Search Results

On Stability of Nonlinear AR Processes with Markov Switching,
J.-F. Yao and J.-G. Attali, from Université Panthéon-Sorbonne (Paris 1) (1999)
Keywords: MODELS ; MATHEMATICS ; LINEAR PROGRAMMING

Using R In Generalized Linear Models,
Mihaela Covrig, Iulian Mircea, Gheorghita Zbaganu, Alexandru Coser and Alexandru Tindeche, in Romanian Statistical Review (2015)
Keywords: GLM, count data, insurance, Poisson regression, Negative Binomial Regression, R

A Simple Representation of the Bera-Jarque-Lee Test for Probit Models,
Joachim Wilde, from Halle Institute for Economic Research (IWH) (2007)
Keywords: probit model, Lagrange multiplier test, normality assumption, artificial regression

Modeling Violence against Women in India: Theories and Problems,
Rituparna Das, from University Library of Munich, Germany (2010)
Keywords: Violence, Woman, Probability

Independent Candidates in a Parliamentary Election in India: A Poisson Regression Model,
Kaushik Bhattacharya, from University Library of Munich, Germany (2010)
Keywords: Independent Candidates, Election, Poisson, Negative Binomial

Vouchers, choice, and public policy: An overview,
Romulo Chumacero and Ricardo Paredes, in Estudios de Economia (2012)
Keywords: Vouchers, School choice, Chile

Market for statisticians in developing economies: The case study of Pakistan’s corporate sector,
Javed Iqbal and Abbas Rawish, from University Library of Munich, Germany (2006)
Keywords: Statisticians; Count Data Modes; Poisson Regression; Negative Binomial Regression; Developing Economy

THE INFLUENCE OF MICROFINANCE ON THE EDUCATION DECISIONS OF RURAL HOUSEHOLDS: EVIDENCE FROM BOLIVIA,
Jorge Maldonado, from Universidad de los Andes, Facultad de Economía, CEDE (2005)
Keywords: Microfinance

Choice Preferences for Regional and Green Electricity: Influence of Regional and Environmental Identity,
Larissa Fait, Heike Wetzel and Elke D. Groh, from Verein für Socialpolitik / German Economic Association (2020)

Score Tests of Normality in Bivariate Probit Models,
Anthony Murphy, from University Library of Munich, Germany (2005)
Keywords: Score test, bivariate probit, normality, Gram-Charlier series

Factors Determining the Choice of Healthcare Providers in Uganda,
Medard Turyamureba, Bruno L Yawe and John Oryema, in Tanzanian Economic Review (2022)
Keywords: determinants; demand; multinomial logit; healthcare provider; Uganda

Semiparametric estimation of a binary response model with a change-point due to a covariate threshold,
Sokbae (Simon) Lee and Myung Hwan Seo, from London School of Economics and Political Science, LSE Library (2007)
Keywords: Binary response model; maximum score estimation; semiparametric estimation; threshold regression; nonlinear random utility models.

A test of the normality assumption in the ordered probit model,
Paul Johnson, from University Library of Munich, Germany (1996)
Keywords: Ordered Probit, Normality, Lagrange Multiplier

Tests for the consistency of three-level nested logit models with utility maximization,
María José Gil-Moltó and Arne Hole, from University Library of Munich, Germany (2004)
Keywords: Nested logit, Discrete choice, Random utility maximization

The use of citation speed to understand the effects of a multi-institutional science center,
Jan Youtie, in Scientometrics (2014)
Keywords: Citation, Research center, Speed, Self-citation

The determinants of research collaboration modes: exploring the effects of research and researcher characteristics on co-authorship,
Seongkyoon Jeong, Jae Young Choi and Jaeyun Kim, in Scientometrics (2011)
Keywords: Research collaboration, Research and development strategy, Co-authorship, Multinomial probit model

Circumventing the problem of the scale: discrete choice models with multiplicative error terms,
Mogens Fosgerau and Michel Bierlaire, from University Library of Munich, Germany (2007)
Keywords: Multivariate extreme value; logsum

A nested recursive logit model for route choice analysis,
Tien Mai, Emma Frejinger and Mogens Fosgerau, from University Library of Munich, Germany (2015)
Keywords: route choice modelling; nested recursive logit; substitution patterns; value iterations; maximum likelihood estimation; cross-validation

Estimation of a Binary Choice Model with Grouped Choice Data,
Lyubov Kurkalova and Sergey Rabotyagov, from Center for Agricultural and Rural Development (CARD) at Iowa State University (2005)
Keywords: aggregated choice data, binary choice model.

Reglas de clasificación discriminante: aplicación a la vivienda,
Raquel Arévalo, from IDEGA - Instituto Universitario de Estudios e Desenvolvemento de Galicia (1999)
Keywords: Análisis logístico, Reglas de Clasificación Discriminante, Régimen de Tenencia, Encuesta de Presupuestos Familiares

Intertemporal Price Discrimination with Forward-Looking Consumers: Application to the US Market for Console Video-Games,
Harikesh Nair, from Stanford University, Graduate School of Business (2006)

The efficient moment estimation of the probit model with an endogenous continuous regressor,
Daiji Kawaguchi and Hisahiro Naito, from Institute of Economic Research, Hitotsubashi University (2005)
Keywords: Probit, Continuous endogenous regressor, Moment estimation

Towards better understanding of complex machine learning models using Explainable Artificial Intelligence (XAI) - case of Credit Scoring modelling,
Marta Kłosok and Marcin Chlebus, from Faculty of Economic Sciences, University of Warsaw (2020)
Keywords: machine learning, explainable Artificial Intelligence, visualization techniques, model interpretation, variable importance

SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD,
Sokbae (Simon) Lee and Myung Hwan Seo, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2007)
Keywords: Binary response model, maximum score estimation, semiparametricestimation, threshold regression, nonlinear random utility models.

Small-sample properties of tests for heteroscedasticity in the conditional logit model,
Arne Hole, from HEDG, c/o Department of Economics, University of York (2006)
Keywords: conditional logit, heteroscedasticity

Binary Response Models: Logits, Probits and Semiparametrics,
Joel L. Horowitz and N. E. Savin, in Journal of Economic Perspectives (2001)

New Wine in Old Bottles: A Sequential Estimation Technique for the LPM,
William Horrace and Ronald Oaxaca, from Institute of Labor Economics (IZA) (2003)
Keywords: linear probability model, sequential least squares, consistency, Monte Carlo

A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit,
Massimo Filippini, William Greene, Nilkanth Kumar and Adan Martinez-Cruz, from CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich (2017)
Keywords: Bivariate probit; Recursive Bivariate probit; Tetrachoric correlation; Monte Carlo simulation

Estimating the Standard Errors of Individual-Specific Parameters in Random Parameters Models,
William Greene, Mark Harris and Christopher Spencer, from Department of Economics, Loughborough University (2014)
Keywords: Random parameters, individual-specific parameters, standard errors, voting, Monetary Policy Committee.

Estimating the Standard Errors of Individual-Specific Parameters in Random Parameters Models,
William Greene, Mark Harris and Christopher Spencer, from Bankwest Curtin Economics Centre (BCEC), Curtin Business School (2013)
Keywords: Random parameters, individual?specific parameters, standard errors, voting, Monetary Policy Committee

The DOGEV Model,
Tim Fry and Mark Harris, from Monash University, Department of Econometrics and Business Statistics (2002)
Keywords: Generalized extreme value; Choice set generation; Ordinal data

Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors,
Riccardo (Jack) Lucchetti, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2000)

Omitted Variables and Misspecified Disturbances in the Logit Model,
Jan Cramer, from Tinbergen Institute (2005)
Keywords: logit model; omitted variables; misspecification

The role of the reference alternative in the specification of asymmetric discrete choice models,
Lorenzo Masiero and John Rose, from USI Università della Svizzera italiana (2011)
Keywords: stated choice experiments, reference alternative, preference asymmetry, willingness to pay

Approach to Analysis of Self-Selected Interval Data,
Yuri Belyaev and Bengt Kriström, from CERE - the Center for Environmental and Resource Economics (2010)
Keywords: Interval data; Maximum Likelihood; Turnbull estimator; willingness-to-pay; quantitative elicitation

Approximating the marginal effect of discrete regressors in logit models,
Vincent Daly, from School of Economics, Kingston University London (2006)
Keywords: Logit Models; Approximation Error

A discrete choice model with endogenous attribute attendance,
Arne Hole, from The University of Sheffield, Department of Economics (2010)
Keywords: discrete choice, attribute attendance

An Evaluation of the Swedish Active Labor Market Policy: New and Received Wisdom,
Anders Forslund and Alan Krueger, from Princeton University, Department of Economics, Industrial Relations Section. (1994)
Keywords: Sweden, labor market, active labor market programs

Fitting the SCHWARTZ-BARRETT-MARSHALL Model,
German Rodriguez and James Trussell, from Princeton University, Woodrow Wilson School of Public and International Affairs, Office of Population Research. (1997)

Comparing Latent Inequality with Ordinal Data,
David Kaplan and Wei Zhao, from Department of Economics, University of Missouri (2022)
Keywords: Confidence set, Non-parametric inference, Partial identification, Partial ordering, Quantiles.

Multiple Testing of a Function's Monotonicity,
Wei Zhao, from Department of Economics, University of Missouri (2023)
Keywords: multiple testing procedure, familywise error rate, inner confidence set, outer confidence set

AN ANALYSIS OF THE EVENTS THAT LED TO THE EXACERBATION OF THE BLACK SEA CRISIS IN THE LAST DECADE AND THE ROLE OF DISINFORMATION AND MISINFORMATION,
Adrian Viorel Dragomir, Robert-Claudiu Hellvig and Constantin-Adrian Blanaru, in Internal Auditing and Risk Management (2022)
Keywords: disinformation, information security, war, vulnerability, resilience

Econometric Models with Panel Data,
Václava Pánková, in Acta Oeconomica Pragensia (2007)
Keywords: panel data, random / fixed effects model, short time series, Hausman test

Non-linéarité entre inflation et croissance économique: quels enseignements pour la zone BEAC ?,
Itchoko Motande Mondjeli Mwa Ndjokou and Pierre Christian Tsopmo, in Revue d’économie du développement (2017)
Keywords: Inflation-growth relation, Optimal inflation threshold, PSTR model

Assessing the Twin Deficits Hypothesis in Selected OECD Countries: An Empirical Investigation,
Mehmet Nargelecekenler and Filiz Giray, in Business and Economics Research Journal (2013)
Keywords: Twin deficits; panel unit root; structural breaks; panel cointegration

Relación entre turismo internacional y el crecimiento económico a nivel mundial,
Christian González and Brayan Tillaguango, in Revista Económica (2020)
Keywords: Crecimiento económico; Turismo; Cointegración; Datos de panel; Causalidad

EXPLORACIÓN DE PETRÓLEO EN COLOMBIA: UNA APROXIMACIÓN EMPÍRICA,
Paulo Cesar Aguirre Galvez, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Economía de los Recursos Naturales

FACTORES ASOCIADOS AL LOGRO EDUCATIVO A NIVEL MUNICIPAL,
Alejandro Mina, from Universidad de los Andes, Facultad de Economía, CEDE (2004)
Keywords: Calidad de la educación

Estimation of a panel stochastic frontier model with unobserved common shocks,
Chih-Chiang Hsu, Chang-Ching Lin and Shou-Yung Yin, from University Library of Munich, Germany (2012)
Keywords: fixed effects, common correlated effects, factor structure, cross-sectional dependence, stochastic frontier

On the C++ Object Programming for Time Series, in the Linux framework,
George Daniel Mateescu, from Institutul National de Cercetari Economice (INCE) (2012)
Keywords: Object Programming, Time Series

On the C++ Object Programming for Time Series, in the Linux framework,
George Mateescu, from Institutul National de Cercetari Economice (INCE) (2013)
Keywords: Object Programming, Time Series

Second-order corrected likelihood for nonlinear panel models with fixed effects,
Geert Dhaene and Yutao Sun, in Journal of Econometrics (2021)
Keywords: Nonlinear panel data models; Fixed effects; Incidental parameter problem; Bias correction;

Consumer purchasing behavior analysis using CVS POS data,
Kaoru Kuramoto, Yosuke Kurihara and Satoshi Kumagai, from International Institute of Social and Economic Sciences (2020)
Keywords: Simultaneous purchaseConsumer attributesmaximum likelihood methodlogit modelAIC

Dances with Chinese data: are the reform period Chinese provincial panel data reliable?,
Qichun He, from University Library of Munich, Germany (2011)
Keywords: Technology Diffusion, Convergence Equation, Panel Data, System GMM (Generelized method of moments)

WHAT PART OF THE INCOME DISTRIBUTION MATTERS FOR EXPLAINING PROPERTY CRIME? THE CASE OF COLOMBIA,
Jairo Nunez, Fabio Sanchez Torres and François Bourguignon, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Crime economics

Optimal forecasting with heterogeneous panels: a Monte Carlo study,
Lorenzo Trapani and Giovanni Urga, from Department of Management, Information and Production Engineering, University of Bergamo (2006)
Keywords: Panel data; homogeneous, heterogeneous and shrinkage estimators; forecasting; cross dependence; Monte Carlo simulations

Moment Restrictions and Identification in Linear Dynamic Panel Data Models,
Tue Gørgens, Chirok Han and Sen Xue, in Annals of Economics and Statistics (2019)
Keywords: Dynamic Panel Data Models, Fixed Effects, Identification, Generalized Method of Moments, Arellano-Bond Estimator

Testing for the null of block zero restrictions in common factor models,
Chirok Han and Dukpa Kim, in Economics Letters (2020)
Keywords: Structural breaks in factor loadings; Number of factors;

IV Estimation of Panels with Factor Residuals,
Donald Robertson, Vasilis Sarafidis and James Symons, from University Library of Munich, Germany (2010)
Keywords: Method of Moments, Dynamic Panel Data, Factor Residuals.

The dynamics of capital structure: Panel data analysis. Evidence from New High-Tech German Firms,
Pr.Abdelwahed Trabelsi and Imen Bouallegui, from Econometric Society (2004)
Keywords: Capital structure, Optimal leverage, Panel data analysis, Dynamic models, Fixed effects, Random effects, Anderson and Hsiao estimators.

Likelihood Based Inference for amic Panel Data Models,
Gareth M. Thomas and Seung Ahn, from Econometric Society (2004)
Keywords: dynamic panel data mle

Productivity and Economic Growth in Latin America: The Stochastic Production Frontier Approach,
Almir Bittencourt, from Econometric Society (2004)
Keywords: Economic growth; stochastic production frontier; total factor productivity.

Models of Productivity in European Union, the USA and Japan,
Xosé Rodríguez and Pilar Exposito, in Applied Econometrics and International Development (2004)
Keywords: productivity models, European productivity, Japan productivity, USA productivity

Analytical bias correction for two-step fixed effects models with copula-distributed errors,
Costanza Naguib, in Economics Letters (2022)
Keywords: Two-step fixed effects; Analytical bias correction; Relative mobility;

Technical Efficiency of Microfinance Institutions in India- A Stochastic Frontier Approach,
Tariq Masood and Mohd. Izhar Ahmad, from University Library of Munich, Germany (2010)
Keywords: Microfinance Institutions, Technical Efficiency, Stochastic Frontier Method, India

On bootstrapping panel factor series,
Lorenzo Trapani, in Journal of Econometrics (2013)
Keywords: Bootstrap; Invariance principle; Factor series; Vector AutoRegression; Joint asymptotics;

Convergencia económica regional: el caso de los Departamentos colombianos,
Liliana Franco Vásquez and Josep Raymond, in Revista Ecos de Economía (2009)
Keywords: Crecimiento Económico; Clubs de Convergencia; Concentración

More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation,
Nicholas Brown and Jeffrey Wooldridge, from Economics Department, Queen's University (2023)
Keywords: fixed effects Poisson, serial correlation, optimal instruments, generalized method of moments

Home Team Advantage in the NRL,
Thomas Longden, in Review of Environment, Energy and Economics - Re3 (2014)
Keywords: Sports Economics, Home Team Advantage, Rugby League

Anova-type consistent estimators of variance components in unbalanced multi-way error components models,
Giovanni Bruno, from KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy (2010)
Keywords: variance components, Anova-type estimators, multi-way error components models, unbalancedness, endogenous regressors

Approximating the Bias of the LSDV Estimator for Dynamic Unbalanced Panel Data Models,
Giovanni Bruno, from KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy (2004)
Keywords: Bias approximation; Unbalanced panels; Dynamic panel data; LSDV estimator; Monte Carlo experiment

Copula-based bivariate binary response models,
Rainer Winkelmann, from Socioeconomic Institute - University of Zurich (2009)
Keywords: Bivariate probit, binary endogenous regressor, Frank copula, Clayton copula

Further results on bias in dynamic unbalanced panel data models with an application to firm R&D investment,
Boris Lokshin, from United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2008)
Keywords: Bias Correction, Unbalanced Panel Data, GMM, Dynamic Models

Bias correction for within-group estimation of panel data models with fixed effects and sample selection,
Chirok Han and Goeun Lee, in Economics Letters (2022)
Keywords: Fixed effects; Sample selection; Within-group estimator; Weighted least squares; Pairwise differences;

Discrete Choices with Panel Data,
Manuel Arellano, from Centro de Estudios Monetarios Y Financieros- (2001)
Keywords: PANEL DATA ; DISTRIBUTION ; BINARY CHOICE

Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,
Manuel Arellano and Stéphane Bonhomme, in Annual Review of Economics (2017)
Keywords: dynamic models, structural economic models, panel data, unobserved heterogeneity

Nonlinear Panel Data Analysis,
Manuel Arellano and Stéphane Bonhomme, in Annual Review of Economics (2011)
Keywords: incidental parameters, unobserved heterogeneity

Robust likelihood estimation of dynamic panel data models,
Javier Alvarez and Manuel Arellano, in Journal of Econometrics (2022)
Keywords: Autoregressive panel data models; Time series heteroskedasticity; Bias-corrected score; Random effects; Earnings process;

Binary Choice Panel Data Models with Predetermined Variables,
Manuel Arellano and Raquel Carrasco, from Centro de Estudios Monetarios Y Financieros- (1996)
Keywords: ECONOMIC MODELS;STATISTICAL ANALYSIS

Does Value-added Tax Revenue Inspire Growth? Evidence from Southern Africa,
Zurika Robinson and Jesse De Beer, in The African Finance Journal (2024)
Keywords: VAT revenue, SADC, Economic growth

En busca del oro ¿Qué determina el éxito en competencias deportivas internacionales?,
Dante Contreras and Andres Gomez-Lobo, in El Trimestre Económico (2006)
Keywords: deportes, datos de panel

Robus Standard Error Estimation in Fixed-Effects Panel Models,
Gabor Kezdi, from University Library of Munich, Germany (2005)
Keywords: Fixed-Effects Panel Models, Serial Correlation, Robust Standard Error Estimation

Economic Growth and Human Capital Accumulation across Countries: Evidence from WAEMU Region,
Ousmane Traoré, in International Advances in Economic Research (2020)
Keywords: Healthcare spending, Gross domestic product, Panel Granger causality, Spatial spillover effects, Maximum likelihood estimates

Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects,
Shaymal C. Halder and Emir Malikov, in Economics Letters (2020)
Keywords: Fixed effect; Local linear; LSDV; Semiparametric; Smooth coefficient; Time effect;

Crecimiento Económico y Concentración Original del Ingreso: Experiencias Internacionales desde 1820,
Carlos Posada and José Fernando Escobar, from Banco de la Republica (2003)
Keywords: Crecimiento Económico,

Detection of Structural Breaks in Linear Dynamic Panel Data Models,
Stefan De Wachter and Elias Tzavalis, from Queen Mary University of London, School of Economics and Finance (2004)
Keywords: Panel data, Structural break, Break detection

Threshold effects in the relationship between inflation and growth: a new panel-data approach,
David Drukker, Pedro Gomis-Porqueras and Hernandez -erme Paula, from University Library of Munich, Germany (2005)
Keywords: threshold model, nonlinear model, empirical growth, super-neutrality, panel data

On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors,
Yiannis Karavias and Elias Tzavalis, from University Library of Munich, Germany (2012)
Keywords: Panel data models; unit roots; local power functions; serial correlation; incidental trends

On quasi maximum-likelihood estimation of dynamic panel data models,
Robert Phillips, in Economics Letters (2015)
Keywords: Fixed effects; QML estimation; Augmented dynamic panel data model;

Integrated likelihood based inference for nonlinear panel data models with unobserved effects,
Martin Schumann, Thomas A. Severini and Gautam Tripathi, in Journal of Econometrics (2021)
Keywords: Fixed effects; Integrated likelihood; Nonlinear models; Panel data;