Search Results - subject:"indicator variables"

Endogeneity and measurement bias of the indicator variables in hybrid choice models : a Monte Carlo investigation

Budziński, Wiktor; Czajkowski, Mikołaj - In: Environmental and resource economics 83 (2022) 3, pp. 605-629

Persistent link: https://www.econbiz.de/10013431330

Some consequences of including impulse-indicator dummy variables in econometric models

Giles, David E. A. - In: Journal of quantitative economics 20 (2022) 2, pp. 329-336

Persistent link: https://www.econbiz.de/10013441650

The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables

Han, Shaoning; Gómez, Andrés; Atamtürk, Alper - In: Operations research letters 50 (2022) 2, pp. 195-198

Persistent link: https://www.econbiz.de/10013192691

Financial Stress Indicator Variables and Monetary Policy in South Africa

Raputsoane, Leroi - Economic Research Southern Africa (ERSA) - 2014

This paper analyses the relationship between financial stress indicator variables and monetary policy in South Africa … indicator variables comprise a set of variables from the main segments of the South African financial market that include the … that the set of financial stress indicator variables from the bond and equity securities markets as well as those from …

Persistent link: https://www.econbiz.de/10010888681

Leading indicator variables and managerial incentives in a dynamic agency setting

Fan, Qintao; Li, Wei - In: Review of accounting studies 23 (2018) 4, pp. 1715-1753

Persistent link: https://www.econbiz.de/10011936668

On the inconsistency of instrumental variables estimators for the coefficients of certain dummy variables

Giles, David E. A. - In: Journal of quantitative economics 15 (2017) 1, pp. 15-26

Persistent link: https://www.econbiz.de/10012418247

On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables

Giles, David E. - Department of Economics, University of Victoria - 2011

In this paper we consider the asymptotic properties of the Instrumental Variables (IV) estimator of the parameters in a linear regression model with some random regressors, and other regressors that are dummy variables. The latter have the special property that the number of non-zero values is...

Persistent link: https://www.econbiz.de/10009004104

The trade effects of endogenous preferential trade agreements

Egger, Peter; Larch, Mario; Staub, Kevin E.; … - 2010

(possibly two-part) Poisson pseudo-maximum likelihood estimation with endogenous binary indicator variables in the empirical …

Persistent link: https://www.econbiz.de/10010315584

EU banks rating assignments: Is there heterogeneity between new and old member countries?

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010

We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our aim is to assess whether 'old' and 'new' EU countries are rated differently and to determine whether 'new' ones are assigned lower ratings, ceteris paribus, than 'old' ones. We...

Persistent link: https://www.econbiz.de/10010270550

The trade effects of endogenous preferential trade agreements

Egger, Peter; Larch, Mario; Staub, Kevin E.; … - 2010

(possibly two-part) Poisson pseudo-maximum likelihood estimation with endogenous binary indicator variables in the empirical …

Persistent link: https://www.econbiz.de/10010275002