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Give missings a chance : combined stochastic and rule-based approach to improve regression models with mismeasured monotonic covariates without side information

Dlugosz, Stephan - 2011

Register data are known for their large sample size and good data quality. The measurement accuracy of variables highly depends on their high importance for administrative processes. The education variable in the IAB employment sub-sample is an example for information that is gathered without a...

Persistent link: https://www.econbiz.de/10008901839

Differences in response patterns in a mixed mode : online/paper & pencil business survey

Kaiser, Ulrich - 2001

expectations concerning sales, prices, demand, profit and employment cannot be found. Binary probit model estimation results … to participate online. A significant correlation between online participation and unit-nonresponse does not exist, as a … bivariate probit model with sample selection estimation results show. In general, item-nonresponse tends to be higher for online-respondents. …

Persistent link: https://www.econbiz.de/10011446757

How efficient is the U.K. housing market?

Schindler, Felix - 2010

Extending the controversial findings from the relevant literature, the results from the quarterly transaction-based Nationwide indices from 1974 to 2009 provide further empirical evidence on the rejection of the weak-form version of efficiency in the U.K. housing market. In addition to...

Persistent link: https://www.econbiz.de/10003969872

Market efficiency in the emerging securitized real estate markets

Schindler, Felix - 2010

This paper tests the random walk hypothesis and market efficiency for twelve emerging as well as for four developed securitized real estate markets from 1992 to 2009. Random walk properties of equity prices influence return dynamics, and market efficiency is often considered an essential...

Persistent link: https://www.econbiz.de/10003969878

The threat of systemic risk in banking : evidence for Europe

Schüler, Martin (contributor) - 2002

Persistent link: https://www.econbiz.de/10001701678

Nonlinearity in cap-and-trade systems : the EUA price and its fundamentals

Lutz, Benjamin Johannes; Pigorsch, Uta; Rotfuß, Waldemar - 2013 - First version: Januar 2013 ; This version: April 2013

In this paper we examine the nonlinear relation between the EUA price and its fundamentals, such as energy prices, macroeconomic risk factors and weather conditions. By estimating a Markov regime-switching model, we find that the relation between the EUA price and its fundamentals varies over...

Persistent link: https://www.econbiz.de/10010228575

Nonlinearity in cap-and-trade systems : the EUA price and its fundamentals

Lutz, Benjamin Johannes; Pigorsch, Uta; Rotfuß, Waldemar - 2013

Persistent link: https://www.econbiz.de/10009686466

Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis

Wichert, Laura (contributor); Wilke, Ralf A. (contributor) - 2005

The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks’ and on the borrowers’ balance sheets. Subsequently we estimate aggregate credit supply and demand...

Persistent link: https://www.econbiz.de/10003342766

Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis

Wichert, Laura (contributor); Wilke, Ralf A. (contributor) - 2007

In many econometric applications it is unclear from the very beginning whether a parametric functional of a continuous regressor should be specified as a linear, as a higher order polynomial or as a piecewise linear. Nonparametric estimators can provide relevant information as they are a...

Persistent link: https://www.econbiz.de/10003527620

The returns to continuous training in Germany : new evidence from propensity score matching estimators

Mühler, Grit (contributor); Beckmann, Michael (contributor) - 2007

The present paper examines the wage effects of continuous training programs using individual-level data from the German Socio Economic Panel (GSOEP). In order to account for selectivity in training participation we estimate average treatment effects (ATE and ATT) of general and firm-specific...

Persistent link: https://www.econbiz.de/10003517208