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Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
Yang, Lijian - 2017
regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence …
Persistent link: https://www.econbiz.de/10012966219
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Political competitiveness, regression discontinuity and the incumbency effect
Archambault, Jerome; Winer, Stanley L. - 2023
post-1950 period. Estimation is by local linear nonparametric regression with a data driven bandwidth. We also consider how …
Persistent link: https://www.econbiz.de/10014250417
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On the asymptotic distribution of ridge regression estimators using training and test samples
Sengupta, Nandana; Sowell, Fallaw - In: Econometrics : open access journal 8 (2020) 4/39, pp. 1-25
regression penalty is characterized. The regularization tuning parameter is selected by splitting the observed data into training …
Persistent link: https://www.econbiz.de/10012312086
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The validity of hedonic models for estimating heterogeneous assets returns
Kräussl, Roman; Lehnert, Thorsten; Nasser Eddine, Ali - 2019
In this paper, we examine the validity of hedonic models for estimating heterogeneous assets returns. We look into the art markets, and show that the returns on hedonic indices strictly depend on the specifications of the model. Different sets of variables lead to different returns. This means...
Persistent link: https://www.econbiz.de/10012064421
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The Hamilton regression in comparison : evidence from German business cycles since 1950
Siemers, Lars - 2023
proposed an alternative regression approach to decompose trend and cycle of time-series. We investigate how the new Hamilton … filter compares to the common methods. We find that the Hamilton regression produces partly significantly different results … cycle length is the shortest in comparison. By construction, the Hamilton regression produces odd results for periods of …
Persistent link: https://www.econbiz.de/10014307295
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Manipulation tests in regression discontinuity design : the need for equivalence testing
Fitzgerald, Jack - 2024
Researchers utilizing regression discontinuity design (RDD) commonly test for running variable (RV) manipulation around …
Persistent link: https://www.econbiz.de/10014584571
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Estimator of what? : a note on teaching regressions in introductory econometrics
Goel, Deepti - 2025
The most widely used textbooks today conflate three distinct population parameters: the population regression function … state, that the Conditional Mean Zero assumption implies causal interpretation of regression coefficients. I highlight these …
Persistent link: https://www.econbiz.de/10015427333
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Un essai d'estimation de la production potentielle au Liban
Macdissi, Charbel; Verne, Jean-François - In: Brussels Economic Review 52 (2009) 2, pp. 143-159
Cet article propose une estimation de la production potentielle et un modèle d’écart de production au Liban en utilisant plusieurs méthodes statistiques comme la méthode de la tendance linéaire, le filtre d’Hodrick-Prescott et la méthode de la tendance segmentée. Dans la mesure où le...
Persistent link: https://www.econbiz.de/10008876541
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The effects of public sector sponsored training on individual employment performance in East Germany
Hujer, Reinhard; Wellner, Marc - 2000
This study analyses the effects of public sector sponsored vocational training on individual unemployment and employment duration in East Germany. The data is taken from the German Socio-Economic Panel (GSOEP). The empirical analysis is limited to training measures that took place between July...
Persistent link: https://www.econbiz.de/10001486507
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Microeconometric Evaluation of the Active Labour Market Policy in Switzerland
Gerfin, Michael; Lechner, Michael - 2000
In the second part of the 1990's Switzerland conducted an ambitious active labour market policy (ALMP) encompassing a wide variety of programmes. We evaluate the effects of these programmes on the individual employment probability of potential participants. Our econometric analysis uses...
Persistent link: https://www.econbiz.de/10014153504