Search Results - subject:"Regression Models"

Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models

Kleibergen, Frank - Faculteit der Economische Wetenschappen, Erasmus … - 1997

Generalized Method of Moments (GMM) Estimators are derived for Reduced Rank Regression Models, the Error Correction …

Persistent link: https://www.econbiz.de/10010731690

Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models

Kleibergen, F.R. - Erasmus University Rotterdam, Econometric Institute - 1997

Generalized Method of Moments (GMM) Estimators are derived for Reduced Rank Regression Models, the Error Correction …

Persistent link: https://www.econbiz.de/10008570641

Прогнозирование эффективности экономики Украины

Goncharuk, Anatoliy G. - Volkswirtschaftliche Fakultät, … - 2006

Major factors of efficiency of the economy of Ukraine, which influence is formalized in the form of valid regression … models, are revealed. On the basis of the constructed models the forecast of dynamics of the basic parameters of efficiency …

Persistent link: https://www.econbiz.de/10005042696

Parental Income and Continuing Education of Second Generation Immigrants in Sweden

Tasiran, Ali; Tezic, Kerem - In: International Review of Applied Economics 20 (2006) 4, pp. 491-514

Understanding the economic integration of minority ethnic communities requires an analysis of the educational process. This paper examines second-generation immigrant youths' educational attainments in comparison with those of similarly aged native Swedes. Binomial-logit, grouped-regression and...

Persistent link: https://www.econbiz.de/10005445832

Taking ‘Don’t Knows’ as Valid Responses: A Multiple Complete Random Imputation of Missing Data

Kroh, Martin - In: Quality & Quantity: International Journal of Methodology 40 (2006) 2, pp. 225-244

Persistent link: https://www.econbiz.de/10009391172

Kernel Estimation in Regime-Varying Regression Models

Cron, Axel - University of Bonn, Germany - 1995

We analyze the asymptotic behaviour of kernel

Persistent link: https://www.econbiz.de/10004968259

Asymptotic power of the integrated conditional moment test against global and large local alternatives

Ploberger, W.; Bierens, H.J. - Tilburg University, Center for Economic Research - 1995

In this paper we study further the asymptotic power properties of the integrated conditional moment (ICM) test of Bierens (1982) and Bierens and Ploberger (1994). First, we establish the relation between consistency against global alternatives and nontrivial local power, using the concept of...

Persistent link: https://www.econbiz.de/10011092887

Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; … - In: Metrika 62 (2005) 1, pp. 85-98

Persistent link: https://www.econbiz.de/10005375797

Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models

Bhattacharjee, Arnab - EconWPA - 2005

proposed. The proposed hazard regression models can accommodate negative effects of initial size that go to zero with age …

Persistent link: https://www.econbiz.de/10005407957

European Stock Market Dynamics Before and After the Introduction of the Euro

Friedman, Joseph; Shachmurove, Yochanan - Department of Economics, University of Pennsylvania - 2005

Regression models, impulses responses and variance decomposition are used to ascertain the stock market dynamics before and after …

Persistent link: https://www.econbiz.de/10005061933