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Persistent marijuana use : evidence from the NLSY

Hansen, Jörgen; Davalloo, Golnaz - 2023

We analyze persistence in marijuana consumption utilizing data from the 1997 cohort of the National Longitudinal Survey of Youth (NLSY97). We allow for three sources of persistence: pure state dependence, time invariant unobserved heterogeneity and persistence in idiosyncratic, time-varying...

Persistent link: https://www.econbiz.de/10014339980

On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations

Feng, Yuanhua; Forstinger, Sarah; Peitz, Christian - 2013

Persistent link: https://www.econbiz.de/10010194478

An estimation of worker and firm effects with censored data

González de San Román, Ainara; Rebollo-Sanz, Yolanda F. - 2014

In this paper, the authors develop a new estimation method that is suitable for censored models with two high-dimensional fixed effects and that is based on a sequence of least squares regressions, yielding significant savings in computing time and hence making it applicable to frameworks in...

Persistent link: https://www.econbiz.de/10010373786

What is the aggregate economic rate of return to foreign aid?

Arndt, Channing; Jones, Sam; Tarp, Finn - 2014

question have been rapidly converging towards a positive answer. We employ a simulation approach to (i) validate the coherence …

Persistent link: https://www.econbiz.de/10010357955

Sign restrictions and statistical identification under volatility breaks : simulation based evidence and an empirical application to monetary policy analysis ; conference paper

Herwartz, Helmut; Plödt, Martin - 2014

Apart from a priori assumptions on instantaneous or long run effects of structural shocks, sign restrictions have become a prominent means for structural vector autoregressive (SVAR) analysis. Moreover, second order heterogeneity of systems of times series can be fruitfully exploited for...

Persistent link: https://www.econbiz.de/10010482469

Endogenizing total factor productivity : the foreign direct investment channel in the case of Bulgaria (2004-2013)

Pesheva, Milena; Vasilev, Aleksandar - 2016 - Preprint

This paper estimates the contribution of Foreign Direct Investment (FDI) to the Total Factor Productivity (TFP) of Bulgaria for the period 2004-2013. Since TFP captures the joint efficiency of capital and labor, it is likely to be influenced by investments from abroad. As predicted by theory, a...

Persistent link: https://www.econbiz.de/10011514505

Risk estimation via regression

Broadie, Mark; Du, Yiping; Moallemi, Ciamac C. - In: Operations research 63 (2015) 5, pp. 1077-1097

Persistent link: https://www.econbiz.de/10011397803

Decomposing portfolio value-at-risk : a general analysis

Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

Persistent link: https://www.econbiz.de/10011301159

Adjusting for guessing and applying a statistical test to the disaggregation of value-added learning scores

Smith, Ben O.; Wagner, Jamie - In: The journal of economic education 49 (2018) 4, pp. 307-323

Persistent link: https://www.econbiz.de/10012004489

Endogenizing total factor productivity : the Foreign Direct Investment channel in the case of Bulgaria (2004-2013)

Pesheva, Milena; Vasilev, Aleksandar - 2017

This paper estimates the contribution of Foreign Direct Investment (FDI) to the Total Factor Productivity (TFP) of Bulgaria for the period 2004-2013. As predicted by theory, a positive relationship between TFP and FDI is documented. The standard Ramsey (optimal) growth model, augmented with the...

Persistent link: https://www.econbiz.de/10011714665