Search Results - subject:"influence function"

The influence function of semiparametric estimators

Ichimura, Hidehiko; Newey, Whitney K. - 2015

referred to as the influence function. The influence function is useful in formulating primitive regularity conditions for … conditions for validity of the influence function calculation. The conditions involve Frechet differentiability, nonparametric … asymptotic normality, in efficiency comparions, for bias reduction, and for analyzing robustness. We show that the influence …

Persistent link: https://www.econbiz.de/10011445756

Core inflation: Robust common trend model forecasting

Moreira, Ajax Reynaldo Bello; Migon, Hélio dos Santos - 2015

The monetary authorities need a future measure of inflation trend to keep on tracking the inflation on target. Many alternatives of the core inflation measure have appeared in the recent literature pretending to avoid the deficiencies of the usual headline inflation index as a predictor. This...

Persistent link: https://www.econbiz.de/10012234117

Statistical Methods for Distributional Analysis

Cowell, Franck A.; Flachaire, Emmanuel - 2015

This Chapter is about the techniques, formal and informal, that are commonly used to give quantitative answers in the field of distributional analysis - covering subjects including inequality, poverty and the modelling of income distributions. It deals with parametric and non-parametric...

Persistent link: https://www.econbiz.de/10011167286

Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models

Cizek, Pavel; Aquaro, M. - Tilburg University, Center for Economic Research - 2015

influence function is derived and evaluated. The asymptotic distribution as well as robust properties of the estimator are …

Persistent link: https://www.econbiz.de/10011124439

Effects of Higher Education on the Unconditional Distribution of Financial Literacy

Su, Zhi-fang; Hsiao, Yujen; Chen, Mei-Yuan - In: Journal of Economics and Management 11 (2015) 1, pp. 1-22

In this paper, the effect of the higher-education ratio on the distribution of ﬁnancial literacy in Taiwan is investigated with the unconditional quantile estimation suggested by Firpo et al. (2009). Our empirical data are obtained from three surveys conducted in 2007, 2009, and 2011 by the...

Persistent link: https://www.econbiz.de/10011206202

Shape regressions

Leorato, Samantha; Peracchi, Franco - 2015

Persistent link: https://www.econbiz.de/10011485533

The influence function of semiparametric estimators

Ichimura, Hidehiko; Newey, Whitney K. - 2015

Persistent link: https://www.econbiz.de/10011304726

A detailed decomposition analysis of the public-private sector wage gap in South Africa

Kwenda-Magejo, Prudence; Benhura, Miracle - 2015

The present study examines the public-private sector wage gap in South Africa using individual cross section data for 2000-7. Results from unconditional quantile regressions and generalised Oaxaca-Blinder type decompositions show that the wage gap is inverted-U shaped across the wage...

Persistent link: https://www.econbiz.de/10011309075

Robust estimation and moment selection in dynamic fixed-effects panel data models

Čížek, Pavel; Aquaro, Michele - 2015

Persistent link: https://www.econbiz.de/10011348907

Three-stage semi-parametric inference : control variables and differentiability

Hahn, Jinyong; Ridder, Geert - In: Journal of econometrics 211 (2019) 1, pp. 262-293

Persistent link: https://www.econbiz.de/10012303620