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  • Search: subject:"limited dependent variable models"
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Year of publication
Subject
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limited dependent variable models 16 Currency crises 4 Limited-dependent variable models 4 least trimmed squares 4 nonlinear regression 4 robust estimation 4 Estimation 3 Estimation theory 3 Limited Dependent Variable Models 3 New York State 3 Schätztheorie 3 Schätzung 3 devaluation 3 exchange rate 3 maximum simulated likelihood 3 speculative pressure 3 AR(1) 2 China 2 Consumer/Household Economics 2 Decomposition methods 2 Dynamic Limited Dependent Variable Models 2 Financing Constraints 2 Gaussian-Hermite quadrature 2 Innovation 2 Joint Bivariate Probit Model 2 Limited dependent variable models 2 Monte Carlo simulation 2 Probit model 2 Probit-Modell 2 State Dependence 2 Theorie 2 Theory 2 Wine 2 Zagat survey 2 beverages 2 dairy products 2 demand analysis 2 detailed decomposition 2 discrete choice 2 economic analysis 2
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Online availability
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Free 21 Undetermined 2
Type of publication
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Book / Working Paper 25 Article 7
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Arbeitspapier 1
Language
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Undetermined 17 English 15
Author
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Davidson, Ian R. 4 Hajivassiliou, Vassilis Argyrou 3 Rickard, Bradley J. 3 Savignac, Frédérique 3 Schmit, Todd M. 3 Anastasatos, Tassos 2 Anastasatos, Tassos G. 2 Bartolucci, Francesco 2 Beghin, John 2 Cagnone, Silvia 2 Cizek, Pavel 2 Fuller, Frank H. 2 Hajivassiliou, V A 2 Perla, Joseph M. 2 Rozelle, Scott 2 Ruud, Paul A. 2 Schwiebert, Jörg 2 Čížek, Pavel 2 Contini, Dalit 1 De Pinto, Alessandro 1 Di Tommaso, Maria Laura 1 Goetzke, Frank 1 Hajivassiliou 1 Hajivassiliou, Vassilis 1 Hajivassiliou, Vassilis A 1 Hajivassiliou, Vassilis A. 1 Leslie, Timothy F. 1 López, Juan Mora 1 Maccagnan, Anna 1 Magnusson, Leandro M. 1 McFadden, DL 1 Mendolia, Silvia 1 Moro, Ana I. 1 Nelson, Gerald C. 1 Perla, Joaseph M. 1 Rave, Tilmann 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 2 School of Business and Economics, Loughborough University 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Agricultural and Applied Economics Association - AAEA 1 American Association of Wine Economists - AAWE 1 Bank of Greece 1 Center for Agricultural and Rural Development (CARD), Iowa State University 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Department of Economics, Tulane University 1 EconWPA 1 Food and Agricultural Policy Research Institute (FAPRI), Iowa State University 1 Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 London School of Economics (LSE) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1
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Published in...
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Cowles Foundation Discussion Papers 2 Discussion Paper Series / School of Business and Economics, Loughborough University 2 Econometrics papers 2 STICERD - Econometrics Paper Series 2 2002 Annual meeting, July 28-31, Long Beach, CA 1 Agricultural and Resource Economics Review 1 Agricultural and resource economics review : ARER 1 CERGE-EI Working Papers 1 Center for Agricultural and Rural Development (CARD) Publications 1 Computational economics 1 Department of Economics, Working Paper Series 1 Diskussionsbeitrag 1 Econometrics 1 Food and Agricultural Policy Research Institute (FAPRI) Publications 1 Hannover Economic Papers (HEP) 1 International Regional Science Review 1 International regional science review 1 Journal of Economic Integration 1 Journal of econometrics 1 LSE Research Online Documents on Economics 1 MPRA Paper 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 Working Papers / American Association of Wine Economists - AAWE 1 Working Papers / Bank of Greece 1 Working Papers / Department of Economics, Tulane University 1 Working Papers. Serie AD 1 Working paper series 1
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Source
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RePEc 23 ECONIS (ZBW) 7 EconStor 2
Showing 21 - 30 of 32
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Robust estimation in nonlinear regression and limited dependent variable models
Čížek, Pavel - 2001
Classical parametric estimation methods applied to nonlinear regression and limited-dependent-variable models are very … regression models. Therefore, I adapt some robust methods, such as least trimmed squares, to nonlinear and limited-dependent … variable models. This paper presents the adapted robust estimators, proofs of their consistency, suitable computational methods …
Persistent link: https://www.econbiz.de/10010310330
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Robust estimation in nonlinear regression and limited dependent variable models
Čížek, Pavel - Sonderforschungsbereich 373, Quantifikation und … - 2001
Classical parametric estimation methods applied to nonlinear regression and limited-dependent-variable models are very … regression models. Therefore, I adapt some robust methods, such as least trimmed squares, to nonlinear and limited-dependent … variable models. This paper presents the adapted robust estimators, proofs of their consistency, suitable computational methods …
Persistent link: https://www.econbiz.de/10010983572
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An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency
Anastasatos, Tassos G.; Davidson, Ian R. - In: Journal of Economic Integration 21 (2006), pp. 619-656
This article provides a general and robust empirical examination of speculative pressure on various exchange rate regimes using an unusually large panel of monthly data for developed countries, analysed within the framework of Limited- Dependent Variable (LDV) models with various innovations and...
Persistent link: https://www.econbiz.de/10009391983
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Classical Estimation Methods for LDV Models Using Simulation
Hajivassiliou, Vassilis A.; Ruud, Paul A. - Cowles Foundation for Research in Economics, Yale University - 1993
This paper discusses estimation methods for limited dependent variable (LDV) models that employ Monte Carlo simulation techniques to overcome computational problems in such models. These difficulties take the form of high dimensional integrals that need to be calculated repeatedly but cannot be...
Persistent link: https://www.econbiz.de/10005463929
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Macroeconomic Shocks in an Aggregative Disequilibrium Model
Hajivassiliou - Cowles Foundation for Research in Economics, Yale University - 1993
In this paper, I first show how aggregation over submarkets that exhibit varying degrees of disequilibrium can provide a foundation to the classic "short-side" disequilibrium econometric model of Fair and Jaffee [11]. I then introduce explicit randomness in the aggregative model as arising from...
Persistent link: https://www.econbiz.de/10005593610
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Classical Estimation Methods for LDV Models Using Simulation
Hajivassiliou, Vassilis A; Ruud, Paul A. - Institute of Business and Economic Research (IBER), … - 1993
Persistent link: https://www.econbiz.de/10010677848
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An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency
Anastasatos, Tassos; Davidson, Ian R. - School of Business and Economics, Loughborough University - 2004
This article provides a general and robust empirical examination of speculative pressure on various exchange rate regimes using an unusually large panel of monthly data for developed countries, analyzed within the framework of Limited-Dependent Variable (LDV) models with various innovations and...
Persistent link: https://www.econbiz.de/10005570229
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How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models
Anastasatos, Tassos; Davidson, Ian R. - School of Business and Economics, Loughborough University - 2004
impact on the inflicted economy and their links with financial, political and macroeconomic fundamentals. Limited-dependent … variable models for ordered and unordered outcomes along with their heteroskedastic and random effects extensions are applied …
Persistent link: https://www.econbiz.de/10005570230
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Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
Cizek, Pavel - EconWPA - 2002
Classical parametric estimation methods applied to nonlinear regression and limited-dependent-variable models are very … limited- dependent-variable models. This paper presents the adapted robust estimators and proofs of their consistency. I also …
Persistent link: https://www.econbiz.de/10005556311
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Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
Cizek, Pavel - Center for Economic Research and Graduate Education and … - 2001
Classical parametric estimation methods applied to nonlinear regression and limited-dependent-variable models are very … limited-dependent-variable models. This paper presents the adapted robust estimators and proofs of their consistency. I also …
Persistent link: https://www.econbiz.de/10005086676
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