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Chetverikov, Denis N.; Wilhelm, Daniel - 2023

Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility, for instance in regressions of a child's income rank on their parent's income rank. In this paper, we first point out that commonly used variance estimators such as the homoskedastic or robust...

Persistent link: https://www.econbiz.de/10014480485

Nonparametric identification and estimation with non-classical errors-in-variables

Evdokimov, Kirill S.; Zeleneev, Andrei - 2024

This paper considers nonparametric identification and estimation of the regression function when a covariate is …

Persistent link: https://www.econbiz.de/10014581847

Map Intersection Based Merging Schemes for Administrative Data Sources and an Application to Germany

Arntz, Melanie; Wilke, Ralf A. - 2005

In many situations the applied researcher wants to combine different data sources without knowing the exact link and merging rule. This paper introduces a theoretical framework how two different regional administrative data sources can be merged. It presents different merging schemes based on...

Persistent link: https://www.econbiz.de/10010297429

Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen

Knetsch, Thomas A. - 2012

Es wird eine Methode zur Messung des Produktionsfaktors Kapital vorgeschlagen, in der Vermögensarten nach ihrem Nutzungswert im Produktionsprozess gewichtet werden. Dazu werden Nutzungskosten für die einzelnen Anlageklassen mit Hilfe von Daten der Volkswirtschaftlichen Gesamtrechnungen sowie...

Persistent link: https://www.econbiz.de/10010308268

A user cost approach to capital measurement in aggregate production functions

Knetsch, Thomas A. - 2012

A method is proposed to measure capital services in production. This means that productive assets are weighted according to their user costs. The user costs of the individual asset classes are estimated based on data from the national accounts and other sources. The results show that, in the...

Persistent link: https://www.econbiz.de/10010308269

Aggregation in large dynamic panels

Pesaran, Mohammad Hashem; Chudik, Alexander - 2011

This paper considers the problem of aggregation in the case of large linear dynamic panels, where each micro unit is … Pesaran (2003), an optimal aggregate function is derived, and the limiting behavior of the aggregation error is investigated … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …

Persistent link: https://www.econbiz.de/10010285520

Aggregation in large dynamic panels

Pesaran, Mohammad Hashem; Chudik, Alexander - 2011

Persistent link: https://www.econbiz.de/10010285540

Theory and applications in non-linear cointegrated VAR models

Nejstgaard, Emil - 2014

Persistent link: https://www.econbiz.de/10012503165

Time-varying linear transformation models with fixed effects and endogeneity for short panels

Botosaru, Irene; Muris, Chris; Sokullu, Senay - 2022

This paper considers a class of fixed-T nonlinear panel models with timevarying link function, fixed effects, and endogenous regressors. We establish sufficient conditions for the identification of the regression coefficients, the time-varying link function, the distribution of counterfactual...

Persistent link: https://www.econbiz.de/10013253005

Powerful t-Tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - 2023

This paper proposes a powerful alternative to the t-test of the null hypothesis that a coefficient in linear regression is equal to zero when a regressor is mismeasured. We assume there are two contaminated measurements of the regressor of interest. We allow the two measurement errors to be...

Persistent link: https://www.econbiz.de/10014480598