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Simulation and estimation of hedonic models

Heckman, James J. - 2003

Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...

Persistent link: https://www.econbiz.de/10011509388

I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions

Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445

Persistent link: https://www.econbiz.de/10009784069

I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions

Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445

Persistent link: https://www.econbiz.de/10009784071

Variable selection in regression models using global sensitivity analysis

Becker, William; Paruolo, Paolo; Saltelli, Andrea - In: Journal of time series econometrics 13 (2021) 2, pp. 187-233

Persistent link: https://www.econbiz.de/10012612768

Regional consumption patterns in Australia : a system-wide analysis

Selvanathan, Saroja - In: The economic record : er 67 (1991) 199, pp. 338-345

Persistent link: https://www.econbiz.de/10001118322

Superefficient estimation of power functions in simulation experiments

Kleijnen, Jack P. C. - 1984

Persistent link: https://www.econbiz.de/10002229363

On the use of spline regression in the study of congruence in organizational research

Edwards, Jeffrey R.; Parry, Mark E. - In: Organizational research methods : ORM 21 (2018) 1, pp. 68-110

Persistent link: https://www.econbiz.de/10011880088

Uncertainty propagation from the cell transmission traffic flow model to emission predictions : a data-driven approach

Sayegh, Arwa S.; Connors, Richard D.; Tate, James E. - In: Transportation science : a journal of the Institute for … 52 (2018) 6, pp. 1327-1346

Persistent link: https://www.econbiz.de/10011975790

Heteroskedasticity-consistent covariance matrix estimators in small samples with high leverage points

Şimşek, Esra; Orhan, Mehmet - In: Theoretical economics letters 6 (2016) 4, pp. 658-677

Persistent link: https://www.econbiz.de/10011582398

Predictive testing for Granger causality via posterior simulation and cross-validation

Cornwall, Gary J.; Mills, Jeffrey Alan; Sauley, Beau A.; … - 2019

Persistent link: https://www.econbiz.de/10012244159

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