Search Results - subject:"robust estimation"

Weber, Thomas A. - 2025

Persistent link: https://www.econbiz.de/10015394871

Heterogeneous effects of a teacher strike on education and labor market outcomes

Langen, Henrika; Laine, Liisa T. - 2025

We study the impact of a teacher strike on students still in compulsory school and about to choose their secondary education track. Using administrative data and a difference-in-differences approach, we estimate the effect of a regional strike in Finland on educational attainment and long-term...

Persistent link: https://www.econbiz.de/10015407901

Regression modelling under general heterogeneity

Giraitis, Liudas; Kapetaniosi, George; Li, Yufei - 2024

This paper introduces and analyses a setting with general heterogeneity in regression modelling. It shows that regression models with fixed or time-varying parameters can be estimated by OLS or time-varying OLS methods, respectively, for a very wide class of regressors and noises, not covered by...

Persistent link: https://www.econbiz.de/10015095127

Robust estimation of the tail index of a single parameter pareto distribution from grouped data

Poudyal, Chudamani - In: Risks : open access journal 12 (2024) 3, pp. 1-13

Hellinger distance, and optimal bounded influence function, available. This paper introduces a novel robust estimation technique …

Persistent link: https://www.econbiz.de/10014497443

Breastfeeding and child development outcomes across early childhood and adolescence : doubly robust estimation with machine learning

Khudri, Md Mohsan; Hussey, Andrew - 2024

Using data from the Panel Study of Income Dynamics, we estimate the impact of breastfeeding initiation and duration on multiple cognitive, health, and behavioral outcomes spanning early childhood through adolescence. To mitigate the potential bias from misspecification, we employ a doubly robust...

Persistent link: https://www.econbiz.de/10014557601

Modeling financial risk attitude : the role of education and financial literacy

Iannario, Maria; Monti, Anna Clara; Scalera, Domenico - In: Financial internet quarterly 20 (2024) 2, pp. 1-14

This paper studies the relationship between risk propensity, education and financial literacy. The results of the empirical investigation confirm the importance of the key explanatory variables of education and financial competence. Since they are both included in the model, the different roles...

Persistent link: https://www.econbiz.de/10014636624

A doubly robust approach for impact evaluation of interventions for business process improvement based on event logs

Delias, Pavlos; Mittas, Nikolaos; Florou, Giannoula - In: Decision analytics journal 8 (2023), pp. 1-9

. We demonstrate the practical implementation of doubly robust estimation and present a comprehensive step-by-step workflow … the potential of doubly robust estimation as a reliable method for estimating the effects of business process … factors that can introduce bias and compromise the validity of conclusions drawn. This study proposes adopting doubly robust …

Persistent link: https://www.econbiz.de/10014517108

Factor sufficiency in asset pricing : an application for the Brazilian Market

Dezidério dos Santos Rocha, Rafaela; Laurini, Márcio … - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-31

The multifactor asset pricing model derived from the Fama-French approach is extensively used in asset risk premium estimation procedures. Even including a considerable number of factors, it is still possible that omitted factors affect the estimation of this model. In this work, we compare...

Persistent link: https://www.econbiz.de/10014485370

Double robust inference for continuous updating GMM

Kleibergen, Frank; Zhan, Zhaoguo - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 295-327

We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the minimizer of the population continuous updating objective function. The (bounding) χ2 limiting distribution of the DRLM statistic is robust to both misspecification and weak identification,...

Persistent link: https://www.econbiz.de/10015190343

Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics

Arvanitis, Stelios - 2025

The present note provides an initial theoretical explanation of the way norm regularizations may provide a means of controlling the non-asymptotic probability of False Dominance classification for empirically optimal portfolios satisfying empirical Stochastic Dominance restrictions in an iid...

Persistent link: https://www.econbiz.de/10015194229