Search Results - subject:"Nonlinear Models"

The asymptotic behaviour of the residual sum of squares in models with multiple break points

Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - 2015

Persistent link: https://www.econbiz.de/10010531165

Nonlinear mixed modeling of basal area growth for shortleaf pine.

Budhathoki, Chakra B.; Lynch, Thomas B.; Guldin, James M. - 2008

Mixed model estimation methods were used to fit individual-tree basal area growth models to tree and stand-level measurements available from permanent plots established in naturally regenerated shortleaf pine (Pinus echinata Mill.) even-aged stands in western Arkansas and eastern Oklahoma in the...

Persistent link: https://www.econbiz.de/10009429425

The treatment effect, the cross difference, and the interaction term in nonlinear difference-in-differences models

Puhani, Patrick A. - 2008

I demonstrate that Ai and Norton's (2003) point about cross differences is not relevant for the estimation of the treatment effect in nonlinear difference-in-differences models such as probit, logit or tobit, because the cross difference is not equal to the treatment effect, which is the...

Persistent link: https://www.econbiz.de/10010269263

Multiplicative measurement error and the simulation extrapolation method

Biewen, Elena; Nolte, Sandra; Rosemann, Martin - 2008

Whereas the literature on additive measurement error has known a considerable treatment, less work has been done for multiplicative noise. In this paper we concentrate on multiplicative measurement error in the covariates, which contrary to additive error not only modifies proportionally the...

Persistent link: https://www.econbiz.de/10010276406

An analysis of the regional differences in the impact of the temporary hiring in Spain

Motellón, Elisabet - In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH (2008) 12, pp. 107-131

This paper provides empirical evidence on the differences in the use of fixed-term contracts across the Spanish regions, and on its origin. An extension of the traditional Oaxaca-Blinder decomposition to non-linear model is, for the first time, applied to the analysis of these regional...

Persistent link: https://www.econbiz.de/10010992135

Moment-bases estimation of smooth transition regression models with endogenous variables

McAleer, Michael; Areosa, Areosa, W.D.; Medeiros, … - Faculteit der Economische Wetenschappen, Erasmus … - 2008

Nonlinear regression models have been widely used in practice for a variety of time series and cross-section datasets. For purposes of analyzing univariate and multivariate time series data, in particular, Smooth Transition Regression (STR) models have been shown to be very useful for...

Persistent link: https://www.econbiz.de/10011149260

The Treatment Effect, the Cross Difference, and the Interaction Term in Nonlinear “Difference-in-Differences” Models

Puhani, Patrick A. - Institute for the Study of Labor (IZA) - 2008

, H0, I0, J0 Keywords: identification, nonlinear models, limited dependent variable, probit, logit, tobit, difference … difference-in-differences identification strategy to the latent variable in nonlinear models like probit, logit or tobit. In a … interaction term in nonlinear models”, for example in the context of difference-in-difference estimation. 1 In this note, I show …

Persistent link: https://www.econbiz.de/10005763552

Smooth Transition Models in Price Transmission

Wlazlowski, Szymon; Giulietti, Monica; Binner, Jane; … - Rimini Centre for Economic Analysis (RCEA) - 2008

Consumers complain that retail prices of petroleum products increase instantly whenever prices of crude oil increase but take a long time to fall after crude oil price decreases. This apparent discrepancy attracts significant attention in the applied literature, as it might imply a welfare...

Persistent link: https://www.econbiz.de/10005001513

Moment-bases estimation of smooth transition regression models with endogenous variables

Areosa, W.D.; McAleer, M.J.; Medeiros, M.C. - Erasmus University Rotterdam, Econometric Institute - 2008

Persistent link: https://www.econbiz.de/10005056591

The Blinder–Oaxaca decomposition for nonlinear regression models

Sinning, Mathia; Hahn, Markus; Bauer, Thomas K. - In: Stata Journal 8 (2008) 4, pp. 480-492

In this article, a general Blinder–Oaxaca decomposition for nonlinear models is derived, which allows the diﬀerence in …

Persistent link: https://www.econbiz.de/10005583346