Search Results - subject:"Regression Models"

Credit rationing and the financial structure of Italian small and medium enterprises

Trovato, Giovanni; Alfó, Marco - In: Journal of Applied Economics IX (2006) May, pp. 167-184

Our aim is to analyze the effect of public subsidies on the development path of Italian small and medium enterprises (SMEs). Public subsidies to SMEs have been often used with the aim of favoring economic growth in less developed regions. The main theoretical arguments justifying this...

Persistent link: https://www.econbiz.de/10005624082

Explained variation for survival models

Royston, Patrick - In: Stata Journal 6 (2006) 1, pp. 83-96

This article introduces a new measure of explained variation for use with censored survival data. It is a modified version of a measure previously described by John O'Quigley and colleagues, itself a modification of Nagelkerke’s earlier proposal for a general index of determination. I describe...

Persistent link: https://www.econbiz.de/10005748370

Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach

Fuerst, Franz - Volkswirtschaftliche Fakultät, … - 2006

The main objective of this paper is to elucidate the capability of time-series regression models to capture and …

Persistent link: https://www.econbiz.de/10005835988

Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models

Jeong, Jinook - Volkswirtschaftliche Fakultät, … - 2006

test on nonnested regression models. The bootstrap tests that this paper proposes are expected to show better finite sample …This paper utilizes the bootstrap to construct tests using the measures for goodness-of-fit for nonnested regression … models. The bootstrap enables us to compute the statistical significance of the differences in the measures and to formally …

Persistent link: https://www.econbiz.de/10005260238

Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form

Hill, Jonathan - Department of Economics, Florida International University - 2006

We develop a consistent conditional moment test of Lp-best predictor functional form, 1p=2. Our main result is a reduction of the nuisance parameter space to the set of integers which greatly simplifies asymptotic theory, and allows for removal of the nuisance parameter in a mechanical fashion....

Persistent link: https://www.econbiz.de/10005190282

On Joint Modelling and Testing for Local and Global Spatial Externalities

Yang, Zhenlin - East Asian Bureau of Economic Research (EABER) - 2006

This paper concerns the joint modeling, estimation and testing for local and global spatial externalities. Spatial externalities have become in recent years a standard notion of economic research activities in relation to social interactions, spatial spillovers and dependence, etc., and have...

Persistent link: https://www.econbiz.de/10009365195

Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach

Colletaz, Gilbert; Hurlin, Christophe - HAL - 2006

Using a non linear panel data model we examine the threshold effects in the productivity of the public capital stocks for a panel of 21 OECD countries observed over 1965-2001. Using the so-called "augmented production function" approach, we estimate various specifications of a Panel Smooth...

Persistent link: https://www.econbiz.de/10008794020

On Interaction Effects: The Case of Heckit and Two-Part Models

Frondel, Manuel; Vance, Colin - In: Jahrbücher für Nationalökonomie und Statistik 233 (2013) 1, pp. 22-38

resulting from Heckman’s sample selection model as well as the Two- Part Model, two regression models commonly applied to data …

Persistent link: https://www.econbiz.de/10014609431

Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks

Hall, Alastair; Sakkas, Nikolaos - In: Journal of Econometric Methods 2 (2013) 1, pp. 53-67

Abstract We provide formulae for calculating approximate p-values for the non-standard asymptotic null distributions of a variety of tests used for detecting multiple structural change in a wide range of models. Our approximations are based on simulated quantiles obtained from 100,000...

Persistent link: https://www.econbiz.de/10014612554

“Green” buildings and Real Estate Investment Trust's (REIT) performance

Hin Ho, Kim; Rengarajan, Satyanarain; Han Lum, Ying - In: Journal of Property Investment & Finance 31 (2013) 6, pp. 545-574

Purpose – The paper has the following objectives in mind: to examine whether or not “green” developments have any significant effect on the Real Estate Investment Trust's (REIT) operational and financial performance; to examine whether or not the effects of “green” developments on the...

Persistent link: https://www.econbiz.de/10014898750