Search Results

Identification and estimation of linear social interaction models,
Hon Ho Kwok, in Journal of Econometrics (2019)
Keywords: Diagonalization; Diameter; Network; Social interaction; Spatial model;

Identification of peer effects via a root estimator,
Xiaodong Liu, in Economics Letters (2017)
Keywords: Complete networks; Linear-in-means models; Social interaction;

Partial identification of the treatment effect distribution and its functionals,
Sergio Firpo and Geert Ridder, in Journal of Econometrics (2019)
Keywords: Distribution of treatment effects; Bounds;

Identification of causal mechanisms based on between-subject double randomization designs,
Conny Wunsch and Renate Strobl, from C.E.P.R. Discussion Papers (2018)
Keywords: Direct and indirect effects; Causal inference; Mediation analysis; Identification

A Bayesian Spatial Propensity Score Matching Evaluation of the Regional Impact of Micro-finance,
Rolando Gonzales Martínez, Patricia Aranda and Joel Mendizabal, in Review of Economic Analysis (2017)
Keywords: "Bayesian methods, microfinance, spatial statistics, matching estimators"

FIML estimation of treatment effect models with endogenous selection and multiple censored responses via a Monte Carlo EM Algorithm,
Ricardo Smith, from CIDE, División de Economía (2007)
Keywords: FIML estimation, treatment effect models, endogenous selection, multiple censored responses, Monte Carlo EM Algorithm

Investigating the quantity–quality relationship in scientific creativity: an empirical examination of expected residual variance and the tilted funnel hypothesis,
Boris Forthmann, Mark Leveling, Yixiao Dong and Denis Dumas, in Scientometrics (2020)
Keywords: Quantity, Quality, Publications, Patents, Equal odds baseline, Heteroscedasticity, Residual variance, Quantile regression

Tests of Hypotheses Arising in the Correlated Random Coefficient Model,
James Heckman and Daniel A. Schmierer, from National Bureau of Economic Research, Inc (2010)

Exclusion Bias in the Estimation of Peer Effects,
Bet Caeyers and Marcel Fafchamps, from National Bureau of Economic Research, Inc (2016)

An Optimal Test for Strategic Interaction in Social and Economic Network Formation between Heterogeneous Agents,
Andrin Pelican and Bryan Graham, from National Bureau of Economic Research, Inc (2020)

Accounting for Heterogeneity, Diversity, and General Equilibriumin Evaluating Social Programs,
James Heckman, from National Bureau of Economic Research, Inc (1999)

The Performance of Performance Standards,
James Heckman, Carolyn Heinrich and Jeffrey Smith, from National Bureau of Economic Research, Inc (2002)

Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models,
James Heckman and Salvador Navarro, from National Bureau of Economic Research, Inc (2003)

Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College,
Pedro Carneiro, Karsten T. Hansen and James Heckman, from National Bureau of Economic Research, Inc (2003)

Fifty Years of Mincer Earnings Regressions,
James Heckman, Lance Lochner and Petra Todd, from National Bureau of Economic Research, Inc (2003)

Selection Bias, Comparative Advantage and Heterogeneous Returns to Education,
James Heckman and Xuesong Li, from National Bureau of Economic Research, Inc (2003)

Identification and Estimation of Hedonic Models,
Ivar Ekeland, James Heckman and Lars Nesheim, from National Bureau of Economic Research, Inc (2003)

Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond,
James Heckman, Lance Lochner and Petra Todd, from National Bureau of Economic Research, Inc (2005)

The Effects of Cognitive and Noncognitive Abilities on Labor Market Outcomes and Social Behavior,
James Heckman, Jora Stixrud and Sergio Urzua, from National Bureau of Economic Research, Inc (2006)

Understanding Instrumental Variables in Models with Essential Heterogeneity,
James Heckman, Sergio Urzua and Edward Vytlacil, from National Bureau of Economic Research, Inc (2006)

Earnings Functions and Rates of Return,
James Heckman, Lance Lochner and Petra Todd, from National Bureau of Economic Research, Inc (2008)

Comparing IV With Structural Models: What Simple IV Can and Cannot Identify,
James Heckman and Sergio Urzua, from National Bureau of Economic Research, Inc (2009)

Testing the Correlated Random Coefficient Model,
James Heckman, Daniel A. Schmierer and Sergio Urzua, from National Bureau of Economic Research, Inc (2009)

Desarrollo humano e innovación: un análisis comparativo en el contexto mundial,
Sebastián Araya-Pizarro and Nando Verelst, from Universidad Nacional de Colombia Sede Medellín (2024)
Keywords: desarrollo humano; innovación; análisis multivariante; regresión múltiple; capital humano; investigación y desarrollo; human development; innovation; multivariate analysis; multiple regression; human capital; research and development

Jackknife Instrumental Variables Estimation,
Joshua Angrist, Guido Imbens and Alan Krueger, from National Bureau of Economic Research, Inc (1995)

Dynamic Discrete Choice and Dynamic Treatment Effects,
James Heckman and Salvador Navarro, from National Bureau of Economic Research, Inc (2005)

The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds,
Flavio Cunha, James Heckman and Salvador Navarro, from National Bureau of Economic Research, Inc (2007)

Identification and estimation of hedonic models,
Ivar Ekeland, James Heckman and Lars Nesheim, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)

Formación de habilidades y logros cognitivos en los niños de México,
Andrés Gonzalo Hincapie and Isidro Soloaga, from El Colegio de México, Centro de Estudios Económicos (2010)
Keywords: cognitive skills; latent variables; parental influence; factor analysis

Using matching, instrumental variables and control functions to estimate economic choice models,
James Heckman and Salvador Navarro, from IFAU - Institute for Evaluation of Labour Market and Education Policy (2003)
Keywords: Propensity score; matching; selection models

Estimating distributions of treatment effects with an application to the returns to schooling and measurement of the effects of uncertainty on college choice,
Pedro Carneiro, Karsten Hansen and James Heckman, from IFAU - Institute for Evaluation of Labour Market and Education Policy (2003)
Keywords: Factor models; model of schooling; distributions of counterfactual outcomes

Selection bias, comparative advantage and heterogeneous returns to education: Evidence from China in 2000,
James Heckman and Xuesong Li, from IFAU - Institute for Evaluation of Labour Market and Education Policy (2003)
Keywords: Education; returns to education

The Performance of Performance Standards,
James Heckman, Carolyn Heinrich and Jeffrey Smith, from Institute of Labor Economics (IZA) (2002)
Keywords: performance standards, reinventing government, evaluation, JTPA

Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College Choice,
Pedro Carneiro, Karsten T. Hansen and James Heckman, from Institute of Labor Economics (IZA) (2003)
Keywords: factor models, returns to schooling, policy evaluation, counterfactual distributions

Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models,
James Heckman and Salvador Navarro, from Institute of Labor Economics (IZA) (2003)
Keywords: identification, discrete choice, instrumental variables, control functions, matching

Fifty Years of Mincer Earnings Regressions,
James Heckman, Lance Lochner and Petra Todd, from Institute of Labor Economics (IZA) (2003)
Keywords: returns to schooling, Mincer model, earnings regressions

Selection Bias, Comparative Advantage and Heterogeneous Returns to Education: Evidence from China in 2000,
James Heckman and Xuesong Li, from Institute of Labor Economics (IZA) (2003)
Keywords: returns to education, education

Simulation and Estimation of Hedonic Models,
James Heckman, Rosa Matzkin and Lars Nesheim, from Institute of Labor Economics (IZA) (2003)
Keywords: hedonic models, nonparametric methods, simulation, Monte Carlo, additive models, nonadditive models

Identification and Estimation of Hedonic Models,
Ivar Ekeland, James Heckman and Lars Nesheim, from Institute of Labor Economics (IZA) (2003)
Keywords: additive hedonic models, semiparametric estimation

Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond,
James Heckman, Lance Lochner and Petra Todd, from Institute of Labor Economics (IZA) (2005)
Keywords: distribution, panel data, rate of return to schooling, internal rate of return, uncertainty, psychic costs

Dynamic Discrete Choice and Dynamic Treatment Effects,
James Heckman and Salvador Navarro, from Institute of Labor Economics (IZA) (2005)
Keywords: identification, dynamic treatment effects, dynamic discrete choice, semiparametric

Understanding Instrumental Variables in Models with Essential Heterogeneity,
James Heckman, Sergio Urzua and Edward Vytlacil, from Institute of Labor Economics (IZA) (2006)
Keywords: unobserved heterogeneity, instrumental variables, treatment parameters, policy evaluation

Estimating ATT Effects with Non-Experimental Data and Low Compliance,
Manuela Angelucci and Orazio Attanasio, from Institute of Labor Economics (IZA) (2006)
Keywords: program evaluation, treatment effects

The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds,
Flavio Cunha, James Heckman and Salvador Navarro, from Institute of Labor Economics (IZA) (2007)
Keywords: ordered choice, discrete choice, dynamics

Earnings Functions and Rates of Return,
James Heckman, Lance Lochner and Petra Todd, from Institute of Labor Economics (IZA) (2008)
Keywords: nonparametric estimation, marginal internal rate of return, schooling

Instrumental Variables in Models with Multiple Outcomes: The General Unordered Case,
James Heckman, Sergio Urzua and Edward Vytlacil, from Institute of Labor Economics (IZA) (2008)
Keywords: nonparametric, treatment effects, multinomial

Earnings Functions and Rates of Return,
James Heckman, Lance Lochner and Petra Todd, from University of Western Ontario, Centre for Human Capital and Productivity (CHCP) (2008)

A decision support system for assessing alternative projects for the design of a new road network: methodology and application of a case study,
Peter Nijkamp and Francesca Torrieri, from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (2000)
Keywords: evaluation; participation; multidimensional; conflicting objectives

Spatio-Temporal weight with simultaneous effect for environmental data,
Alessia Naccarato, from Department of Economics - University Roma Tre (2012)
Keywords: VAR Models, Space-Time Models, Simultaneous Effect, Constrained Maximum Likelihood Estimator

A Distance Function Approach for Estimating Technical and Allocative Inefficiency,
Giannis Karagiannis, Subal Kumbhakar and Mike Tsionas, in Indian Economic Review (2004)
Keywords: Technical and Allocative Efficiency; Input Distance Function

James J. Heckman and Daniel L. McFadden: Microeconomics and Microdata,
Nobel Prize Committee, from Nobel Prize Committee (2000)
Keywords: Microeconometrics

The Scientific Contributions of James Heckman and Daniel McFadden,
Nobel Prize Committee, from Nobel Prize Committee (2000)
Keywords: Microeconometrics

Autobiography,
James Heckman, from Nobel Prize Committee (2001)
Keywords: Microeconometrics

Microdata, Heterogeneity and the Evaluation of Public Policy,
James Heckman, from Nobel Prize Committee (2000)
Keywords: Microeconometrics

Autobiography,
Daniel McFadden, from Nobel Prize Committee (2001)
Keywords: Microeconometrics

Economic Choices,
Daniel McFadden, from Nobel Prize Committee (2000)
Keywords: Microeconometrics

Interview with the 2000 Laureates in Economics, James J. Heckman and Daniel L. McFadden,
James Heckman and Daniel McFadden, from Nobel Prize Committee (2000)
Keywords: Microeconometrics;

The Identification & Economic Content of Ordered Choice Models with Stochastic Thresholds,
Flavio Cunha, James Heckman and Salvador Navarro, from Geary Institute, University College Dublin (2007)
Keywords: example keyword,example keyword, example keyword

Testing the Correlated Random Coefficient Model,
James Heckman and Daniel Schmierer, from Geary Institute, University College Dublin (2009)
Keywords: Correlated random coefficient, testing, instrumental variables, power of tests based on IV

Understanding Instrumental Variables in Models with Essential Heterogeneity,
James Heckman, Sergio Urzua and Edward Vytlacil, from Geary Institute, University College Dublin (2009)

Tests of Hypotheses Arising In the Correlated Random Coefficient Model,
James Heckman and Daniel Schmierer, from Geary Institute, University College Dublin (2010)
Keywords: Random coefficient models, correlated random coefficient models, instrumental variables

A Dynamic Stochastic Frontier Production Model with Time-Varying Efficiency,
Evangelia Desli, Subhash Ray and Subal Kumbhakar, from University of Connecticut, Department of Economics (2002)

Comparing IV with Structural Models: What Simple IV Can and Cannot Identify,
James Heckman and Sergio Urzua, from Institute of Labor Economics (IZA) (2009)
Keywords: Marschak's Maxim, instrumental variables, structural approaches

Testing the Correlated Random Coefficient Model,
James Heckman, Daniel Schmierer and Sergio Urzua, from Institute of Labor Economics (IZA) (2009)
Keywords: power of tests based on IV, testing, correlated random coefficient, instrumental variables

Tests of Hypotheses Arising in the Correlated Random Coefficient Model,
James Heckman and Daniel Schmierer, from Institute of Labor Economics (IZA) (2010)
Keywords: correlated random coefficient models, instrumental variables

Consistent Parameter Estimation for Lagged Multilevel Models,
N.H. Spencer, from University of Hertfordshire - Business Schoool (1998)
Keywords: ESTIMATOR ; STATISTICAL ANALYSIS

Forecasting Seasonal Factors Method Vs. Regression Method With MS Excel,
Petru Balogh and Pompiliu Golea, in Knowledge Horizons - Economics (2015)
Keywords: Forecasting, Seasonal factor, Regression, Comparative analysis

The Efficiency Of An Estimator. Application,
Cristina-Ioana Fatu, in Knowledge Horizons - Economics (2017)
Keywords: Statistical Estimation, Efficient Estimator, Random Variable, Relative Efficiency, Absolute Correct Estimator

Stock Market Volatility And Non-Performing Loans: Evidence From Stocks Of The Nigerian Banks,
Sayo Oludare, Michael Olagunju and Olusegun Adelodun, in The African Finance Journal (2013)
Keywords: EGARCH model, GED residuals, returns, heteroscedasticity

The Generalized Method of Moments,
Lev Slutskin, in Applied Econometrics (2007)
Keywords: asymptotic normality; consistent estimator; instrumental variables; method of moments

Evolución de la productividad multifactorial, ciclos y comportamiento de la actividad económica en Cundinamarca,
Álvaro Hernando Chavez Castro, from Universidad Externado de Colombia (2005)
Keywords: Cundinamarca

On the existence of moments: With an application to German stock returns,
Ralf Runde and Axel Scheffner, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (1998)
Keywords: Tail estimation, fQ-System, Distribution of stock returns

Estimation Theory for the Cusp Catastrophe Model,
Loren Cobb, from University Library of Munich, Germany (2010)
Keywords: cusp, catastrophe, exponential family

Turkiye'de Calisan Kadinlarin Cocuk Bakim Tercihleri,
Hulya Kakici, Asst. Prof. Hamdi Emec and Prof.Dr.Senay Ucdogruk, in Istanbul University Econometrics and Statistics e-Journal (2007)
Keywords: Child care preferences, working women, child care prefefences of working women, multinomial logit model.

Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy,
Francesca Greselin, Leo Pasquazzi and Ricardas Zitikis, from University Library of Munich, Germany (2009)
Keywords: Zenga index, lower conditional expectation, upper conditional expectation, confidence interval, Bonferroni curve, Lorenz curve, Vervaat process.

Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models,
Abdelouahab Bibi and Ahmed Ghezal, from University Library of Munich, Germany (2017)
Keywords: Periodic asymmetric GARCH model, Stationarity, Strong consistency, Asymptotic normality.

Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models,
Francesco Paolo Esposito and Mark Cummins, from University Library of Munich, Germany (2015)
Keywords: latent state-variables, non-linear filtering, finite difference method, multi-variate jump-diffusions, likelihood estimation

Variance targeting estimation of the BEKK-X model,
Le Quyen Thieu, from University Library of Munich, Germany (2016)
Keywords: BEKK model augmented with exogenous variables, BEKK-X model, Variance targeting estimation (VTE)

A távbeszélő-szolgáltatások keresleti modelljeinek áttekintése - különös tekintettel a vezetékes és mobilszolgáltatások közötti helyettesítés becslésére,
Vanda Bölcskei, in Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences) (2010)

Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling,
Joaquim Ramalho and Esmeralda Ramalho, from University of Évora, Department of Economics (Portugal) (2005)
Keywords: Endogenous Stratified Sampling, Bias correction, GMM, Parametric models

Non-routine Works Occur from Aviation Man-hour Estimation: Real-time Applications in Job Cards,
Halim Kazan and Arzu Tavsamaz, in Alphanumeric Journal (2014)
Keywords: Forecast, Job Card, Man-Hour, Non-routine, Routine

Averaging estimators for discrete choice by M-fold cross-validation,
Shangwei Zhao, Jianhong Zhou and Guangren Yang, in Economics Letters (2019)
Keywords: Asymptotically optimality; Computational cost; Cross-validation; Model averaging;

Uniform confidence bands: Characterization and optimality,
Joachim Freyberger and Yoshiyasu Rai, in Journal of Econometrics (2018)
Keywords: Uniform confidence bands; Simultaneous inference; Projections; Optimality;

How important are wealth effects on consumption in Canada?,
Maral Kichian and Milana Mihic, in Canadian Journal of Economics (2018)

Extreme quantile estimation for β-mixing time series and applications,
Valérie Chavez-Demoulin and Armelle Guillou, in Insurance: Mathematics and Economics (2018)
Keywords: Asymptotic normality; β-mixing; Extreme value index; GARCH models; High quantile; Return level; Value-at-Risk;

A small sigma approach to certain problems in errors-in-variables models,
Jinyong Hahn, Jerry Hausman and Jeonghwan Kim, in Economics Letters (2021)
Keywords: Errors-in-variables; Small sigma;

A Proposed Estimator for Dynamic Probit Models,
Wei Gao, Qiwei Yao and Wicher Bergsman, from University Library of Munich, Germany (2013)
Keywords: Dynamic and static probit models; Panel data; Generalized Linear models

Second order bias of quasi-MLE for covariance structure models,
Artem Prokhorov, in Economics Letters (2012)
Keywords: (Q)MLE; EL; Covariance structures;

Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem,
Dmytro Matsypura, Emily Neo and Artem Prokhorov, in Economics Letters (2016)
Keywords: Network flow problem; Copulas;

A goodness-of-fit test for copulas,
Artem Prokhorov, from University Library of Munich, Germany (2008)