Search Results - subject:"censored regression."

R&D Investment and Financing Constraints of Small and Medium-Sized Firm

Czarnitzki, Dirk; Binz, Hanna L. - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2008

This study tests for financial constraints on R&D investment and how they differ from capital investment. To identify constraints in the access to external capital, we employ a credit rating index. Our models show that internal constraints, measured by mark-ups, are more decisive for R&D than...

Persistent link: https://www.econbiz.de/10005098128

Forecasting newspaper demand with censored regression

KIYGI CALLI, Meltem; WEVERBERGH, Marcel - Faculteit Toegepaste Economische Wetenschappen, … - 2008

favorably to the traditional moving average approach previously employed by the publisher. Censored regression is a natural …

Persistent link: https://www.econbiz.de/10005824245

The Effects of Roster Turnover on Demand in the National Basketball Association

Alan, Morse; Stephen, Shapiro; Chad, McEvoy; Daniel, Rascher - Volkswirtschaftliche Fakultät, … - 2008

Baseball (MLB). A censored regression equation was developed to examine the relationship between roster turnover and season … attendance, while controlling for other potentially confounding variables in the model. The censored regression model was used to … addition, these findings provide evidence for using censored regression when dealing with constrained variables. Sellouts in …

Persistent link: https://www.econbiz.de/10008685518

Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

Altonji, Joseph G.; Ichimura, Hidehiko; Otsu, Taisuke - Cowles Foundation for Research in Economics, Yale University - 2008

We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables, and X is independent of the unobservables. We treat models in which Y is censored from above,...

Persistent link: https://www.econbiz.de/10009003657

Fixed and Random Effects Models for Count Data

Greene, William - 2008

The most familiar fixed effects (FE) and random effects (RE) panel data treatments for count data were proposed by Hausman, Hall and Griliches (HHG) (1984). The Poisson FE model is particularly simple and is one of a small few known models in which the incidental parameters problem is, in fact,...

Persistent link: https://www.econbiz.de/10014026073

Functional Form and Heterogeneity in Models for Count Data

Greene, William - 2008

This study presents several extensions of the most familiar models for count data, the Poisson and negative binomial models. We develop an encompassing model for two well known variants of the negative binomial model (the NB1 and NB2 forms). We then propose some alternative approaches to the...

Persistent link: https://www.econbiz.de/10014026127

How low business tax rates attract multinational headquarters : municipality-level evidence from Germany

Becker, Sascha O.; Egger, Peter; Merlo, Valeria - 2008

Persistent link: https://www.econbiz.de/10010222648

Explaining bank failures in the United States : the role of self-fulfilling prophecies, systemic risk, banking regulation, and contagion

Herger, Nils - 2008

Using count data on the number of bank failures in US states during the 1960 to 2006 period, this paper endeavors to establish how far sources of economic risk (recessions, high interest rates, inflation) or differences in solvency and branching regulation can explain some of the fragility in...

Persistent link: https://www.econbiz.de/10003882304

Dynamic factor models for multivariate count data : an application to stock-market trading activity

Jung, Robert (contributor); Liesenfeld, Roman (contributor); … - 2008

We propose a dynamic factor model for the analysis of multivariate time series count data. Our model allows for idiosyncratic as well as common serially correlated latent factors in order to account for potentially complex dynamic interdependence between series of counts. The model is estimated...

Persistent link: https://www.econbiz.de/10003738598

The Determinants of Health Care Utilization in Portugal : An Approach with Count Data Models

Cotter Salvado, João - 2008

This work aims to identify the determinants of health care utilization in Portugal and to quantify their effects. A clear idea about this may help the policy debate on the delivery and organization of health services. Toward this end, we developed an approach based on count data models. We found...

Persistent link: https://www.econbiz.de/10012772584