Search Results - subject:"Schätztheorie"

An introduction to double/debiased machine learning

Ahrens, Achim; Chernozhukov, Victor; Hansen, Christian; … - 2026

This paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisance functions: objects that are needed to identify the target parameter but are not of primary interest. Nuisance...

Persistent link: https://www.econbiz.de/10015616936

Oil price volatility and unemployment in iraq : a two-stage approach using generalized autoregressive conditional heteroskedasticity-mixed-data sampling

Abed, Zainab Ahmed; Barguellil, Achouak; Fathalla, … - 2026

Persistent link: https://www.econbiz.de/10015616941

A simple method for estimating multiple natural rates simultaneously : estimation of Japan's potential output and natural foreign exchange rate

Kamada, Koichiro - 2026

Persistent link: https://www.econbiz.de/10015616967

Approach to estimating confidence intervals for a business cycle

Martinez-Rivera, Wilmer; Hernandez-Bejarano, Manuel Dario - 2026

Persistent link: https://www.econbiz.de/10015617579

The trade elasticity from tariffbased regressions : what do we measure?

Tamberi, Nicolò - 2026

Most empirical estimates of the trade elasticity exploit tariff variation generated by Preferential Trade Agreements (PTAs). Because firms only partly utilize preferential tariffs, standard regressions identify an eligible-tariff elasticity rather than the structural elasticity with respect to...

Persistent link: https://www.econbiz.de/10015617662

A new IV estimator of a panel VAR(p) model

Mehic, Adrian; Nordström, Marcus - 2026

We propose a novel dynamic panel estimator. Different from the commonly used difference and system GMM, our proposed estimator requires only one of the crosssectional dimension (N) or the time dimension (T) to grow large to be asymptotically unbiased. This improves reliability in panels with...

Persistent link: https://www.econbiz.de/10015618071

Monotonic polynomial GARCH models for conditional higher moments

Beiner, Rouven; Süssmuth, Bernd - 2026

Density expansions such as the Gram-Charlier (GC) expansion allow for the modeling of time-varying higher moments. However, they can suffer from spurious multimodality, negative densities, and asymptotically light tails if truncated. This paper introduces monotonic polynomial generalized...

Persistent link: https://www.econbiz.de/10015654688

Identifying relationship-level effects using covariance restrictions

De Jonghe, Olivier; Lewis, Daniel J. - 2026

We propose a new model in which relationship-specific effects or shocks are identified in a bipartite network under mild covariance restrictions, generalizing the influential Abowd et al. (1999) framework. For example, separate demand shocks are identified for each bank from which a firm...

Persistent link: https://www.econbiz.de/10015654859

Show 4 more versions 4