Search Results - subject:"Semiparametric approach"

Demographic structure and house prices in the United States : a reconciliation using metropolitan area data

Ann, Jihee; Park, Cheolbeom - 2020

Persistent link: https://www.econbiz.de/10014335313

Dépendance entre risques extrêmes : Application aux Hedge Funds

Bouchouicha, Ranoua - Groupe d'Analyse et de Théorie Économique Lyon … - 2010

Compte tenu de l'importance de l'étude de la dépendance extrême, nous avons essayé de déterminer l'approche qui semble être la meilleure pour l'étude des risques extrêmes. Pour atteindre ce but, nous avons mené une étude du coefficient de dépendance de queue pour les trois approche :...

Persistent link: https://www.econbiz.de/10008460679

Topics in Longitudinal Studies with Coarsened Data

Jiang, Liqiu - 2007

In the first part of the dissertation, we derive two methods for responders analysis in longitudinal data with random missing data. Often a binary variable is generated by dichotomizing an underlying continuous variable measured at a specific point in time according to a prespecified threshold...

Persistent link: https://www.econbiz.de/10009431182

An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity

Boztug, Yasemin; Hildebrandt, Lutz - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2005

semiparametric approach, reference prices, and accounting for heterogeneity Yasemin Boztuğ* Lutz Hildebrandt** * Institute of … Boztuğ 1 and Lutz Hildebrandt 2 An empirical test of theories of price valuation using a semiparametric approach … acknowledged. An empirical test of theories of price valuation using a semiparametric approach, reference prices, and …

Persistent link: https://www.econbiz.de/10005677909

Returns to Schooling in Russia and Ukraine : A Semiparametric Approach to Cross-Country Comparative Analysis

Gorodnichenko, Yuriy; Peter, Klara Sabirianova - 2004

This study provides the first set of estimates of the returns to schooling over an extended period in Russia and Ukraine (1985-2002). There has been an increase in returns to schooling in both countries but the increase is much bigger in Russia than in Ukraine. The intriguing question is why...

Persistent link: https://www.econbiz.de/10010262067

Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis

Gorodnichenko, Yuriy; Peter, Klara Sabirianova - 2004

n Russia and Ukraine (1985-2002). There has been an increase in returns to schooling in both countries but the increase is much bigger in Russia than in Ukraine. The intriguing question is why returns to schooling in Russia and Ukraine diverged so much over the transition period while the skill...

Persistent link: https://www.econbiz.de/10009477073

Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis

Gorodnichenko, Yuriy; Peter, Klara Sabirianova - William Davidson Institute, University of Michigan - 2004

Persistent link: https://www.econbiz.de/10005652616