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  • Search: subject:"Semi-nonparametric estimation"
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Year of publication
Subject
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semi-nonparametric estimation 19 Semi-nonparametric estimation 11 Nichtparametrisches Verfahren 8 Estimation 7 Nonparametric statistics 7 Schätzung 7 Estimation theory 6 Schätztheorie 6 consumer search 5 functional copula model 5 oligopoly 5 search costs 5 B-splines 3 Option pricing function 3 Risk-neutral density 3 Statistical distribution 3 Statistische Verteilung 3 asymmetric 3 earnings dynamics 3 ordered probit 3 positional persistence 3 sequential 3 Cultural Values 2 Currency option 2 Education 2 Einkommensverteilung 2 Exotic option 2 Hermite expansion 2 Income distribution 2 Informationskosten 2 Konsumentenverhalten 2 Multivariate Verteilung 2 Multivariate distribution 2 Nichtparametrische Schätzung 2 No-arbitrage constraints 2 Nonparametric estimation 2 Oligopol 2 Option pricing theory 2 Option-implied distribution 2 Optionspreistheorie 2
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Online availability
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Free 20 Undetermined 9 CC license 1
Type of publication
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Book / Working Paper 25 Article 14
Type of publication (narrower categories)
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Working Paper 10 Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5
Language
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English 28 Undetermined 11
Author
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Naguib, Costanza 5 Wildenbeest, Matthijs R. 5 Sandor, Zsolt 4 Hin, Lin-Yee 3 Moraga-Gonzalez, Jose Luis 3 Paarsch, Harry J. 3 Bangwayo-Skeete, Prosper F. 2 Brendstrup, Bjarne 2 Fengler, Matthias R. 2 Gagliardini, Patrick 2 Jondeau, E. 2 Luca, Giuseppe De 2 Moraga-González, José Luis 2 Perotti, Valeria 2 Rahim, Afaf H. 2 Rockinger, M. 2 Schlögl, Erik 2 Vieira, José António Cabral 2 Zikhali, Precious 2 Bierens, Herman J. 1 Brentstrup, Bjarne 1 Caamal Olvera, Cinthya G. 1 Chakir, Raja 1 Chen, Heng Z. 1 Chernomaz, Kirill 1 Cosslett, Stephen R. 1 Doremus, Jacqueline 1 Epple, Dennis 1 Fengler, Matthias 1 Gordon, Brett 1 Hasan, Syed Abul 1 JONDEAU, Eric 1 Lu, Zhentong 1 Matovu, John 1 Matsushita, Yukitoshi 1 Ogasawara, Kota 1 ROCKINGER, Michael 1 Shi, Xiaoxia 1 Sieg, Holger 1 Song, Hosin 1
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Institution
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Banque de France 2 Econometric Society 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Crawford School of Public Policy, Australian National University 1 Department of Business Economics and Public Policy, Kelley School of Business 1 HEC Paris (École des Hautes Études Commerciales) 1 International Monetary Fund (IMF) 1 School of Economics and Political Science, Universität St. Gallen 1 Society for Computational Economics - SCE 1 Society for Economic Dynamics - SED 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 1
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Published in...
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Discussion Papers 2 Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre 2 Journal of Econometrics 2 Journal of econometrics 2 Stata Journal 2 Tinbergen Institute Discussion Papers 2 Working papers / Banque de France 2 2006 Meeting Papers 1 ASARC Working Papers 1 CEIS Research Paper 1 Cliometrica : journal of historical economics and econometric history 1 Computing in Economics and Finance 2004 1 Discussion paper / Tinbergen Institute 1 Discussion paper series / IZA 1 Econometric Society 2004 Latin American Meetings 1 Econometric Society 2004 North American Winter Meetings 1 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 1 Estudios económicos 1 IMF Working Papers 1 IZA Discussion Papers 1 Journal of Economic Dynamics and Control 1 Journal of applied econometrics 1 Journal of econometric methods 1 Journal of economic dynamics & control 1 Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists 1 Les Cahiers de Recherche 1 MAGKS Joint Discussion Paper Series in Economics 1 MAGKS Papers on Economics 1 The journal of operational risk 1 Tinbergen Institute Discussion Paper 1 Working Papers / Department of Business Economics and Public Policy, Kelley School of Business 1 Working papers / TSE : WP 1
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Source
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RePEc 20 ECONIS (ZBW) 14 EconStor 5
Showing 1 - 10 of 39
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A semi-nonparametric copula model for earnings mobility
Naguib, Costanza; Gagliardini, Patrick - 2023
In this paper we develop a novel semi-nonparametric panel copula model with external covariates for the study of wage rank dynamics. We focus on nonlinear dependence between the current and lagged worker's ranks in the wage residuals distribution, conditionally on individual characteristics. We...
Persistent link: https://www.econbiz.de/10014374406
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Cover Image
A semi-nonparametric copula model for earnings mobility
Naguib, Costanza; Gagliardini, Patrick - 2023
In this paper we develop a novel semi-nonparametric panel copula model with external covariates for the study of wage rank dynamics. We focus on nonlinear dependence between the current and lagged worker's ranks in the wage residuals distribution, conditionally on individual characteristics. We...
Persistent link: https://www.econbiz.de/10013489421
Saved in:
Cover Image
Financial turmoil and earnings mobility
Naguib, Costanza - 2022
We analyze how earnings dynamics changed in the US after the financial crisis of 2007- 2009. Differently from most models for earnings mobility, we allow persistence patters to depend semi-nonparametrically on both the past individual position in the distribution and on a set of individual-level...
Persistent link: https://www.econbiz.de/10013461494
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Did earnings mobility change after minimum wage introduction? : evidence from parametric and semi-nonparametric methods in Germany
Naguib, Costanza - In: Journal of applied econometrics 37 (2022) 7, pp. 1379-1402
Persistent link: https://www.econbiz.de/10013473985
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Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.; Cosslett, Stephen R. - In: The journal of operational risk 19 (2024) 1, pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
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Semi-nonparametric estimation of random coefficients logit model for aggregate demand
Lu, Zhentong; Shi, Xiaoxia; Tao, Jing - In: Journal of econometrics 235 (2023) 2, pp. 2245-2265
Persistent link: https://www.econbiz.de/10014471454
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Climbing the Ladders of Job Satisfaction and Employees' Organizational Commitment: A Semi-Nonparametric Approach
Vieira, José António Cabral - 2019
Researchers and human resource practitioners are nearly unanimous that satisfied and committed employees can play a major positive role in business performance. There is, however, a need for further evidence on what determines satisfaction at the workplace and how it can be promoted. In other...
Persistent link: https://www.econbiz.de/10012179980
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Climbing the ladders of job satisfaction and employees' organizational commitment : a semi-nonparametric approach
Vieira, José António Cabral - 2019
Researchers and human resource practitioners are nearly unanimous that satisfied and committed employees can play a major positive role in business performance. There is, however, a need for further evidence on what determines satisfaction at the workplace and how it can be promoted. In other...
Persistent link: https://www.econbiz.de/10012138650
Saved in:
Cover Image
Financial turmoil and earnings mobility
Naguib, Costanza - 2022 - This version: January 2022
We analyze how earnings dynamics changed in the US after the financial crisis of 2007- 2009. Differently from most models for earnings mobility, we allow persistence patters to depend semi-nonparametrically on both the past individual position in the distribution and on a set of individual-level...
Persistent link: https://www.econbiz.de/10013362280
Saved in:
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Unintended consequences of environmental policies : the case of set-aside and agricultural intensification
Chakir, Raja; Thomas, Alban - 2020
Persistent link: https://www.econbiz.de/10012194611
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