Search Results - subject:"average derivative estimation"

Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects

Cizek, Pavel; Lei, J. - Tilburg University, Center for Economic Research - 2013

Abstract: The identification of parameters in a nonseparable single-index models with correlated random effects is considered in the context of panel data with a fixed number of time periods. The identification assumption is based on the correlated random-effect structure: the distribution of...

Persistent link: https://www.econbiz.de/10011092480

Identification and estimation of nonseparable single-index models in panel data with correlated random effects

Čížek, Pavel; Lei, Jinghua - 2013

Persistent link: https://www.econbiz.de/10010228796

Parametric and non-parametric approaches to price and tax reform

Deaton, Angus; Ng, Serena - Department of Economics, Boston College - 1997

price reform for foods in Pakistan, focussing on the advantages and disadvantages of "average derivative estimation" (ADE …) as proposed by Hardle and Stoker (1989) and Stoker (1991). Average derivative estimation is attractive in principle …

Persistent link: https://www.econbiz.de/10005074057