Search Results - subject:"missing data"

GMM Efficiency and IPW Estimation for Nonsmooth Functions

Bartalotti, Otávio - Department of Economics, Tulane University - 2013

estimator (IPW), generalizing the framework to deal with missing data in this context. Two-step estimation of beta_0 is more … efficient than using known probabilities of selection, but this is dominated by one-step joint estimation. Examples for missing … data quantile regression and instrumental variable quantile regression are provided. …

Persistent link: https://www.econbiz.de/10011094583

Combining disaggregate forecasts for inflation: The SNB's ARIMA model

Kaufmann, Daniel; Huwiler, Marco - Schweizerische Nationalbank (SNB) - 2013

This study documents the SNB's ARIMA model based on disaggregated CPI data used to produce inflation forecasts over the short-term horizon, and evaluates its forecasting performance. Our findings suggest that the disaggregate ARIMA model for the Swiss CPI performed better than relevant...

Persistent link: https://www.econbiz.de/10010815201

Implications of Survey Sampling Design for Missing Data Imputation

Gedikoglu, Haluk; Parcell, Joseph - Agricultural and Applied Economics Association - AAEA - 2013

design. The objective of the current study is to analyze the impact of survey sampling design missing data imputation, using …

Persistent link: https://www.econbiz.de/10010880906

Predictive likelihood comparisons with DSGE and DSGE-VAR models

Warne, Anders; Coenen, Günter; Christoffel, Kai - 2013

idea is to utilize well-known techniques for handling missing data when computing the likelihood function, such as a …

Persistent link: https://www.econbiz.de/10011605581

The Allocation of Time in Sleep: A Social Network Model with Sampled Data

Patacchini, Eleonora; Liu, Xiaodong; Rainone, Edoardo - Center for Policy Research, Maxwell School - 2013

We analyze peer effects in sleeping behavior using a representative sample of U.S. teenagers from the National Longitudinal Survey of Adolescent Health. The sampling design of the survey causes the conventional 2SLS estimator to be inconsistent. We extend the NLS estimator in Wang and Lee...

Persistent link: https://www.econbiz.de/10010751568

Predictive likelihood comparisons with DSGE and DSGE-VAR models

Warne, Anders; Coenen, Günter; Christoffel, Kai - European Central Bank - 2013

idea is to utilize well-known techniques for handling missing data when computing the likelihood function, such as a …

Persistent link: https://www.econbiz.de/10010686802

Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions

Rothe, Christoph; Firpo, Sergio - Institute for the Study of Labor (IZA) - 2013

applications, including a wide range of missing data and treatment effect models. We show that these estimators are √n …

Persistent link: https://www.econbiz.de/10010688393

Using Interviewer Random Effects to Calculate Unbiased HIV Prevalence Estimates in the Presence of Non-Response: a Bayesian Approach

McGovern, Mark E.; Bärnighausen, Till; Salomon, Joshua A. - 2013

Selection bias in HIV prevalence estimates occurs if refusal to test is correlated with HIV status. Interviewer identity is plausibly correlated with consenting to test, but not with HIV status, allowing a Heckman-type correction that produces consistent HIV prevalence estimates. We innovate on...

Persistent link: https://www.econbiz.de/10010635622

Semiparametric estimation and inference using doubly robust moment conditions

Rothe, Christoph; Firpo, Sergio - 2013

applications, including a wide range of missing data and treatment effect models. We show that these estimators are √n …

Persistent link: https://www.econbiz.de/10009792511

Statistische Methoden zur Analyse von Daten mit strukturell fehlenden Werten : mit Anwendungen aus der Marktforschung

Manewitsch, Vladimir - 2013

Persistent link: https://www.econbiz.de/10011305918