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Simple sequential procedure for modeling of item non-response in econometric analysis: Application to CV survey data

Fonta, William M.; Ayuk, Elias T.; Ichoku, H. Eme - In: CBN Journal of Applied Statistics 03 (2012) 1, pp. 1-17

different levels of estimation and diagnostic with the Ordinary Least Squares (OLS), Heckman's 2-step and Full Information …

Persistent link: https://www.econbiz.de/10011482567

Indirect inference estimation of spatial autoregressions

Bao, Yong; Liu, Xiaotian; Yang, Lihong - In: Econometrics 8 (2020) 3, pp. 1-26

The ordinary least squares (OLS) estimator for spatial autoregressions may be consistent as pointed out by Lee (2002 … unified asymptotic distribution result of the properly recentered OLS estimator and proposes a new estimator that is based on …

Persistent link: https://www.econbiz.de/10012696297

Methodology for assessing the risk associated with information and knowledge loss management

Yarovenko, Hanna; Bilan, Yuriy; Lyeonov, Serhiy; … - In: Journal of Business Economics and Management (JBEM) 22 (2021) 2, pp. 369-387

In practice, there is a massive time lag between data loss and its cause identification. The existing techniques perform it comprehensively, but they consume too much time, so there is a need for fast and reliable methods. The article's purpose is to develop a rapid methodology to assess the...

Persistent link: https://www.econbiz.de/10015401415

Finite sample efficiency of OLS in linear regression models with long-memory disturbances

Kleiber, Christian - 2000

OLS is as efficient as GLS in the linear regression model with long-memory errors as the long-memory parameter …

Persistent link: https://www.econbiz.de/10010316518

Estimating average marginal effects in nonseparable structural systems

Schennach, Susanne; White, Halbert; Chalak, Karim - 2007

We provide nonparametric estimators of derivative ratio-based average marginal effects of an endogenous cause, X, on a response of interest, Y , for a system of recursive structural equations. The system need not exhibit linearity, separability, or monotonicity. Our estimators are local indirect...

Persistent link: https://www.econbiz.de/10010318554

The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models

Bun, Maurice J.G.; Kiviet, Jan F. - 2002

The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel data models with individual effectsand both a lagged dependent variabIe regressor and another explanatory variabIewhich may be affected by lagged feedbacks from the dependent...

Persistent link: https://www.econbiz.de/10010325057

Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors

Christopeit, Norbert; Massmann, Michael - 2012

Strong consistency of least squares estimators of the slope parameter in simple linear regression models is established for predetermined stochastic regressors. The main result covers a class of models which falls outside the applicability of what is presently available in the literature. An...

Persistent link: https://www.econbiz.de/10010326230

Semiparametric sieve-type GLS inference in regressions with long-range dependence

Kapetanios, George; Psaradakis, Zacharias - 2007

This paper considers the problem of statistical inference in linear regression models whose stochastic regressors and errors may exhibit long-range dependence. A time-domain sieve-type generalized least squares (GLS) procedure is proposed based on an autoregressive approximation to the...

Persistent link: https://www.econbiz.de/10010284208

The efficiency of panel data estimators: GLS versus estimators which do not depend on variance components

Biørn, Erik - 2001

to the OLS, the between, and the within estimators. Focus is on how the efficiency responds to changes in (a) the …. Both one-way and two-way models are considered. For the one-way, one regressor model, we show that (i) OLS has maximal … total variation, (ii) the between estimator is always less efficient than the OLS estimator. For the two-way, one regressor …

Persistent link: https://www.econbiz.de/10010284342

The Generalizability of Financial Distress Prediction Models: Evidence from Turkey

Oz, Ibrahim Onur; Yelkenci, Tezer - In: Journal of Accounting and Management Information … 14 (2015) 4, pp. 685-703

This study analyzes five of the well-known and most cited distress prediction models in the literature. The models are implemented to continuous publicly listed industrial firms in Turkey through their original and re-estimated coefficients in a comparative way to examine their generalizability...

Persistent link: https://www.econbiz.de/10015196087