Search Results - subject:"Restricted least-squares"

Might expert knowledge improve econometric real estate mass appraisal?

Doszyń, Mariusz - In: The journal of real estate finance and economics 69 (2024) 4, pp. 719-740

Persistent link: https://www.econbiz.de/10015080907

Marginal Unit Interpretation of Unconditional Quantile Regression and Recentered Influence Functions Using Centred Regression

Rios-Avila, Fernando; Haisken-DeNew, John P. - 2022

least squares regression analysis based on Haisken-DeNew and Schmidt (1997), combined with the use of centered continuous … regressions only capture effects at the margins, not distributional treatment effects. This paper suggests the use of restricted …

Persistent link: https://www.econbiz.de/10014079641

Market power and information effects in a multi-unit auction

Hefti, Andreas; Shen, Peiyao; Betz, Regina Annette - 2019

We study the effects of different information structures (full information, supply uncertainty and demand uncertainty) on equilibrium prices, allocative efficiency and bidding behavior in a (supply-side) uniform-price multi-unit auction, using supply function competition and a novel experimental...

Persistent link: https://www.econbiz.de/10011993813

Market power and information effects in a multi-unit auction

Hefti, Andreas; Shen, Peiyao; Betz, Regina - 2019 - This version: March 2019

Persistent link: https://www.econbiz.de/10011989994

Aligning factor attribution with latent exposures

Boer, Sanne de; Jeet, Vishv - In: The journal of asset management 17 (2016) 7, pp. 502-525

Persistent link: https://www.econbiz.de/10011648212

Unobservable effects and firm's capital structure determinants

Matemilola, B.T.; Bany-Ariffin, A.N.; B. McGowan, Carl - In: Managerial Finance 39 (2013) 12, pp. 1124-1137

. Design/methodology/approach – The paper employs the restricted least squares method to test the significance of unobservable … restricted least squares method to test the significance of unobservable firm-specific effects. This technique has not been …

Persistent link: https://www.econbiz.de/10014941657

Unobservable effects and firm's capital structure determinants

Matemilola, B.T.; Bany-Ariffin, A.N.; McGowan, Carl B. - In: Managerial Finance 39 (2013), pp. 1124-1124

Persistent link: https://www.econbiz.de/10010709746

Unobservable effects and firm's capital structure determinants

Matemilola, B. T.; Bany-Ariffin, Amin Noordin; McGowan, … - In: Managerial finance 39 (2013) 12, pp. 1124-1137

Persistent link: https://www.econbiz.de/10010197633

The coefficient of the whole is an average of the coefficients of its parts: A special case of restricted least squares

Kee, Hiau Looi - In: Economics Letters 104 (2009) 3, pp. 136-139

This paper provides a consistent estimate of the bound of the marginal effect of an unobserved right-hand side variable on the dependent variable when only the sum of that variable with a positively correlated variable is available.

Persistent link: https://www.econbiz.de/10005023497

On a Partitioned Inversion Formula having Useful Applications in Econometrics

Faliva, Mario; Zoia, Maria Grazia - Institut d'Economie et Econométrie, Université de Genève - 2000

the one hand, the result paves the way to a stimulating reinterpretation of restricted least-squares estimation and, on …

Persistent link: https://www.econbiz.de/10005811480