Showing 1 - 10 of 3,509
This paper assesses the relative efficiency of knowledge production in the OECD using a nonparametric DEA approach …
Persistent link: https://www.econbiz.de/10010271116
This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified …
Persistent link: https://www.econbiz.de/10010368214
We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error … score function obtained from the residuals of a preliminary nonparametric regression. We show that our estimator is …
Persistent link: https://www.econbiz.de/10010310396
We study nonparametric estimation of density functions for undirected dyadic random variables (i.e., random variables …, of nodes. This di?ers from the results for nonparametric estimation of densities and regres-sion functions for monadic …
Persistent link: https://www.econbiz.de/10012146391
robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility … propose different robust estimation methods for nonstationary and strictly stationary GARCH parameters with nonparametric long …
Persistent link: https://www.econbiz.de/10010318677
This paper applies a local-linear non-parametric kernel regression technique to examine the effect of macroeconomic …
Persistent link: https://www.econbiz.de/10011496194
, the nonlinearity is often tackled by using nonlinear nonparametric regression methods while the limited range is typically … study, we evaluate quantile forecasts from a range of methods: (a) using parametric and nonparametric models, (b) with and …
Persistent link: https://www.econbiz.de/10010312232
This paper estimates the determinants of decision time for different types of decision maker in the context of an experimental investigation of multiple prior models of behaviour under ambiguity. Four models are considered: Expected Utility, Smooth, Rank Dependent Expected Utility and Alpha...
Persistent link: https://www.econbiz.de/10010369306
We provide a framework for the estimation of the impact of fertility timing on female long-term labor supply, measured as labor market work duration. We show that the genuine treatment is waiting time to birth rather than birth per se. In the application we control for the joint decision of...
Persistent link: https://www.econbiz.de/10012039334
diametrically opposed results, as shown in a standard Tobit model example. In a generalized Tobit application exploring the effect …
Persistent link: https://www.econbiz.de/10010315485