Econométrie: working papers (RePEc, 15/02/2011)

Source : NEP (New Economics Papers) | RePEc

  • Inference on Time-Invariant Variables using Panel Data: A Pre-Test Estimator with an Application to the Returns to Schooling
Date: 2010-01-15
By: Jean-Bernard Chatelain (CES – Centre d’économie de la Sorbonne – CNRS : UMR8174 – Université Panthéon-Sorbonne – Paris I)
Kirsten Ralf (PSE – Paris-Jourdan Sciences Economiques – CNRS : UMR8545 – Ecole des Hautes Etudes en Sciences Sociales (EHESS) – Ecole des Ponts ParisTech – Ecole Normale Supérieure de Paris – ENS Paris)
URL: http://d.repec.org/n?u=RePEc:hal:psewpa:hal-00492039&r=ecm
Keywords: Time-Invariant Variables, Panel data, Time-Series Cross-Sections, Pre-Test Estimator, Mundlak Estimator, Fixed Effects Vector Decomposition
  • Seemingly Unrelated Regressions with Spatial Error Components
Date: 2010-09
By: Badi H. Baltagi (Center for Policy Research, Maxwell School, Syracuse University, Syracuse, NY 13244-1020)
Alain Pirotte (ERMES (CNRS) and TEPP (CNRS), Université Panthéon-Assas Paris II, France INRETS-DEST, National Institute of Research on Transports and Safety, France)
URL: http://d.repec.org/n?u=RePEc:max:cprwps:125&r=ecm
Keywords: Seemingly unrelated regressions, panel data, spatial dependence, heterogeneity, forecasting.
JEL: C33
  • A test of singularity for distribution functions
Date: 2011-01-01
By: Victoria Zinde-Walsh
John Galbraith
URL: http://d.repec.org/n?u=RePEc:cir:cirwor:2011s-06&r=ecm
Keywords: generalized function, kernel density estimator, singularity ,
JEL: C14
  • Unconditional Quantile Regression for Exogenous or Endogenous Treatment Variables
Date: 2011-01
By: David Powell
URL: http://d.repec.org/n?u=RePEc:ran:wpaper:824&r=ecm
Keywords: unconditional quantile treatment effects, quantile regression, instrumental variables, identification
JEL: C14
  • Unconditional Quantile Treatment Effects in the Presence of Covariates
Date: 2010-12
By: David Powell
URL: http://d.repec.org/n?u=RePEc:ran:wpaper:816&r=ecm
Keywords: expectations, portfolio choice, subjective probabilities, uncertatinty, Health and Retirement Study
JEL: G11
  • Relative Efficiency of a Quantile Method for Estimating Parameters in Censored Two-Parameter Weibull Distributions
Date: 2011-02-04
By: Jonsson, Robert (Department of Economics, School of Business, Economics and Law, University of Gothenburg)
URL: http://d.repec.org/n?u=RePEc:hhs:gunsru:2010_003&r=ecm
Keywords: Relative Efficiency; Quantile Method; Censored Two-Parameter Weibull Distributions
JEL: C10
  • Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results
Date: 2011-01-31
By: David E. Giles (Department of Economics, University of Victoria)
URL: http://d.repec.org/n?u=RePEc:vic:vicewp:1101&r=ecm
Keywords: Semi-logarithmic regression, dummy variable, percentage change, confidence interval
JEL: C13
  • Incorrectly accounting for taste heterogeneity in choice experiments: Does it really matter for welfare measurement?
Date: 2011
By: Catalina M. Torres Figuerola (Centre de Recerca Econòmica (UIB · Sa Nostra))
Nick Hanley (University of Stirling)
Sergio Colombo (Agricultural Economics Department (IFAPA))
URL: http://d.repec.org/n?u=RePEc:pdm:wpaper:2011/1&r=ecm
Keywords: Preference heterogeneity, welfare measurement, accuracy, efficiency, choice experiments, Monte Carlo analysis
  • Moment Conditions and Neglected Endogeneity in Panel Data Models
Date: 2011-02
By: Giorgio Calzolari (University of Florence)
Laura Magazzini (Department of Economics (University of Verona))
URL: http://d.repec.org/n?u=RePEc:ver:wpaper:02/2011&r=ecm
Keywords: panel data, dynamic model, GMM estimation, endogeneity
JEL: C23
  • Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
Date: 2011-02-01
By: Isao Ishida
Michael McAleer (University of Canterbury)
Kosuke Oya
URL: http://d.repec.org/n?u=RePEc:cbt:econwp:11/11&r=ecm
Keywords: Continuous time; high frequency data; stochastic volatility; S&P 500; implied volatility; VIX
JEL: G13
  • Simple conservative confidence intervals for comparing matched proportions
Date: 2011-02-04
By: Jonsson, Robert (Department of Economics)
URL: http://d.repec.org/n?u=RePEc:hhs:gunsru:2011_001&r=ecm
Keywords: Binomial variables; Conservative limits; Pivotal statistic
JEL: C10
  • A multilevel approach for nonnegative matrix factorization
Date: 2010-07-01
By: GILLIS, Nicolas (Université catholique de Louvain, CORE, B-1348 Louvain-la-Neuve, Belgium)
GLINEUR, François (Université catholique de Louvain, CORE, B-1348 Louvain-la-Neuve, Belgium)
URL: http://d.repec.org/n?u=RePEc:cor:louvco:2010047&r=ecm
Keywords: nonnegative matrix factorization, algorithms, multigrid and multilevel methods, image processing
  • School system evaluation by value-added analysis under endogeneity
Date: 2010-07-01
By: MANZI, Jorge (Measurement Center MIDE UC, Pontificia Universidad Católica de Chile, Chile)
SAN MARTIN, Ernesto (Measurement Center MIDE UC & Dep. Of Statistics, Pontificia Universidad Católica de Chile, Chile)
VAN BELLEGEM, Sébastien (Toulouse School of Economics, France; Université catholique de Louvain, CORE, B-1348 Louvain-la-Neuve, Belgium)
URL: http://d.repec.org/n?u=RePEc:cor:louvco:2010046&r=ecm
Keywords: value-added, school effectiveness, multilevel model, endogeneity, instrumental variables
JEL: C33
  • How to Think About Time-Use Data: What Inferences Can We Make About Long- and Short-Run Time Use from Time Diaries?
Date: 2010-11
By: Harley Frazis (U.S. Bureau of Labor Statistics)
Jay Stewart (U.S. Bureau of Labor Statistics)
URL: http://d.repec.org/n?u=RePEc:bls:wpaper:ec100100&r=ecm
Keywords: Time use, survey methods, estimation
JEL: C81

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