Search Results

Threshold Effects of Institutional Quality in the Infrastructure-Growth Nexus,
Eyitayo O. Ogbaro, in Journal of Quantitative Methods (2019)
Keywords: infrastructure; institutions and growth; sub-Saharan Africa; principal components; threshold regression model; first-differenced General Method of Moments

On the ordering of credibility factors,
Jae Youn Ahn, Himchan Jeong and Yang Lu, in Insurance: Mathematics and Economics (2021)
Keywords: Dependence; Posterior ratemaking; Credibility; Auto insurance; Time series; Dynamic random effects;

Denis Sargan: some perspectives,
Peter M. Robinson, from London School of Economics and Political Science, LSE Library (2002)
Keywords: Denis Sargan; Tooke Chair of Economic Science and Statistics; asymptotic theory and large models; semiparametric econometrics.

An econometric analysis of volatility discovery,
Gustavo Fruet Dias, Fotis Papailias and Cristina Scherrer, from London School of Economics and Political Science, LSE Library (2023)
Keywords: double asymptotics; fractionally cointegrated vector autoregressive model; high-frequency data; long memory; market microstructure; price discovery; realized measures

A note on the double k-class estimator in simultaneous equations,
Kajal Lahiri and Chuanming Gao, from University Library of Munich, Germany (2002)
Keywords: Limited Information; Simultaneous Equations; Finite Sample; Mean Squared Error.

Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left,
Jerry Hausman, in Journal of Economic Perspectives (2001)

A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression,
Mark Jensen, from University Library of Munich, Germany (1995)
Keywords: nonlinear SURE models, covariance estimates, hypothesis testing of neoclassical theory

Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments,
Joshua Angrist and Alan Krueger, in Journal of Economic Perspectives (2001)

Stima delle equazioni simultanee non-lineari: una rassegna,
Giorgio Calzolari, from University Library of Munich, Germany (1992)
Keywords: Econometric models; simultaneous equations; nonlinear models; estimation methods; survey

Conjugate Gradient methods for solving sparse Simultaneous Equations Models,
Paolo Foschi and Erricos Kontoghiorghes, from Society for Computational Economics (2002)
Keywords: Simultaneous Equations Models, 3SLS, Conjugate Gradient methods

A Model of Energy Demand in the U.S. Commercial Sector with Declining Rate Schedules,
Frank Denton, Dean Mountain and Byron Spencer, from McMaster University (2000)
Keywords: energy demand; declining rate schedules

Split Sample Instrumental Variables,
Joshua Angrist and Alan Krueger, from National Bureau of Economic Research, Inc (1995)

Exact Small Sample Properties of the Instrumental Variable Estimator. A View From a Different Angle,
Halvor Mehlum, from Oslo University, Department of Economics (2004)
Keywords: Instrument; variable; estimator

A polar confidence curve applied to Fieller’s ratios,
Halvor Mehlum, from Oslo University, Department of Economics (2017)
Keywords: Confidence curve; Fieller solution; test

Understanding Post-War Changes in U.S. Household Production: A Full-Income Demand-System Perspective,
Wallace Huffman, from Iowa State University, Department of Economics (2006)
Keywords: complete-demand system; household production; housework; price elasticities; income elasticities; post-World War II

Estimating Demand Systems when Outcomes Are Correlated Count,
Joseph Herriges, Daniel Phaneuf and Justin Tobias, from Iowa State University, Department of Economics (2008)
Keywords: recreation demand; Demand systems; counts; Bayesian analysis

A Poisson Ridge Regression Estimator,
Kristofer Månsson and Ghazi Shukur, from HUI Research (2010)
Keywords: Poisson regression; maximum likelihood; ridge regression; MSE; Monte Carlo simulations; Multicollinearity

Modified Ridge Parameters for Seemingly Unrelated Regression Model,
Zangin Zeebari, Ghazi Shukur and B. M. Golam Kibria, from HUI Research (2010)
Keywords: Multicollinearity; modified SUR ridge regression; Monte Carlo simulations; TMSE

A New Asymmetric Interaction Ridge (AIR) Regression Method,
Kristofer Månsson, Ghazi Shukur and Pär Sjölander, from HUI Research (2012)
Keywords: OLS; multicollinearity; regression analysis

Graphical Interpretations of Rank Conditions For Identification of Linear Gaussian Models,
Nikolay Arefiev, from National Research University Higher School of Economics (2016)
Keywords: graphical models, identi cation, rank condition

The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing,
R Scott Hacker and Abdulnasser Hatemi-J, from Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2010)
Keywords: Unit Roots; Deterministic Components; Model Selection

Measuring Income-Related Health Inequalities in Sweden,
Ulf-G. Gerdtham and Gun Sundberg, from Stockholm School of Economics (1996)
Keywords: Equity; distribution; inequalities; health

Combining cluster analysis with synthetic control for evaluating economic impacts of the dam breach in Mariana, Brazil,
Leonardo Biazoli, Ednilson Sebastião Ávila and Izabela Regina Cardoso Oliveira, in Empirical Economics (2024)
Keywords: Causal inference, Dynamic time warping, Sociotechnical disasters, Cluster analysis

Inference in partially identified heteroskedastic simultaneous equations models,
Helmut Lütkepohl, George Milunovich and Minxian Yang, in Journal of Econometrics (2020)
Keywords: Heteroskedasticity; Simultaneous equations models; Testing for identification; Davies’ problem;

An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models,
Garry Phillips, from University of Exeter, Department of Economics (1999)
Keywords: REGRESSION ANALYSIS ; ECONOMETRICS

Simultaneous Equation Econometrics: The Missing Example,
Dennis Epple and Bennett McCallum, in Economic Inquiry (2006)

The non-parametric identification of the mixed proportional hazards competing risks model,
Jaap H. Abbring and Gerard J. van den Berg, from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (2000)
Keywords: competing risks; mixed proportional hazard; non-parametric identification; frailty; duration model; multiple spells.

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models,
Helmut Lütkepohl, George Milunivich and Minxian Yang, from DIW Berlin, German Institute for Economic Research (2016)
Keywords: Heteroskedasticity, simultaneous equations models, testing for identification, Davies' problem

A Semi-Parametric Bayesian Generalized Least Square Estimator,
Ruochen Wu and Melvyn Weeks, from Faculty of Economics, University of Cambridge (2020)
Keywords: Bayesian semi-parametric, generalized lease square estimator, Dirichlet process, equation system, seemingly unrelated regression, panel data, random effects model, correlated random effects model.

Exact Distribution Theory in Structural Estimation with an Identity,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2007)
Keywords: Exact distribution, Identity, IV estimation, LIML, Structural equation, Uniform asymptotic expansion

A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2005)
Keywords: Attraction, Bimodality, Concentration parameter, Identity, Inverse normal, Point of compression, Structural Equation, Weak instrumentation

Are Nearly “Exogenous Instruments” Reliable?,
Daniel Berkowitz, Mehmet Caner and Ying Fang, from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2013)
Keywords: Valid Instruments, Weak Identification, Inference.

Tournaments with prize-setting agents,
Kristoffer W. Eriksen, Ola Kvaløy and Trond Olsen, from Norwegian School of Economics, Department of Business and Management Science (2008)
Keywords: Rank-order tournament; prize spread; ability-difference

On the Bimodality of the Exact Distribution of the TSLS Estimator,
Giovanni Forchini, from Monash University, Department of Econometrics and Business Statistics (2005)
Keywords: Bimodality, Identification, Structural equation, Two Stage Least Squares.

Bayesian Model Averaging in the Instrumental Variable Regression Model*,
Gary Koop, Roberto Leon-Gonzalez and Rodney Strachan, from University of Strathclyde Business School, Department of Economics (2011)
Keywords: Bayesian, endogeneity, simultaneous equations, reversible jump Markov chain Monte Carlo.

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models,
Helmut Lütkepohl, George Milunovich and Minxian Yang, from School of Economics, The University of New South Wales (2016)
Keywords: Heteroskedasticity, simultaneous equations models, testing for identification, Davies' problem

On Estimating Multiple Treatment Effects with Regression,
Paul Goldsmith-Pinkham, Peter Hull and Michal Kolesár, from Princeton University. Economics Department. (2021)
Keywords: regressions, treatment effect

Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments,
Joshua Angrist and Alan Krueger, from Princeton University, Department of Economics, Industrial Relations Section. (2001)
Keywords: instrumental variables, natural experiment

Outlier Detection and Editing Procedures for Continuous Multivariate Data,
Bonnie Ghosh-Dastider and J. Schafer, from Princeton University, Woodrow Wilson School of Public and International Affairs, Office of Population Research. (2003)
Keywords: Contaminated normal; EM algorithm; outliers; posterior probability

GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known,
Gautam Tripathi, from University of Connecticut, Department of Economics (2009)
Keywords: Generalized method of moments, GMM, standard stratified sampling.

Determining Of Financial Failures With Multivariate Statistical Methods,
Dilek Altas and Selay Giray, in Anadolu University Journal of Social Sciences (2005)
Keywords: Financial Failure, Logistic Regression, Textile Sector

Is Yasam Dengesinin Orgutsel Baglilik ve Calisan Memnuniyetine Etkisi,
Oya Korkmaz and Evrim Erdogan, in Ege Academic Review (2014)
Keywords: Is-yasam dengesi, orgutsel baglilik, calisan memnuniyeti, yapisal esitlik modeli

The Infl uence of Electronic-Word-of-Mouth on Travel Intention among Foreign Students in Malaysia: Does Gender Really Matter?,
Gengeswari Krishnapillai and Kwok See Ying, in International Review of Management and Marketing (2017)
Keywords: Travel Intention, Electronic Word of Mouth, Gender Differences

Application and Diagnostic Checking of Univariate and Multivariate GARCH Models in Serbian Financial Market,
Jelena Minovic, in Economic Analysis (2008)
Keywords: Multivariate GARCH models, Ljung-Box statistics, residual-based diagnostics, Lagrange Multiplier test

THE EXPLICITNESS OF VECTOR BALANCING THE UNSUSTAINABLE PRODUCTION AND CONSUMPTION MODE,
Marek £adyga and Maciej Tkacz, in Polish Journal of Management Studies (2012)
Keywords: unsustainable production and consumption model, vector

THE EFFECTS OF PRODUCT FIT AND BRAND FIT ON MEMORY RETENTION FOR BRAND ALLIANCES: WHEN LESS IS MORE,
Andrew T. Norman, in International Journal of Management and Marketing Research (2016)
Keywords: Brand Alliances, Brand Promotion, Consumer Behavior, Memory Effects, Brand Identity, Brand Management

CHALLENGES OF ORGANIZATIONAL CHANGE IN THE CASE OF ALBANIAN EXPORTING COMPANIES,
Doloreza Sinanaj and Petrit Dollani, in Perspectives of Innovation in Economics and Business (PIEB) (2010)
Keywords: Albanian exporting companies, organizational change.

CAUSALITY TEST OF BUSINESS RISK AND CAPITAL STRUCTURE IN A PANEL DATA OF NIGERIAN LISTED FIRMS,
Dauda Mohammed, in Accounting & Taxation (2014)
Keywords: Capital Structure, Business Risk, Granger Causality, Instrumental Variables, Misspecification, Seemingly Unrelated Regression Equations, Three Stage Least Squares

The Expected Number for Real Roots of a Multihomogeneous System of Polynominal Equations,
Andrew McLennan, from Minnesota - Center for Economic Research (1999)
Keywords: MATHEMATICS ; STATISTICS

Symposium on Econometric Tools,
Alan Krueger, in Journal of Economic Perspectives (2001)

The Who in VR/AR for Education: A Scoping Review from IEEE Publications,
Arbana Kadriu and Lejla Abazi Bexheti, from IRENET - Society for Advancing Innovation and Research in Economy, Zagreb (2022)
Keywords: Virtual Reality, Augmented reality, Teaching, Education

A Comparison of Algorithms for Text Classification of Albanian News Articles,
Arbana Kadriu and Lejla Abazi, from IRENET - Society for Advancing Innovation and Research in Economy, Zagreb (2017)
Keywords: data mining, text classification, news articles, machine learning

Exploring Gender Role in Co-Authorship Networks for Computing Books: A Case Study in DBLP,
Kosovare Sahatqija and Arbana Kadriu, from IRENET - Society for Advancing Innovation and Research in Economy, Zagreb (2019)
Keywords: Gender role, co-authorship, DBLP, CS community

In search of a primary source: remaking the paper (1975) where at the first time a definition of lattice (Vorob’ev) expectation of a random set was given,
Oleg Yu. Vorobyev, from University Library of Munich, Germany (2013)
Keywords: Probability theory, random set, mean measure set, lattice expectation, Vorob’ev expectation, eventology.

Applicable eventology of safety: inconclusive totals,
Oleg Yu. Vorobyev, from University Library of Munich, Germany (2013)
Keywords: Eventology, applicable eventology, probability theory, event, probability, set of events, algebra of events, mean probable event, value of an event, Gibbsean event-based model, event identification, total subject, total object, total barrier, portfolio of identification indicators, accuracy of estimating risk, minimum cost of expert.

Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry,
Selçuk Bayracı, from University Library of Munich, Germany (2011)
Keywords: CAPM; Granger causality; unit-root tests

The Rogers-Ramanujan Identities,
Fazlee Hossain and Sabuj Das, from University Library of Munich, Germany (2015)
Keywords: At most, auxiliary function, convenient, expansion, minimal difference, operator, Ramanujan’s device.

On the use of multicriteria classification methods: A simulation study,
Michael Doumpos and Constantin Zopounidis, in Fuzzy Economic Review (2001)
Keywords: multicriteria analysis, classification, Monte Carlo simulation, ANOVA

Consensual Prognostic Model and the Forecasts Made by the Russian Government Institutions,
Mikhail Karev, in Finansovyj žhurnal — Financial Journal (2011)
Keywords: consensual prognostic model, forecasting, public budget, public revenue, taxation

Risk Aversion for Investors with Memory: Hereditary Generalizations of Arrow-Pratt Measure,
Valentina V. Tarasova and Vasily E. Tarasov, in Finansovyj žhurnal — Financial Journal (2017)
Keywords: investment risks, risk of failure, risk aversion, Arrow-Pratt measure, utility function, investor behavior, memory effect, derivatives of non-integer order

Goodness of Fit Tests for Moment Condition Models,
Joaquim Ramalho and Richard Smith, from University of Évora, Department of Economics (Portugal) (2005)
Keywords: GMM, Generalized Empirical Likelihood, Overidentifying Moments, Parametric Restrictions, Pearson-Type Tests

Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise,
Naoto Kunitomo and Seisho Sato, in The North American Journal of Economics and Finance (2013)
Keywords: Integrated volatility; Integrated covariance; Micro-market noise; High-frequency data; Separating Information Maximum Likelihood (SIML); Nikkei-225 futures;

A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter,
Whitney Newey, Joaquim Ramalho and Richard Smith, from University of Évora, Department of Economics (Portugal) (2003)
Keywords: GMM, Empirical Likelihood, Exponential Tilting, Continuous Updating, Bias, Stochastic Expansions

Neglected heterogeneity in moment condition models,
Jinyong Hahn, Whitney Newey and Richard Smith, in Journal of Econometrics (2014)
Keywords: GMM; GEL; Unconditional moments; Conditional moments; Score and LM tests; Information matrix equality;

Tests based on t-statistics for IV regression with weak instruments,
Benjamin Mills, Marcelo Moreira and Lucas P. Vilela, in Journal of Econometrics (2014)
Keywords: Instrumental variables regression; Invariant tests; Optimal tests; Similar tests; Unbiased tests; Weak instruments;

CUE with many weak instruments and nearly singular design,
Mehmet Caner and Neşe Yıldız, in Journal of Econometrics (2012)
Keywords: Singular matrix; Variance; Bias;

A two-stage principal component analysis of symbolic data using equicorrelated and jointly equicorrelated covariance structures,
Anuradha Roy, from College of Business, University of Texas at San Antonio (2014)
Keywords: Jointly equicorrelated covariance structure; symbolic data; Two-stage principal com- ponent analysis

systemfit: A Package to Estimate Simultaneous Equation Systems in R,
Arne Henningsen and Jeff Hamann, from University Library of Munich, Germany (2006)
Keywords: simultaneous equations systems; seemingly unrelated regression; two-stage least squares; three-stage least squares; R

THE CONCEPTUAL MODEL OF HEALTH CARE PRODUCTIVITY*,
Ciprian Sipos, Ph.D. Student Maria Toth and Ph.D. Professor Alexandru Jivan, in Revista Tinerilor Economisti (The Young Economists Journal) (2013)
Keywords: model, productivity, health care, intellect-intensive services

The estimation of simultaneous equation models under conditional heteroscedasticity,
Garry Phillips and Emma Iglesias, from Econometric Society (2004)
Keywords: Simultaneous equations, conditional heteroscedasticity

Second order pseudo-maximum likelihood estimation and conditional variance misspecification,
Bernard Lejeune, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997)
Keywords: Pseudo-maximum likelihood methods, misspecified models

Instrumental regression in partially linear models,
Jean-Pierre Florens, Jan Johannes and Sebastien Van Bellegem, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006)
Keywords: partially linear model, semiparametric regression, instrumental variables, endogeneity, ill-posed inverse problem, Tikhonov regularization, root-N consistent estimation, semiparametric efficiency bound

A unified approach to solve ill-posed inverse problems in econometrics,
Jan Johannes, Sébastien van Belleghem and Anne Vanhems, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007)
Keywords: inverse problem, Hilbert scale, deconvolution, instrumental variable, nonparametric regression

Identification and estimation by penalization in nonparametric instrumental regression,
Jean-Pierre Florens, Jan Johannes and Sebastien Van Bellegem, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007)
Keywords: instrumental variable, nonparametric estimation, ill-posed inverse problem, identification, penalized estimator, Tikhonov regularization, Sobolev norm

GEL statistics under weak identification,
Patrik Guggenberger, Joaquim Ramalho and Richard Smith, in Journal of Econometrics (2012)
Keywords: Asymptotically pivotal statistics; Conditional likelihood ratio statistic; Generalised empirical likelihood; Implied probabilities; Nonlinear moment conditions; Weak identification;

Recent Developments in Empirical Likelihood and Related Methods,
Paulo Parente and Richard Smith, in Annual Review of Economics (2014)
Keywords: moment conditions, GMM, minimum discrepancy, generalized minimum contrast, generalized empirical likelihood

Global Hyperbolicity in Space-Time Manifold,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2016)
Keywords: Cauchy surface, causality, global hyperbolicity, space-time manifold, space-time singularities.

Development of Partition Functions of Ramanujan’s Works,
Das Sabuj and Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Congruent, Jacobi’s Triple product, Modulo, Ramanujan’s Lost Notebook, Theta series.

A Brief Analysis of de Sitter Universe in Relativistic Cosmology,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2017)
Keywords: de Sitter space-time, empty matter universe, redshifts

Gravitational Collapse of a Massive Star and Black Hole Formation,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Black hole, Chandrasekhar limit, Gravitational collapse, Singularity

Kotlarski with a factor loading,
Arthur Lewbel, in Journal of Econometrics (2022)
Keywords: Kotlarski; Deconvolution; Factor models; Measurement error;

Unpuzzling the Purchasing Power Parity Puzzle,
Matteo Pelagatti and Emilio Colombo, from University of Milano-Bicocca, Department of Economics (2012)
Keywords: Purchasing power parity, Law of one price, Stationarity, Unit root.

Instrument endogeneity and identification-robust tests: some analytical results,
Firmin Doko Tchatoka and Jean-Marie Dufour, from University Library of Munich, Germany (2008)
Keywords: simultaneous equations; instrumental variables; locally weak instruments; invalid instruments; locally exogenous instruments.

Bayesian Reduced Rank Regression in SEMs with Weak Identification,
Kajal Lahiri and Jabonn Kim, from Econometric Society (2004)
Keywords: Reduced rank regression, Diffused priors, Weak instruments, Singular value decomposition.

Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments,
Jiahui Wang and Eric Zivot, from University Library of Munich, Germany (1996)
Keywords: confidence intervals, GMM, hypothesis testing, instrumental variables, maximum likelihood estimation, non-identified models.

Valid Confidence Intervals and Inference in the Presence of Weak Instruments,
Charles Nelson, Richard Startz and Eric Zivot, from University Library of Munich, Germany (1996)
Keywords: confidence intervals, instrumental variables, pre-testing, weak instruments

Improved Inference for the Instrumental Variable Estimator,
Richard Startz, Charles Nelson and Eric Zivot, from University Library of Munich, Germany (1999)
Keywords: instrumental variables, Wald test, weak instruments

Iterative regularization in nonparametric instrumental regression,
Jan Johannes, Sebastien Van Bellegem and Anne Vanhems, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2010)
Keywords: nonparametric estimation, instrumental variable, ill-posed inverse problem, iterative method, estimation by projection

Additive models: Extensions and related models,
Enno Mammen, Byeong U. Park and Melanie Schienle, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2012)
Keywords: smooth backfi tting, additive models

Applications of Generalized Method of Moments Estimation,
Jeffrey Wooldridge, in Journal of Economic Perspectives (2001)