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  • Search: subject:"Parameters on the boundary"
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Year of publication
Subject
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Estimation theory 5 Schätztheorie 5 parameters on the boundary 5 discrete time duration model 3 heaping 3 measurement error 3 neonatal mortality 3 ARCH model 2 ARCH-Modell 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Child mortality 2 Dauer 2 Duration 2 Duration analysis 2 Heaping 2 Inequality restrictions 2 Kindersterblichkeit 2 Microeconometrics 2 Mikroökonometrie 2 Mortality 2 Statistical error 2 Statistische Bestandsanalyse 2 Statistischer Fehler 2 Sterblichkeit 2 Stochastic process 2 Stochastischer Prozess 2 constrained estimation 2 indirect inference 2 stochastic volatility 2 Bootstrap 1 Börsenkurs 1 Cramérvon Mises test 1 Discrete Time Duration Model 1 Discrete time duration model 1 GARCH model 1 Kolmogorov-Smirnov test 1 Marked empirical process 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1
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Online availability
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Free 7 Undetermined 2 CC license 1
Type of publication
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Book / Working Paper 5 Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1
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Language
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English 7 Undetermined 2
Author
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Arulampalam, Wiji 5 Corradi, Valentina 5 Gutknecht, Daniel 5 Frazier, David T. 2 Renault, Eric 2 Cavaliere, Giuseppe 1 Perera, Indeewara 1 Rahbek, Anders 1 Royer, Julien 1
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Institution
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Department of Economics, University of Warwick 1 Institute for the Study of Labor (IZA) 1
Published in...
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IZA Discussion Papers 2 Journal of econometrics 2 CAGE Online Working Paper Series 1 Discussion paper series / IZA 1 Discussion papers / Department of Economics, University of Copenhagen 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1
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Source
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ECONIS (ZBW) 5 EconStor 2 RePEc 2
Showing 1 - 9 of 9
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Specification tests for GARCH processes
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders - 2021
Persistent link: https://www.econbiz.de/10012627489
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Conditional asymmetry in Power ARCH(∞) models
Royer, Julien - In: Journal of econometrics 234 (2023) 1, pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
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Indirect inference with(out) constraints
Frazier, David T.; Renault, Eric - In: Quantitative Economics 11 (2020) 1, pp. 113-159
Indirect Inference (I-I) estimation of structural parameters θ requires matching observed and simulated statistics, which are most often generated using an auxiliary model that depends on instrumental parameters Ø. The estimators of the instrumental parameters will encapsulate the...
Persistent link: https://www.econbiz.de/10012215414
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Indirect inference with(out) constraints
Frazier, David T.; Renault, Eric - In: Quantitative economics : QE ; journal of the … 11 (2020) 1, pp. 113-159
Indirect Inference (I‐I) estimation of structural parameters θ requires matching observed and simulated statistics, which are most often generated using an auxiliary model that depends on instrumental parameters β. The estimators of the instrumental parameters will encapsulate the...
Persistent link: https://www.econbiz.de/10012202226
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Modelling Heaped Duration Data: An Application to Neonatal Mortality
Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - 2014
In 2005, the Indian Government launched a conditional cash-incentive program to encourage institutional delivery. This paper studies the effects of the program on neonatal mortality using district-level household survey data. We model mortality using survival analysis, paying special attention...
Persistent link: https://www.econbiz.de/10010421149
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Modelling Heaped Duration Data: An Application to Neonatal Mortality
Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - Institute for the Study of Labor (IZA) - 2014
In 2005, the Indian Government launched a conditional cash-incentive program to encourage institutional delivery. This paper studies the effects of the program on neonatal mortality using district-level household survey data. We model mortality using survival analysis, paying special attention...
Persistent link: https://www.econbiz.de/10010959662
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Modelling Heaped Duration Data: An Application to Neonatal Mortality
Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - Department of Economics, University of Warwick - 2014
In 2005, the Indian Government launched a conditional cash-incentive program to en- courage institutional delivery. This paper studies the eects of the program on neonatal mortality using district-level household survey data. We model mortality using survival analysis, paying special attention...
Persistent link: https://www.econbiz.de/10011148654
Saved in:
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Modelling heaped duration data : an application to neonatal mortality
Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - 2014
In 2005, the Indian Government launched a conditional cash-incentive program to encourage institutional delivery. This paper studies the effects of the program on neonatal mortality using district-level household survey data. We model mortality using survival analysis, paying special attention...
Persistent link: https://www.econbiz.de/10010409880
Saved in:
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Modeling heaped duration data : an application to neonatal mortality
Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - In: Journal of econometrics 200 (2017) 2, pp. 363-377
Persistent link: https://www.econbiz.de/10011917269
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