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A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel price rivalry

Lesage, James P.; Vance, Colin; Chih, Yao-Yu - 2016

We apply a heterogenous coefficient spatial autoregressive panel model from Aquaro, Bailey and Pesaran (2015) to … covering more than 487 days. The heterogeneous coefficients spatial autoregressive panel data model uses the large sample of …Wir nutzen ein räumliches autoregressives Panel-Datenmodell von Aquaro, Bailey und Pesaran (2015), um Wettbewerbs- bzw …

Persistent link: https://www.econbiz.de/10011460317

Examining the structure of spatial health effects in Germany using Hierarchical Bayes Models

Eibich, Peter; Ziebarth, Nicolas R. - 2013

individual-level household panel data from the German SOEP with administrative county-level data to estimate spatial county …

Persistent link: https://www.econbiz.de/10010475803

Bayesian Compression for Mixed Frequency Vector Autoregressions : A Forecast Study for Germany

Götz, Thomas - 2018

Up until now, the concept of compression in single- or multivariate regressions has been limited to the common-frequency case. Having an application of macroeconomic forecasting in mind, one inevitably has to deal with variables sampled at various frequencies. Consequently, this work attempts to...

Persistent link: https://www.econbiz.de/10012912645

The bayesian additive classification tree applied to credit risk modelling

Zhang, Junni L. (contributor); Härdle, Wolfgang (contributor) - 2008

We propose a new nonlinear classification method based on a Bayesian "sum-of-trees" model, the Bayesian Additive Classification Tree (BACT), which extends the Bayesian Additive Regression Tree (BART) method into the classification context. Like BART, the BACT is a Bayesian nonparametric additive...

Persistent link: https://www.econbiz.de/10003635971

Are education and entrepreneurial income endogenous and do family background variables make sense as instruments? : a Bayesian analysis

Block, Jörn; Hoogerheide, Lennart; Thurik, Adriaan R. - 2010 - Current version: February 2010

Education is a well-known driver of (entrepreneurial) income. The measurement of its influence, however, suffers from endogeneity suspicion. For instance, ability and occupational choice are mentioned as driving both the level of (entrepreneurial) income and of education. Using instrumental...

Persistent link: https://www.econbiz.de/10011380037

Assortative mating on risk attitude

Bacon, Philomena M.; Conte, Anna; Moffatt, Peter G. - In: Theory and decision : an international journal for … 77 (2014) 3, pp. 389-401

Persistent link: https://www.econbiz.de/10010481912

Dynamic panel data models with spatial correlation

Hujer, Reinhard; Rodrigues, Paulo J. M.; Wolf, Katja - In: Jahrbücher für Nationalökonomie und Statistik 228 (2008) 5/6, pp. 612-629

Persistent link: https://www.econbiz.de/10003813556

Zur Ermittlung systematischer Risikofaktoren und Korrelationen in "bedingten" Kreditportfoliomodellen

Hamerle, Alfred - 2000

Persistent link: https://www.econbiz.de/10013408256

A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function

Behr, Andreas - 2003

In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …

Persistent link: https://www.econbiz.de/10001751405

A Simple Method to Estimate Large Fixed Effects Models Applied to Wage Determinants and Matching

Mittag, Nikolas - 2017

Models with high dimensional sets of fixed effects are frequently used to examine, among others, linked employer-employee data, student outcomes and migration. Estimating these models is computationally difficult, so simplifying assumptions that are likely to cause bias are often invoked to make...

Persistent link: https://www.econbiz.de/10012966061