Search Results - subject:"Linear Regression"

Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant

Bhowmik, Jahar L.; King, Maxwell L. - Department of Econometrics and Business Statistics, … - 2005

in an artificial linear regression model. …

Persistent link: https://www.econbiz.de/10005149046

Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors

Christopeit, Norbert; Massmann, Michael - 2012

Strong consistency of least squares estimators of the slope parameter in simple linear regression models is established …

Persistent link: https://www.econbiz.de/10010326230

Identifying the independent sources of consumption variation

Barigozzi, Matteo; Moneta, Alessio - 2012

By representing a system of budget shares as an approximate factor model we determine its rank, i.e. the number of common functional forms, or factors and we estimate a base of the factor space by means of approximate principal components. We assume that the extracted factors span the same space...

Persistent link: https://www.econbiz.de/10010328560

Mental health in the slums of Dhaka - a geoepidemiological study

Gruebner, Oliver; Khan, M. Mobarak H.; Lautenbach, Sven; … - In: BMC Public Health 12 (2012), pp. 1-14

Background: Urban health is of global concern because the majority of the world's population lives in urban areas. Although mental health problems (e.g. depression) in developing countries are highly prevalent, such issues are not yet adequately addressed in the rapidly urbanising megacities of...

Persistent link: https://www.econbiz.de/10011811953

Bayesian semiparametric regression

Pelenis, Justinas - 2012

We consider Bayesian estimation of restricted conditional moment models with linear regression as a particular example …

Persistent link: https://www.econbiz.de/10010290980

Banks' Liability Structure and Mortgage Lending During the Financial Crisis

Dagher, Jihad; Kazimov, Kazim - International Monetary Fund (IMF) - 2012

We examine the impact of banksâ€™ exposure to market liquidity shocks through wholesale funding on their supply of credit during the financial crisis in the United States. We focus on mortgage lending to minimize the impact of confounding demand factors that could potentially be large when...

Persistent link: https://www.econbiz.de/10011142090

Efficient estimation in regression discontinuity designs via asymmetric kernels

Fe, Eduardo - Volkswirtschaftliche Fakultät, … - 2012

Wald estimator when a gamma kernel is used in each local linear regression. The resulting statistics is easy to implement …

Persistent link: https://www.econbiz.de/10011108271

Interaction effects in econometrics

Balli, Hatice Ozer; Sorensen, Bent E. - Volkswirtschaftliche Fakultät, … - 2012

We provide practical advice for applied economists regarding robust specification and interpretation of linear … regression models with interaction terms. We replicate a number of prominent published results using interaction effects and …

Persistent link: https://www.econbiz.de/10011108934

New Evidence on Linear Regression and Treatment Effect Heterogeneity

Słoczyński, Tymon - Volkswirtschaftliche Fakultät, … - 2012

proportion of the treated individuals. Consequently, in many empirical applications the linear regression estimates might not be … when the effects are inappropriately assumed to be homogenous. I prove that under a set of benchmark assumptions linear … regression provides a consistent estimator of the population average treatment effect on the treated times the population …

Persistent link: https://www.econbiz.de/10011260085

Income and Democracy; Lipset's Law Revisited

Hoeffler, Anke; Bates, Robert H.; Fayad, Ghada - International Monetary Fund (IMF) - 2012

We revisit Lipsetâ€˜s law, which posits a positive and significant relationship between income and democracy. Using dynamic and heterogeneous panel data estimation techniques, we find a significant and negative relationship between income and democracy: higher/lower incomes per capita...

Persistent link: https://www.econbiz.de/10011242229