of endogenous preferential trade agreements

Egger, Peter; Larch, Mario; Staub, Kevin E.; … - 2010

(possibly two-part) Poisson pseudo-maximum likelihood estimation with endogenous binary indicator variables in the empirical …

Persistent link: https://www.econbiz.de/10010275002

The trade effects of endogenous preferential trade agreements

Egger, Peter; Larch, Mario; Staub, Kevin E.; … - 2010

(possibly two-part) Poisson pseudo-maximum likelihood estimation with endogenous binary indicator variables in the empirical …

Persistent link: https://www.econbiz.de/10010315584