Search Results - subject:"Sample Selection Model"

Bidding behaviour in the ECB’s main refinancing operations during the financial crisis

Eisenschmidt, Jens; Hirsch, Astrid; Linzert, Tobias - 2009

Liquidity provision through its repo auctions has been one of the main instruments of the European Central Bank (ECB) to address the recent tensions in financial markets since summer 2007. In this paper, we analyse banks’ bidding behaviour in the ECB’s main refinancing operations (MROs)...

Persistent link: https://www.econbiz.de/10011605098

Bivariate Non-Normality in the Sample Selection Model

Pigini, Claudia - In: Journal of Econometric Methods 4 (2015) 1, pp. 123-144

42: 679–694], the sample selection model has been an essential tool for applied economists and arguably the most … selection model under non-normality. There is a marked dichotomy in the literature that has developed in two conceptually … selection model that deal with distributional misspecification giving the practitioner a unified framework of both parametric …

Persistent link: https://www.econbiz.de/10014612561

What hinders and what enhances small enterprises' access to formal credit in India?

Nikaidō, Yūko; Pais, Jesim; Sarma, Mandira - In: Review of development finance 5 (2015) 1, pp. 43-52

Persistent link: https://www.econbiz.de/10011447227

The demand for alcohol in Thailand

Chonviharnpan, Bird; Lewis, Philip E. T. - In: Economic papers : a journal of applied economics and policy 34 (2015) 1/2, pp. 23-35

Persistent link: https://www.econbiz.de/10011433500

Estimation and interpretation of a Heckman selection model with endogenous covariates

Schwiebert, Jörg - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 675-703

Persistent link: https://www.econbiz.de/10011334103

Complements and Meat Demand in the U.S.

Davis, Christopher G.; Stefanova, Stela; Hahn, William F.; … - Agricultural and Applied Economics Association - AAEA - 2008

In this study we estimated the price elasticities among meats, vegetables, grains, and potatoes and the impact that different levels of income have on the demand for these commodities. The 2005 Nielsen retail home scan data were used to construct a censored demand system of 14 equations. Results...

Persistent link: https://www.econbiz.de/10005523006

Semiparametric models with single-index nuisance parameters

Song, Kyungchul - In: Journal of Econometrics 178 (2014) P3, pp. 471-483

In many semiparametric models, the parameter of interest is identified through conditional expectations, where the conditioning variable involves a single-index that is estimated in the first step. Among the examples are sample selection models and propensity score matching estimators. When the...

Persistent link: https://www.econbiz.de/10010730137

Modeling and estimating returns to seller reputation with unobserved heterogeneity in online auctions

Shiu, Ji-Liang; Sun, Chia-Hung D. - In: Economic Modelling 40 (2014) C, pp. 59-67

This study provides an alternative approach that takes account of the unobserved effects of each seller under a sample selection framework. Empirical findings, after converting the Yahoo! Japan Auctions dataset into unbalanced panel data, show that seller reputation remains an important factor...

Persistent link: https://www.econbiz.de/10010781992

DETERMINANTS OF LEISURE-TIME PHYSICAL ACTIVITY: EVIDENCE FROM MALAYSIA

CHEAH, YONG KANG; TAN, ANDREW K. G. - In: The Singapore Economic Review (SER) 59 (2014) 02, pp. 1450017-1

-time physical activity in Malaysia. Based on the Malaysia Non-Communicable Disease Surveillance-1 data, Heckman's sample selection … model is employed to estimate the probability to participate and duration on physical activity. Results indicate that gender …

Persistent link: https://www.econbiz.de/10010882972

AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL

KUO, CHII-SHYAN; YU, SHIH-TI; LIAO, CHE-CHING - In: Annals of Financial Economics (AFE) 09 (2014) 01, pp. 1450003-1

decisions referenced above into a panel data sample selection model and analyze the determinants of stock repurchases. Further …

Persistent link: https://www.econbiz.de/10010936577