Search Results - subject:"Linear regression"

A framework for eliciting, incorporating, and disciplining identification beliefs in linear models

DiTraglia, Francis J.; García Jimeno, Camilo - 2016

Persistent link: https://www.econbiz.de/10011545958

Leading indicators of fiscal distress : evidence from the extreme bound analysis

Bruns, Martin; Poghosyan, Tigran - 2016

Early warning systems (EWS) are widely used for assessing countries' vulnerability to fiscal distress. Most EWS employ a specific set of only fiscal leading indicators predetermined by the researchers, which casts doubt on their robustness. We revisit this issue by using the Extreme Bound...

Persistent link: https://www.econbiz.de/10011434929

Functional-coefficient spatial Durbin models with nonparametric spatial weights : an application to economic growth

Koroglu, Mustafa; Sun, Yiguo - In: Econometrics : open access journal 4 (2016) 1, pp. 1-16

second-step estimator of the unknown functional coefficients by a local linear regression approach. Some Monte Carlo …

Persistent link: https://www.econbiz.de/10011504611

A general semiparametric approach to inference with marker-dependent hazard rate models

Berg, Gerard J. van den; Janys, Lena; Mammen, Enno; … - 2016

We examine a new general class of hazard rate models for survival data, containing a parametric and a nonparametric component. Both can be a mix of a time effect and (possibly time-dependent) marker of covariate effects. A number of well-known models are special cases. In a counting process...

Persistent link: https://www.econbiz.de/10011440311

The reaction of investors to analyst recommendations of stocks listed on the WIG20 index

Suliga, Milena - In: Managerial economics 17 (2016) 1, pp. 123-148

-study methodology and linear regression models. The dataset contains 576 absolute recommendations published from the 1st of January 2012 … level changes. Linear regression models with categorical variables are used in search of additional factors affecting … negative abnormal returns. This relationship is additionally confirmed by results from the linear regression models. The models …

Persistent link: https://www.econbiz.de/10011736951

Oracle efficiency in additive partially linear triangular systems

Penner, Eric - 2016

Persistent link: https://www.econbiz.de/10011565497

Bias-corrected confidence intervals in a class of linear inverse problems

Florens, Jean-Pierre; Horowitz, Joel; Van Keilegom, Ingrid - 2016

converge to zero. The proposed method is illustrated via two simulation studies, one in the context of functional linear … regression, and the second one in the context of instrumental regression. …

Persistent link: https://www.econbiz.de/10011458990

Leading Indicators of Fiscal Distress : Evidence from the Extreme Bound Analysis

Bruns, Martin - 2016

Persistent link: https://www.econbiz.de/10012996082

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

DiTraglia, Francis J. - 2016

To estimate causal effects from observational data, an applied researcher must impose beliefs. The instrumental variables exclusion restriction, for example, represents the belief that the instrument has no direct effect on the outcome of interest. Yet beliefs about instrument validity do not...

Persistent link: https://www.econbiz.de/10012983438

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

DiTraglia, Francis - 2016

Persistent link: https://www.econbiz.de/10012456059