Search Results - subject_exact:"Schätztheorie" (original) (raw)

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and...

Persistent link: https://ebtypo.dmz1.zbw/10014581847

Kaufmann, Sylvia; Strachan, Rodney W. - 2024

It is common to transform data to stationarity, such as by differencing and demeaning, before estimating factor models in macroeconomics. Imposing these transformations, however, limit opportunities to learn about trending behaviour. Trends and deterministic processes can play a central role in...

Persistent link: https://ebtypo.dmz1.zbw/10014476233

Identification based on higher moments has drawn increasing theoretical attention and been widely adopted in empirical practice in macroeconometrics in the last two decades. This article reviews two parallel strands of the literature: identification strategies based on heteroskedasticity and...

Persistent link: https://ebtypo.dmz1.zbw/10014480567

Chen, Ningyuan; Gürlek, Ragıp; Lee, Donald K. K.; … - In: Service science 16 (2024) 2, pp. 70-84

Persistent link: https://ebtypo.dmz1.zbw/10014564195

Leon-Gonzalez, Roberto; Majoni, Blessings - 2024 - This version: April 2024

Persistent link: https://ebtypo.dmz1.zbw/10014574199

Bjerkander, Lena S.; Dovern, Jonas; Manner, Hans - 2024

We review tests of null hypotheses that consist of many subsidiary null hypotheses, including tests that have not received much attention in the econometrics literature. We study test performance in the context of specification testing for linear regressions based on a Monte Carlo study....

Persistent link: https://ebtypo.dmz1.zbw/10014505804

Jalles, João Tovar - 2024

This paper reviews the current discussions, methods, and practices surrounding the estimation of reasonable proxies for the underlying fiscal position, a useful anchor for fiscal policy. An empirical application to developing Asian economies is carried out. There is no one-size fits all type of...

Persistent link: https://ebtypo.dmz1.zbw/10014507176

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Evdokimov, Kirill S.; Zeleneev, Andrei - 2024 - This version: December, 2023

Persistent link: https://ebtypo.dmz1.zbw/10014513434

Evdokimov, Kirill S.; Zeleneev, Andrei - 2024 - This version: March 15, 2024

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...

Persistent link: https://ebtypo.dmz1.zbw/10014513441

Gong, Zhenhao; Kim, Min Seong - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014514120

Kaufmann, Sylvia; Strachan, Rodney W. - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014464829

Wagner, Joachim - 2024 - This version: January 17, 2024

Empirical models for intensive or extensive margins of trade that relate measures of exports to firm characteristics are usually estimated by variants of (generalized) linear models. Usually, the firm characteristics that explain these export margins enter the empirical model in linear form,...

Persistent link: https://ebtypo.dmz1.zbw/10014464962

McAdam, Peter; Meinen, Philipp; Papageorgiou, Chris; … - 2024

Using a new administrative dataset, we provide fresh micro-level evidence on firms’ returns to scale (RTS). We employ a new administrative database, iBACH, which contains extensive high-quality annual balance sheet, financial, and demographic information on more than two million non-financial...

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Persistent link: https://ebtypo.dmz1.zbw/10014583331

Czasonis, Megan; Kritzman, Mark; Turkington, David - 2024 - This version: July 22, 2024

Persistent link: https://ebtypo.dmz1.zbw/10014583528

Eibinger, Tobias; Deixelberger, Beate; Manner, Hans - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014583577

Roy, Subham; Majumder, Suranjan; Bose, Arghadeep; … - In: Regional science policy and practice : RSPP 16 (2024) 6, pp. 1-14

Alcohol consumption among women in India is a complicated phenomenon driven by several determining variables and demonstrating clear regional patterns throughout the country. The study examines district-level disparities in women's alcohol prevalence (WAP) in India using recent NFHS-5 data from...

Persistent link: https://ebtypo.dmz1.zbw/10014584342

Researchers utilizing regression discontinuity design (RDD) commonly test for running variable (RV) manipulation around a cutoff, but incorrectly assert that insignificant manipulation test statistics are evidence of negligible manipulation. I introduce simple frequentist equivalence testing...

Persistent link: https://ebtypo.dmz1.zbw/10014584571

Feng, Guohua; Gao, Jiti; Liu, Fei; Peng, Bin - 2024

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Peng, Bin; Su, Liangjun; Yan, Yayi - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014584606

Hwu, Shih-Tang; Kim, Chang-jin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 177-199

Persistent link: https://ebtypo.dmz1.zbw/10014631899

Hauzenberger, Niko; Huber, Florian; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 201-225

Persistent link: https://ebtypo.dmz1.zbw/10014631913

Larch, Mario; Yotov, Yoto - In: The world economy : the leading journal on … 47 (2024) 5, pp. 1771-1799

Persistent link: https://ebtypo.dmz1.zbw/10014540709

Nasiru, Suleman; Chesneau, Christophe; Ocloo, Selasi Kwaku - In: Decision analytics journal 10 (2024), pp. 1-10

Continuous formulations of new distributions defined on the unit interval have gained attention because of their relevance in modeling proportion data. We innovate in this research direction by combining logarithmic, cosine, and power functions to create a log-cosine-power cumulative...

Persistent link: https://ebtypo.dmz1.zbw/10014541832

Bradley, Sebastien; Mendoza, Javier Flórez; Larch, Mario; … - 2024

This paper introduces the Granular Trade and Production Activities (GRANTPA) database, which covers international trade flows for 3,124 products and 247 countries over the period 1995-2019 as well as domestic trade flows and production data for the same number of products and years for a subset...

Persistent link: https://ebtypo.dmz1.zbw/10014541847

Olszewski, Paweł; Gilejko, Leszek; Rakova, Natalia; … - In: European research studies 27 (2024), pp. 179-189

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Wang, Luya; Racine, Jeffrey; Wang, Qiaoyu - 2024

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Patilea, Valentin; Racine, Jeffrey - 2024

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Buncic, Daniel - In: Economic modelling 132 (2024), pp. 1-18

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Bouhedja, Mohamed; Bouhedja, Samir; Benselhoub, Aissa - In: Technology audit and production reserves 2 (2024) 2/76, pp. 52-62

Persistent link: https://ebtypo.dmz1.zbw/10014548320

Reesor, R. Mark; Stentoft, Lars; Zhu, Xiaotian - In: Finance research letters 64 (2024), pp. 1-16

Persistent link: https://ebtypo.dmz1.zbw/10014531706

Maes, Sebastiaan; Malhotra, Raghav - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014532246

Souto, Hugo Gobato; Moradi, Amir - In: Decision analytics journal 10 (2024), pp. 1-11

This study proposes a novel loss function for neural network models that explores the topological structure of stock realized volatility (RV) data by adding Wasserstein Distance (WD). The study shows that the proposed loss statistically significantly improves the forecast accuracy of neural...

Persistent link: https://ebtypo.dmz1.zbw/10014533496

Dong, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014534139

Luo, Yao; Sang, Peijun; Xiao, Ruli - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014535219

Četverikov, Denis N.; Wilhelm, Daniel - 2024

Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility. In this paper, we first point out two important properties of the OLS estimator in such regressions: commonly used variance estimators do not consistently estimate the asymptotic variance of the OLS...

Persistent link: https://ebtypo.dmz1.zbw/10014536213

Andrews, Donald W. K.; Li, Ming - 2024

Persistent link: https://ebtypo.dmz1.zbw/10014538994

Liengaard, Benjamin Dybro - In: Journal of business research : JBR 177 (2024), pp. 1-16

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Kim, Dongwoo; Wilhelm, Daniel - In: Econometric reviews 43 (2024) 6, pp. 345-378

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Alvarez, Luis Antonio Fantozzi; Toneto, Rodrigo - 2024

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Chang, Yoosoon; Choi, Yongok; Kim, Chang Sik; Miller, … - 2024

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Takamatsu, Shinya; Yoshida, Nobuo; Zhang, Kexin - 2024

To monitor the evolution of household living conditions during the COVID-19 pandemic, the World Bank conducted COVID-19 High-Frequency Phone Surveys in around 80 countries. Phone surveys are cheap and easy to implement, but they have some major limitations, such as the absence of poverty data,...

Persistent link: https://ebtypo.dmz1.zbw/10014579323

Hylton, Keith N.; Kim, Sanghoon - In: Review of law and economics : publ. in cooperation with … 20 (2024) 1, pp. 1-20

Persistent link: https://ebtypo.dmz1.zbw/10014580106

González-Coya, Emilio; Perron, Pierre - In: Journal of econometric methods 13 (2024) 1, pp. 29-48

Persistent link: https://ebtypo.dmz1.zbw/10014580272

De Monte, Enrico - In: Journal of econometric methods 13 (2024) 1, pp. 49-66

Persistent link: https://ebtypo.dmz1.zbw/10014580279

Dao, Chi Danh; Fenig, Guidon; Sator, Georg; Yoon, Jin Young - 2024

Ambuehl et al. (2022) explore ways to evaluate interventions designed to enhance decision-making quality when individuals misjudge the outcomes of their choices. The authors propose a novel outcome metric that can distinguish between interventions better than conventional metrics such as...

Persistent link: https://ebtypo.dmz1.zbw/10014515705

Meenagh, David; Minford, Patrick; Xu, Yongdeng - In: Open economies review 35 (2024) 2, pp. 245-259

Persistent link: https://ebtypo.dmz1.zbw/10014515768

Cordoni, Francesco; Doremus, Nicolas; Moneta, Alessio - 2024

We propose a statistical identification procedure for structural vector autoregressive (VAR) models that present a nonlinear dependence (at least) at the contemporaneous level. By applying and adapting results from the literature on causal discovery with continuous additive noise models to...

Persistent link: https://ebtypo.dmz1.zbw/10013548855

Kim, Bonggeun; Gibson, John K.; Boe-Gibson, Geua - In: Economic inquiry 62 (2024) 1, pp. 375-389

Persistent link: https://ebtypo.dmz1.zbw/10014483753