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Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction … power function. As an illustration, we consider testing implications from auction theory, provide primitive conditions for …

Persistent link: https://www.econbiz.de/10010254852

Semiparametric quantile models for ascending auctions with asymmetric bidders

Bhattacharya, Jayeeta; Sanches, Nathalie Gimenes; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1020-1033

Persistent link: https://www.econbiz.de/10013539413

An auction-based test of private information in an interdealer FX market

Bonaldi, Pietro; Villamizar, Mauricio - 2018

Persistent link: https://www.econbiz.de/10011944542

Conditional Extremes and Near-Extremes

Chernozhukov, Victor - 2003

regression models, outlier-robust inference in auction models, and decision-making under extreme uncertainty, provide the …

Persistent link: https://www.econbiz.de/10014129636

An Empirical Study of the Indian Treasury Securities Primary Auctions

Nath, Golaka C. - 2012

The study has attempted to empirically examine the efficiency of Govt. securities auction in Indian market. It is … observed that prices of the securities under auction generally move downward between the date of announcement of auction and … the date of auction. The yield, duration, issue size, outstanding stocks of the security under auction have significant …

Persistent link: https://www.econbiz.de/10013104616

Procuring survival

Cappelletti, Matilde; Giuffrida, Leonardo M. - 2021

Public spending (i.e., “G”) enables governments to fulfill their fiscal policies. This paper takes a micro perspective and quantifies the impact of procurement spending - a specific component of G - on firm survival. We find that firms that receive public contracts survive longer, ceteris...

Persistent link: https://www.econbiz.de/10012672144

Procuring survival

Cappelletti, Matilde; Giuffrida, Leonardo M.; … - 2022

We investigate the impact of public procurement spending on business survival. Using Italy as a laboratory, we construct a large-scale dataset on firms-covering balance-sheet, income-statement, and administrative records-and match it with public contract data. Employing a regression...

Persistent link: https://www.econbiz.de/10013463537

Conditional Quantile Processes Based on Series or Many Regressors

Belloni, Alexandre; Chernozhukov, Victor; … - 2011

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR series framework, covering many regressors as a special...

Persistent link: https://www.econbiz.de/10014178851

Semiparametric Robust Estimation of Truncated and Censored Regression Models

Cizek, Pavel - 2008

Many estimation methods of truncated and censored regression models such as the maximum likelihood and symmetrically censored least squares (SCLS) are sensitive to outliers and data contamination as we document. Therefore, we propose a semiparametric general trimmed estimator (GTE) of truncated...

Persistent link: https://www.econbiz.de/10014047660

Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models

Cottet, Remy; Kohn, Robert; Nott, David J. - 2008

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or flexibly. When the variance term is null we obtain a...

Persistent link: https://www.econbiz.de/10014048513