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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

Imposing and testing curvature conditions on a Box-Cox function

Koebel, Bertrand M.; Falk, Martin; Laisney, François - 2000

We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six...

Persistent link: https://www.econbiz.de/10011445626

IT outsourcing and firm productivity : eliminating bias from selective missingness in the dependent variable

Breunig, Christoph; Kummer, Michael E.; Ohnemus, Jörg; … - 2016

structural parameter and propose a simple two-step estimation procedure for it. Our estimator is consistent and robust against … biases that would prevail when assuming missingness at random. We implement the estimation procedure using firm-level survey …

Persistent link: https://www.econbiz.de/10011580805

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001945539

Substitution elasticities in a CES production framework : an empirical analysis on the basis of non-linear least squares estimations

Koesler, Simon; Schymura, Michael - 2012 - This version: January 2012

-linear least squares estimation procedures. Thereby we take advantage of the new World-Input-Output Database. This allows us for … the first time to use one consistent dataset for the estimation process and gives us the opportunity to derive … standard linear estimations using Kmenta approximations, non-linear estimation techniques perform significantly better …

Persistent link: https://www.econbiz.de/10009509693

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

model performs well, the estimation for the German stock index could be significantly improved by an extension which follows …

Persistent link: https://www.econbiz.de/10003670896

Generalised partially linear regression with misclassified data and an application to labour market transitions

Dlugosz, Stephan; Mammen, Enno; Wilke, Ralf A. - 2015

We consider the semiparametric generalised linear regression model which has mainstream empirical models such as the (partially) linear mean regression, logistic and multinomial regression as special cases. As an extension to related literature we allow a misclassified covariate to be interacted...

Persistent link: https://www.econbiz.de/10011300753

The threat of systemic risk in banking : evidence for Europe

Schüler, Martin (contributor) - 2002

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

Almost consistent estimation of panel probit models with "small" fixed effects

Laisney, François; Lechner, Michael - 2002

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

Persistent link: https://www.econbiz.de/10011447728