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Modelling micro-level tourism expenditure : recommendations on the choice of independent variables, functional form and estimation technique

Thrane, Christer - In: Tourism economics : the business and finance of tourism … 20 (2014) 1, pp. 51-60

Persistent link: https://www.econbiz.de/10010254425

Evaluating Specification Search in Cross-Country Growth Regressions : Extreme Bounds vs. General-to-Specific Methodologies

Hoover, Kevin D.; Perez, Stephen J. - 2008

This paper is a substantially revised version of our earlier working paper, "Truth and Robustness in Cross-country Growth Regressions." The most important revisions concern the handling of missing observations in the cross-country data set. In the earlier paper, these had been handled through...

Persistent link: https://www.econbiz.de/10014124932

Chapter 7. Endogeneity in Empirical Corporate Finance 1

Roberts, Michael R.; Whited, Toni M. - 2013

This chapter discusses how applied researchers in corporate finance can address endogeneity concerns. We begin by reviewing the sources of endogeneity—omitted variables, simultaneity, and measurement error—and their implications for inference. We then discuss in detail a number of...

Persistent link: https://www.econbiz.de/10014025557

Speeding up estimation of spatially varying coefficients models

Geniaux, Ghislain - In: Journal of geographical systems : geographical … 26 (2024) 3, pp. 293-327

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Measuring comovements by regression quantiles

Cappiello, Lorenzo; Gérard, Bruno; Kadareja, Arjan; … - In: Journal of financial econometrics : official journal of … 12 (2014) 4, pp. 645-678

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Model switching and model averaging in time-varying parameter regression models

Belmonte, Miguel; Koop, Gary - 2013

Persistent link: https://www.econbiz.de/10009735895

Mis-specification in Phillips Curve regressions : quantifying frequency eependence in this relationship while allowing for feedback

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Testing separate regression models subject to specification error

McAleer, Michael; Fisher, Gordon - 1981

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Scale-adaptive estimation of mixed geographically weighted regression models

Chen, Feng; Mei, Chang-Lin - In: Economic modelling 94 (2021), pp. 737-747

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Assessment of model risk due to the use of an inappropriate parameter estimator

Seitshiro, Modisane B.; Mashele, Hopolang P. - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

The purpose of this study is to assess model risk with respect to parameter estimation for a simple binary logistic … parameter estimation methods. The results from the historical credit dataset of a certain financial institution confirmed that … using several optimization methods to address parameter estimation risk for predictive models is substantial. This is the …

Persistent link: https://www.econbiz.de/10012149200