Showing 1 - 10 of 840
In this study we examine the potential determinants of technical efficiency for the Tunisian commercial banking sector over the period of 1995-2017. First, we estimate banking technical efficiency with a radial and non-radial bootstrap data envelopment analysis. For the radial technique, we use...
Persistent link: https://www.econbiz.de/10012617389
semiparametric general trimmed estimator (GTE) of truncated and censored regression, which is highly robust and relatively imprecise …
Persistent link: https://www.econbiz.de/10014047660
We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error … score function obtained from the residuals of a preliminary nonparametric regression. We show that our estimator is …
Persistent link: https://www.econbiz.de/10009613602
This paper applies a local-linear non-parametric kernel regression technique to examine the effect of macroeconomic …
Persistent link: https://www.econbiz.de/10011526923
This paper estimates the determinants of decision time for different types of decision maker in the context of an experimental investigation of multiple prior models of behaviour under ambiguity. Four models are considered: Expected Utility, Smooth, Rank Dependent Expected Utility and Alpha...
Persistent link: https://www.econbiz.de/10010253146
We provide a framework for the estimation of the impact of fertility timing on female long-term labor supply, measured as labor market work duration. We show that the genuine treatment is waiting time to birth rather than birth per se. In the application we control for the joint decision of...
Persistent link: https://www.econbiz.de/10011719067
This paper constructs estimators for panel data regression models with individual specific heterogeneity and two-sided censoring and truncation. Following Powell (1986) the estimation strategy is based on moment conditions constructed from re-censored or re-truncated residuals. While these...
Persistent link: https://www.econbiz.de/10009376381
Persistent link: https://www.econbiz.de/10010242088
A measurement error model is a regression model with (substantial) measurement errors in the variables. Disregarding these measurement errors in estimating the regression parameters results in asymptotically biased estimators. Several methods have been proposed to eliminate, or at least to...
Persistent link: https://www.econbiz.de/10003135841
Classical parametric estimation methods applied to nonlinear regression and limited-dependent-variable models are very sensitive to misspecification and data errors. This sensitivity is addressed by the theory of robust statistics which builds upon parametric specification, but provides...
Persistent link: https://www.econbiz.de/10014113950