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  • Search: subject:"Two-step estimator"
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Year of publication
Subject
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Two-step estimator 5 two-step estimator 5 Estimation theory 4 Schätztheorie 4 ARCH model 2 ARCH-Modell 2 African insurance companies 2 Heckman two-step estimator 2 System Generalised Method of Moments 2 censoring 2 demand analysis 2 financial performance 2 firm-specific 2 macroeconomic 2 non-life insurance 2 regression 2 selectivity 2 Africa 1 Afrika 1 Asymptotic normality 1 Average treatment effects 1 China Health and Nutrition Survey (CHNS) 1 Consistency 1 Consumption theory 1 Correlated effect 1 Demand 1 Discrete choice 1 Empirical process theory 1 Endogenous effect 1 Exogenous effect 1 Female labor supply 1 Firm performance 1 GARCH (1,1) 1 GARCH(1,1) 1 Heavy tails 1 Heckman two step estimator 1 Heckman two- step estimator 1 Heckman's two step estimator 1 Heckman’s two-step estimator 1 Influence function 1
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Online availability
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Free 10 Undetermined 6 CC license 1
Type of publication
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Article 9 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1
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Language
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English 10 Undetermined 5 French 1
Author
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Msomi, Thabiso Sthembiso 2 Preminger, Arie 2 Scasny, Milan 2 Smutna, Sarlota 2 Storti, Giuseppe 2 Akay, Alpaslan 1 Baker, Michael 1 Escanciano, Juan Carlos 1 Fortin, Nicole M. 1 Isabel, Ana 1 Jochmans, Koen 1 Jung, Juergen 1 Kim, Chang Sik 1 Kim, In-Moo 1 Lee, Lung-fei 1 Liu, Jialu 1 Montes-Rojas, Gabriel 1 Nawata, Kazumitsu 1 Rodríguez Poo, Juan M. 1 Sainz, Fernández 1 Shang, Qingyan 1 Tsakas, Elias 1 Villanúa Martín, Inmaculada 1 Zhu, Lin 1
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Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Department of Economics, Towson University 1 Nationalekonomiska institutionen, Handelshögskolan 1
Published in...
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BILTOKI 1 CIRANO Working Papers 1 CORE discussion papers : DP 1 Cogent Business & Management 1 Cogent business & management 1 Econometric Reviews 1 Econometric reviews 1 Economics Bulletin 1 Economics Letters 1 IES Working Paper 1 IES working paper 1 Journal of Econometrics 1 Mathematics and Computers in Simulation (MATCOM) 1 The econometrics journal 1 Working Papers / Department of Economics, Towson University 1 Working Papers in Economics 1
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Source
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RePEc 9 ECONIS (ZBW) 5 EconStor 2
Showing 1 - 10 of 16
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Macroeconomic and firm-specific determinants of financial performance : evidence from non-life insurance companies in Africa
Msomi, Thabiso Sthembiso - In: Cogent business & management 10 (2023) 1, pp. 1-20
This study aimed to examine the macroeconomic and firm-specific determinants of financial performance using 121 listed non-life insurance companies from 48 African countries for the period 2008–2019. Panel data of 1452 observations were examined using both ordinary least squares and two-step...
Persistent link: https://www.econbiz.de/10014480220
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Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie; Storti, Giuseppe - In: The econometrics journal 20 (2017) 2, pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
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Macroeconomic and firm-specific determinants of financial performance: Evidence from non-life insurance companies in Africa
Msomi, Thabiso Sthembiso - In: Cogent Business & Management 10 (2023) 1, pp. 1-20
This study aimed to examine the macroeconomic and firm-specific determinants of financial performance using 121 listed non-life insurance companies from 48 African countries for the period 2008-2019. Panel data of 1452 observations were examined using both ordinary least squares and two-step...
Persistent link: https://www.econbiz.de/10014527721
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A simple data-driven estimator for the semiparametric sample selection model
Escanciano, Juan Carlos; Zhu, Lin - In: Econometric reviews 34 (2015) 6/10, pp. 734-762
Persistent link: https://www.econbiz.de/10011483385
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Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie; Storti, Giuseppe - 2017
Persistent link: https://www.econbiz.de/10011990826
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Selectivity problem in demand analysis : single equation approach
Smutna, Sarlota; Scasny, Milan - 2017
This paper deals with a problem of censored data in the household demand analysis when budget survey data is used. Micro-data, in contrast with aggregated data, usually contains a significant portion of zero observations (no consumption recorded) that leads to censoring of data and potential...
Persistent link: https://www.econbiz.de/10011729620
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Selectivity Problem in Demand Analysis: Single Equation Approach
Smutna, Sarlota; Scasny, Milan - 2017
This paper deals with a problem of censored data in the household demand analysis when budget survey data is used. Micro-data, in contrast with aggregated data, usually contains a significant portion of zero observations (no consumption recorded) that leads to censoring of data and potential...
Persistent link: https://www.econbiz.de/10011787310
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A note on the variance of average treatment effects estimators
Montes-Rojas, Gabriel - In: Economics Bulletin 29 (2009) 4, pp. 2937-2943
estimator when the true propensity score is known. This variance is used in the derivation of the variance of a similar two-step … estimator, where a M-estimator is used in the first step to estimate the propensity score. …
Persistent link: https://www.econbiz.de/10008563181
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Partial parametric estimation for nonstationary nonlinear regressions
Kim, Chang Sik; Kim, In-Moo - In: Journal of Econometrics 167 (2012) 2, pp. 448-457
This paper proposes an estimation method for a partial parametric model with multiple integrated time series. Our estimation procedure is based on the decomposition of the nonparametric part of the regression function into homogeneous and integrable components. It consists of two steps: In the...
Persistent link: https://www.econbiz.de/10010574087
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The variance of a rank estimator of transformation models
Jochmans, Koen - In: Economics Letters 117 (2012) 1, pp. 168-169
. Econometrica 70 (4) 1683–1697] two-step estimator of the link function in a linear transformation model depends on the first …
Persistent link: https://www.econbiz.de/10011041763
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