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Boolean Regression. The data forming the basis for this investigation are from the German Micro-census waves of 1996 2002 and … comprise about 400 000 observations. Boolean Regression is used to predict how birth events depend on the socio …-economic characteristics of women and their male partners. Boolean Regression is compared to Probit. The data set is split into two halves in …
Persistent link: https://www.econbiz.de/10003729733
state-dependent parameters (regression coefficients and error variances) to be approximately equal across regimes. By …
Persistent link: https://www.econbiz.de/10014058591
This paper develops particle-based methods for sequential inference in nonlinear models. Sequential inference is notoriously difficult in nonlinear state space models. To overcome this, we use auxiliary state variables to slice out nonlinearities where appropriate. This induces a Fixed-dimension...
Persistent link: https://www.econbiz.de/10013134153
to simultaneously estimate the bandwidths for local linear estimators in the regression function and the bandwidth for …
Persistent link: https://www.econbiz.de/10013086871
Regression analyses of cross-country economic growth data are complicated by two main forms of model uncertainty: the … uncertainty in selecting explanatory variables and the uncertainty in specifying the functional form of the regression function …
Persistent link: https://www.econbiz.de/10011382708
We develop a Bayesian approach that performs variable selection in panel regression models that are subject to breaks …
Persistent link: https://www.econbiz.de/10012912358
Likelihoods and posteriors of instrumental variable regression models with strong endogeneity and/or weak instruments …
Persistent link: https://www.econbiz.de/10012734627
Regression analyses of cross-country economic growth data are complicated by two main forms of model uncertainty: the … uncertainty in selecting explanatory variables and the uncertainty in specifying the functional form of the regression function …
Persistent link: https://www.econbiz.de/10013131342
This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We...
Persistent link: https://www.econbiz.de/10013022361
a marker of the pandemic and apply a regression discontinuity design to compare births of women that were conceived …
Persistent link: https://www.econbiz.de/10013193783