Search Results - subject:"unobserved heterogeneity"

Identifying effects of multivalued treatments

Lee, Sokbae; Salanié, Bernard - 2018

for multidimensional unobserved heterogeneity. Our results rely on two main assumptions: treatment assignment must be a …

FHA loans in foreclosure proceedings : distinguishing sources of interdependence in competing risks

Deng, Ran; Haghani, Shermineh - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-15

interdependence between default and prepayment, through both the correlation of the unobserved heterogeneity terms and the preventive … unobserved heterogeneity terms and the preventive behavior of individual mortgage borrowers. We show that neglecting the …

Nonparametric identification of unobserved technological heterogeneity in production

Cherchye, Laurens; Demuynck, Thomas; De Rock, Bram; … - 2018

production. We assume cost minimization as the firms' behavioral objective, and we model unobserved heterogeneity as an …

Measuring Costly Effort Using the Slider Task

Gill, David; Prowse, Victoria L. - 2018

improve precision by controlling for persistent unobserved heterogeneity. Second, we show how to estimate effort costs at the …

Fixed effect estimation of large T panel data models

Fernández-Val, Iván; Weidner, Martin - 2018

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where the distribution of the outcome variable conditional on...

Measuring costly effort using the slider task

Gill, David; Prowse, Victoria - 2018

improve precision by controlling for persistent unobserved heterogeneity. Second, we show how to estimate effort costs at the …

Determinants of growth in SADC countries : a fixed effect vector decomposition approach

Biyase, Mduduzi; Rooderick, September - In: International journal of economics and financial issues … 7 (2017) 4, pp. 746-751

Fixed effect estimation of large T panel data models

Fernández-Val, Iván; Weidner, Martin - 2017

This article reviews recent advances in ﬁxed eﬀect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time eﬀects, where the distribution of the outcome variable conditional...

Climate preferences, obesity, and unobserved heterogeneity in cities

Yezer, Anthony M. J.; Popick, Stephen J. - In: The review of regional studies : a joint publ. of the … 47 (2017) 3, pp. 309-329

A note on identifying heterogeneous sharing rules

Chiappori, Pierre-André; Kim, Ju Hyun - In: Quantitative economics : QE : journal of the … 8 (2017) 1, pp. 201-218

additive unobserved heterogeneity in the sharing rule. We show that the (nonstochastic part of the) sharing rule is …