Econométrie: working papers (RePEc, 12/05/2011)

Source : NEP (New Economics Papers) | RePEc

  1. Non-parametric methods for circular-circular and circular-linear

Date:

2011-04

By:

José Antonio Carnicero
Michael P. Wiper
Concepción Ausín

URL:

http://d.repec.org/n?u=RePEc:cte:wsrepe:ws110704&r=ecm

Keywords:

Bernstein polynomials, Circular distributions, Circular-Circular data, Circular-linear data, Copulas, Non-parametric estimation
  1. Hierarchical shrinkage priors for dynamic regressions with many predictors

Date:

2011-04-17

By:

Korobilis, Dimitris

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30380&r=ecm

Keywords:

Forecasting; shrinkage; factor model; variable selection; Bayesian LASSO

JEL:

C53
  1. Generalized Jackknife Estimators of Weighted Average Derivatives

Date:

2011-04-08

By:

Matias D. Cattaneo (Department of Economics, University of Michigan)
Richard K. Crump (Federal Reserve Bank of New York)
Michael Jansson (University of California, Berkeley and CREATES)

URL:

http://d.repec.org/n?u=RePEc:aah:create:2011-12&r=ecm

Keywords:

Semiparametric estimation, bias correction, uniform consistency.

JEL:

C14
  1. Quantile Regression with Censoring and Endogeneity

Date:

2011-04

By:

Victor Chernozhukov
Iván Fernández-Val
Amanda E. Kowalski

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:16997&r=ecm

JEL:

C14
  1. Identification of Panel Data Models with Endogenous Censoring

Date:

2011-04-18

By:

Khan, Shakeeb
Ponomareva, Maria
Tamer, Elie

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30373&r=ecm

Keywords:

Endogenous Censoring; Conditional Stochastic Dominance; Censored Panel Models.

JEL:

C24
  1. Multi-period credit default prediction with time-varying covariates.

Date:

2011-03-17

By:

Orth, Walter

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30507&r=ecm

Keywords:

Credit default; multi-period predictions; hazard models; panel data; out-of-sample tests

JEL:

C53
  1. Proving causal relationships using observational data

Date:

2011

By:

Bryant, Henry
Bessler, David

URL:

http://d.repec.org/n?u=RePEc:ags:aaea11:103238&r=ecm

Keywords:

causality, Monte Carlo, observational data, hypothesis testing, Research Methods/ Statistical Methods,
  1. Evaluating Individual and Mean Non-Replicable Forecasts

Date:

2011-04-01

By:

Chia-Lin Chang
Philip Hans Franses
Michael McAleer (University of Canterbury)

URL:

http://d.repec.org/n?u=RePEc:cbt:econwp:11/16&r=ecm

Keywords:

Individual forecasts; mean forecasts; efficient estimation; generated regressors; replicable forecasts; non-replicable forecasts; expert intuition

JEL:

C53
  1. Estimating Non-linear Weather Impacts on Corn Yield—A Bayesian Approach

Date:

2011-04

By:

Tian Yu
Bruce A. Babcock (Center for Agricultural and Rural Development (CARD))

URL:

http://d.repec.org/n?u=RePEc:ias:cpaper:11-wp522&r=ecm

Keywords:

Bayesian estimation, Gibbs sampler, hierarchical structure, Metropolis-Hastings algorithm, non-linear JEL codes: C11, C13, Q10, Q54.
  1. Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach

Date:

2011

By:

Mugera, Amin

URL:

http://d.repec.org/n?u=RePEc:ags:aaea11:103251&r=ecm

Keywords:

fuzzy set theory, Data Envelopment Analysis, membership function, α-cut level, technical efficiency, Farm Management, Production Economics, Productivity Analysis, Research Methods/ Statistical Methods, Risk and Uncertainty, D24, Q12, C02, C44, C61,
  1. Beyond baseline and follow-up : the case for more t in experiments

Date:

2011-04-01

By:

McKenzie, David

URL:

http://d.repec.org/n?u=RePEc:wbk:wbrwps:5639&r=ecm

Keywords:

Scientific Research&Science Parks,Science Education,Statistical&Mathematical Sciences,Disease Control&Prevention,Economic Theory&Research

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