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The non- and semiparametric analysis of MS models: some applications
Li, Youwei (contributor); Donkers, Bas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003384985
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The Non- and Semiparametric Analysis of Ms Models : Some Applications
Li, Youwei; Donkers, Bas; Melenberg, Bertrand - 2006
This paper illustrates how to compare different microscopic simulation (MS) models and how to compare a MS model with real data in case the parameters of interest are estimated non- or semiparametrically. As examples we investigate the marginal single-period probability density function of stock...
Persistent link: https://www.econbiz.de/10014055111
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Estimation of a censored regression panel data model using conditional moment restrictions efficiently
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - In: Journal of econometrics 95 (2000) 1, pp. 25-56
Persistent link: https://www.econbiz.de/10001432515
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Semi-parametric models for satisfaction with income
Bellemare, Charles (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748239
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Semi-parametric models for satisfaction with income
Bellemare, Charles (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718047
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Semi-parametric models for satisfaction with income
Bellemare, Charles; Melenberg, Bertrand; Soest, Arthur van - In: Portuguese economic journal 1 (2002) 2, pp. 181-203
Persistent link: https://www.econbiz.de/10001698171
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A derivative based estimator for semiparametric index models
Donkers, Bas (contributor); Schafgans, Marcia (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773692
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A derivative based estimator for semiparametric index models
Donkers, Bas (contributor); Schafgans, Marcia (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783545
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A method of moments estimator for semiparametric index models
Donkers, Bas (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003048657
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Specification and estimation of semiparametric multiple-index models
Donkers, Bas; Schafgans, Marcia M. A. - In: Econometric theory 24 (2008) 6, pp. 1584-1606
Persistent link: https://www.econbiz.de/10003771790