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An alternative to estimation ofmicroeconometricmodels under the assumption of normality of the distribution of the disturbances is semi-nonparametric maximum likelihood estimation. In a particular class of this kind of models, the density function of the disturbances is approximated by a Hermite...
Persistent link: https://www.econbiz.de/10010232148
Public programs often use statistical profiling to assess the risk that applicants will become long-term dependent on the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration outcomes. These either focus on one threshold duration or...
Persistent link: https://www.econbiz.de/10011391532
In this paper we introduce a test for the normality assumption in the sample selection model. The test is based on a generalization of a semi-nonparametric maximum likelihood method. In this estimation method, the distribution of the error terms is approximated by a Hermite series, with...
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Public programs often use statistical profiling to assess the risk that applicants will become long-term dependent on the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration outcomes. These either focus on one threshold duration or...
Persistent link: https://www.econbiz.de/10013012202
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