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  • Search: subject:"Random coefficient"
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Year of publication
Subject
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Mehrebenenanalyse 340 Multi-level analysis 340 Theorie 117 Theory 109 Schätzung 79 Schätztheorie 73 Estimation theory 72 Estimation 68 Panel 68 Panel study 62 random coefficient models 45 Korrelation 38 Correlation 36 USA 30 Stochastischer Prozess 28 United States 28 Stochastic process 27 random coefficient model 27 Bayes-Statistik 26 Bayesian inference 26 Regression analysis 26 Regressionsanalyse 26 Time series analysis 25 Zeitreihenanalyse 25 instrumental variables 24 Logit model 23 Logit-Modell 23 Statistischer Test 23 random coefficient 23 Statistical test 21 ARCH-Modell 20 asymmetry 20 ARCH model 19 Deutschland 19 Consumer behaviour 18 Germany 18 Konsumentenverhalten 18 Bildungsertrag 15 Führungsstil 13 Leadership style 13
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Online availability
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Free 280 Undetermined 183 CC license 6
Type of publication
All
Article 342 Book / Working Paper 306 Other 4
Type of publication (narrower categories)
All
Article in journal 252 Aufsatz in Zeitschrift 252 Working Paper 122 Graue Literatur 94 Non-commercial literature 94 Arbeitspapier 89 Hochschulschrift 19 Aufsatz im Buch 18 Book section 18 Article 9 Thesis 9 Conference paper 5 Konferenzbeitrag 5 Case study 4 Fallstudie 4 Forschungsbericht 3 Amtliche Publikation 2 Amtsdruckschrift 2 Collection of articles of several authors 2 Collection of articles written by one author 2 Government document 2 Lehrbuch 2 Sammelwerk 2 Sammlung 2 research-article 2 Aufsatzsammlung 1 Systematic review 1 Textbook 1 Übersichtsarbeit 1
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Language
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English 502 Undetermined 127 German 23 Spanish 2
Author
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McAleer, Michael 38 Belzil, Christian 13 Hafner, Christian M. 12 Chang, Chia-Lin 10 Hansen, Jörgen 9 Tavlas, George S. 8 Andrén, Thomas 7 Bloemen, Hans G. 7 Gustafsson, Björn 7 Hsiao, Cheng 7 Meghir, Costas 7 Pesaran, M. Hashem 7 Wooldridge, Jeffrey M. 7 Bassi, Marina 6 Dunker, Fabian 6 Heckman, James J. 6 Hoderlein, Stefan 6 Kaido, Hiroaki 6 Nautz, Dieter 6 Reynoso, Ana 6 Schmidt, Sandra 6 Schmierer, Daniel 6 Swamy, P.A.V.B. 6 Bresson, Georges 5 Frondel, Manuel 5 Hall, Stephen G. 5 Horváth, Lajos 5 King, Elizabeth M. 5 Trapani, Lorenzo 5 Vance, Colin 5 Asai, Manabu 4 Auray, Stéphane 4 Damjanovic, Tatiana 4 Eyquem, Aurélien 4 Fernández-Val, Iván 4 Gao, Zhan 4 Hovhannisyan, Vardges 4 Lacroix, Guy 4 Liu, Keqing 4 Nishizaki, Ichirō 4
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Institution
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Institute for the Study of Labor (IZA) 9 International Monetary Fund (IMF) 8 Springer Fachmedien Wiesbaden 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Department of Economics and Finance, College of Business and Economics 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 HAL 3 Nationalekonomiska institutionen, Handelshögskolan 3 Tinbergen Instituut 3 Bank of Greece 2 CESifo 2 Centre for Applied Microeconometrics (CAM), Økonomisk Institut 2 Department of Agricultural and Resource Economics, University of Connecticut 2 Department of Economics and Business, Universitat Pompeu Fabra 2 EconWPA 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 2 Handelns Utredningsinstitut (HUI Research) 2 Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 2 Zentrum für Europäische Wirtschaftsforschung (ZEW) 2 Zwick Center for Food and Resource Policy, Department of Agricultural and Resource Economics 2 Agricultural and Applied Economics Association - AAEA 1 Australian Agricultural and Resource Economics Society - AARES 1 Business School, University of Exeter 1 C.E.P.R. Discussion Papers 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centre for Applied Economics and Policy Studies (CAPS), College of Business 1 Centre for Dynamic Macroeconomic Analysis, University of St. Andrews 1 DIAL 1 Department of Economics, Boston University 1 Department of Economics, Leicester University 1 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA) 1 Département d'économique, Faculté d'administration 1 ESSEC Business School 1 Econometric Society 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1
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Published in...
All
IZA Discussion Papers 17 Journal of econometrics 14 Discussion paper / Tinbergen Institute 11 Tinbergen Institute Discussion Paper 9 Econometric reviews 7 Econometrics 7 Economics letters 7 IMF Working Papers 7 Organizational research methods : ORM 7 Econometrics : open access journal 6 The leadership quarterly : LQ ; an international journal of political, social and behavioral science 6 Working Papers in Economics 6 Annals of the Institute of Statistical Mathematics 5 Discussion paper series / IZA 5 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 5 Quantitative marketing and economics : QME 5 CEMMAP working papers / Centre for Microdata Methods and Practice 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 MPRA Paper 4 Marketing Science 4 SSE/EFI Working Paper Series in Economics and Finance 4 Stochastic Processes and their Applications 4 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 4 Working Paper 4 ZEW Discussion Papers 4 Applied economics 3 Applied economics letters 3 Artha vijñāna : journal of the Gokhale Institute of Politics and Economics 3 CESifo Working Paper 3 Discussion paper / Statistics Netherlands 3 Econometric Institute research papers 3 Journal of business and psychology 3 Marketing science 3 Metrika 3 Post-Print / HAL 3 Psychometrika 3 SpringerLink / Bücher 3 Statistical Papers 3 Statistics & Probability Letters 3 Tinbergen Institute Discussion Papers 3
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Source
All
ECONIS (ZBW) 445 RePEc 157 EconStor 42 BASE 5 Other ZBW resources 2 OLC EcoSci 1
Showing 111 - 120 of 652
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Causes and effects of negative definite covariance matrices in swamy type random coefficient models
Nocera, Andrea - 2017
Persistent link: https://www.econbiz.de/10011705615
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Nonparametric identification of random coefficients in endogenous and heterogeneous aggregated demand models
Dunker, Fabian; Hoderlein, Stefan; Kaido, Hiroaki - 2017
This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers. We consider a general class of models that allows for the individual specific coefficients to vary continuously across the population and give conditions under...
Persistent link: https://www.econbiz.de/10011603888
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The fiction of Full BEKK
Chang, Chia-Lin; McAleer, Michael - 2017
Full BEKK model, except under parametric restrictions on the off-diagonal elements of the random coefficient autoregressive … coefficient matrix, provides the regularity conditions that arise from the underlying random coefficient autoregressive process …
Persistent link: https://www.econbiz.de/10011587639
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Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand
Dunker, Fabian; Hoderlein, Stefan; Kaido, Hiroaki - 2017
This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers. We consider a general class of models that allows for the individual specific coefficients to vary continuously across the population and give conditions...
Persistent link: https://www.econbiz.de/10011632677
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Parametrically and semiparametrically efficient detection of random regression coefficients
Fihri, Mohamed; Akharif, Abdelhadi; Mellouk, Amal; … - 2017
Persistent link: https://www.econbiz.de/10011673784
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A simple test for causality in volatility
Chang, Chia-ling; McAleer, Michael - In: Econometrics : open access journal 5 (2017) 1, pp. 1-5
regularity conditions arising from the underlying stochastic process, namely a random coefficient autoregressive process, and a …
Persistent link: https://www.econbiz.de/10011654183
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Accounting for heterogeneity in network formation behavior : an application to Vietnamese SMEs
Hoshino, Tadao; Shimamoto, Daichi; Todō, Yasuyuki - 2017
Persistent link: https://www.econbiz.de/10012132029
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Investment decisions by European firms and financing constraints
Mercatanti, Andrea; Mäkinen, Taneli; Silvestrini, Andrea - 2017
Persistent link: https://www.econbiz.de/10011960042
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Copula-Based Random Effects Models for Clustered Data
Pereda Fernández, Santiago - 2017
Sorting and spillovers can create correlation in individual outcomes. In this situation, standard discrete choice estimators cannot consistently estimate the probability of joint and conditional events, and alternative estimators can yield incoherent statistical models or intractable estimators....
Persistent link: https://www.econbiz.de/10012960921
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Understanding Unobserved Propensities of Suicide in the United States : A Hierarchial Model with Spatially Correlated Random Effects
Sung, Jaesang - 2017
This paper investigates the underlying causes of suicide. In contrast to previous literature, we use data from the United States at the county level. Our primary methodology is a two-level Bayesian hierarchical model with spatially correlated random effects. Our results show that the significant...
Persistent link: https://www.econbiz.de/10012945803
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