Showing 1 - 10 of 212
In the robust statistics literature, a wide variety of models have been developed to cope with outliers in a rather large number of scenarios. Nevertheless, a recurrent problem for the empirical implementation of these estimators is that optimization algorithms generally do not perform well when...
Persistent link: https://www.econbiz.de/10010903720
In spatial autoregressive models, the functional form of autocorrelation is assumed to be linear. In this paper, we propose a simple semiparametric procedure, based on Yatchew's (1998) partial linear least squares, that relaxes this restriction. Simple simulations show that this model...
Persistent link: https://www.econbiz.de/10010583549
This paper describes the Stata implementation of Baltagi and Li's (2002) series estimator of partially linear panel data models with fixed effects. After a brief description of the estimator itself, we describe the new command xtsemipar. We then simulate data to show that this estimator performs...
Persistent link: https://www.econbiz.de/10009652564
Recent evidence suggests that aid induces migration. However, total migration is quite general from a policy perspective since what explains the welfare consequences of migration is the extent of emigration selection. In this paper we ask whether skilled or unskilled migration is more sensitive...
Persistent link: https://www.econbiz.de/10008868151
This paper describes Robinson's (1988) double residual semiparametric regression estimator and Hardle and Mammen's (1993) specification test implementation in Stata. Some simple simulations illustrate how this newly coded estimator outperforms the already available semiparametric plreg command.
Persistent link: https://www.econbiz.de/10009147519
Semiparametric regression deals with the introduction of some very general nonlinear functional forms in regression analyses. This class of regression models is generally used to fit a parametric model in which the functional form of a subset of the explanatory variables is not known and/or in...
Persistent link: https://www.econbiz.de/10011132954
Many countries are part of multiple international air-pollution agreements that interact with each other given that a single source of emissions is typically composed of several pollutants. This paper studies the effect on carbon dioxide emissions of the various agreements that follow the...
Persistent link: https://www.econbiz.de/10011165268
This paper considers the effect of international air-pollution agreements ratified since 1970 on carbon dioxide emissions (CO2), the main cause of anthropogenic climate change. The analysis is based on a panel dataset of 150 countries over the period 1970-2008. While the literature generally...
Persistent link: https://www.econbiz.de/10011165354
The analysis of the empirical distribution of univariate data often includes the computation of location, scale, skewness, and tail-heaviness measures, which are estimates of specific parameters of the underlying population distribution. Several measures are available, but they differ by...
Persistent link: https://www.econbiz.de/10011265691
In this paper, we study if the leading French gastronomic guidebook, the “<italic>Guide Rouge Michelin</italic>,” only rates the quality of food, as it claims, or if it also considers environmental variables when attributing stars. We then check how Michelin ratings affect the market, and more specifically,...
Persistent link: https://www.econbiz.de/10011121603