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Data-driven jump detection thresholds for application in jump regressions
Davies, Robert; Tauchen, George Eugene - In: Econometrics : open access journal 6 (2018) 2, pp. 1-25
This paper develops a method to select the threshold in threshold-based jump detection methods. The method is motivated by an analysis of threshold-based jump detection methods in the context of jump-diffusion models. We show that over the range of sampling frequencies a researcher is most...
Persistent link: https://www.econbiz.de/10011823308
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A closer look at stochastic frontier analysis in economics
Nguyen, Hung T. - In: Asian journal of economics and banking : AJEB 4 (2020) 3, pp. 3-28
techniques in SFA were not well elaborated in the previous surveys, namely, regular models, copula modeling, nonparametric …/methodology/approach - A literature survey. Findings - While there are many useful applications of SFA to econometrics, there are also many … important open problems. Originality/value - This is the first survey of SFA in econometrics that emphasizes important issues …
Persistent link: https://www.econbiz.de/10012514881
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Sparse estimation of huge networks with a block-wise structure
Moscone, Francesco; Tosetti, Elisa; Vinciotti, Veronica - In: The econometrics journal 20 (2017) 3, pp. 61-85
Persistent link: https://www.econbiz.de/10011805012
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With or without U? : the appropriate test for a U-shaped relationship
Lind, Jo Thori; Mehlum, Halvor - In: Oxford bulletin of economics and statistics 72 (2010) 1, pp. 109-118
Persistent link: https://www.econbiz.de/10003945142
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Geographically weighted regression analysis for spatial economics data : a Bayesian recourse
Ma, Zhihua; Xue, Yishu; Hu, Guanyu - In: International regional science review : IRSR ; an … 44 (2021) 5, pp. 582-604
Persistent link: https://www.econbiz.de/10012609938
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Impacts of transportation infrastructure on single-family property values
Bujanda, Arturo; Fullerton, Thomas M. - In: Applied economics 49 (2017) 51, pp. 5183-5199
Persistent link: https://www.econbiz.de/10011845097
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Correcting misclassification bias in regression models with variables generated via data mining
Qiao, Mengke; Huang, Ke-Wei - In: Information systems research : ISR 32 (2021) 2, pp. 462-480
Persistent link: https://www.econbiz.de/10012599859
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Conceptual understanding of linear regression among economics students at the university center of Tipaza, Algeria
Idris, Djouahra - In: Croatian review of economic, business and social … 8 (2022) 2, pp. 66-83
Solving problems related to econometrics requires a good knowledge of regression analysis concepts. The objective of …
Persistent link: https://www.econbiz.de/10014287694
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Trait superstition and consumer behavior : re-conceptualization, measurement, and initial investigations
Carlson, Brad D.; Mowen, John C.; Fang, Xiang - In: Psychology & marketing 26 (2009) 8, pp. 689-713
Persistent link: https://www.econbiz.de/10003867767
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"Waiting for life to arrive" : a history of the regression-discontinuity design in psychology, statistics and economics
Cook, Thomas D. - In: Journal of econometrics 142 (2008) 2, pp. 636-654
Persistent link: https://www.econbiz.de/10003645618