#Econometrics – Working papers (#RePEc, 14/05/2014)

research2

Source: RePEc – EconPapers

Sélection de working papers en économétrie:

Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation
Daniel J. Henderson, Qi Li and Christopher F. Parmeter 
University of Miami, Department of Economics
Keywords: Gradient Estimation, Kernel Smoothing, Least Squares Cross Validation
JEL-code: C1
Created/Revised: 2013-10-30Downloads

Statistical Risk Analysis for Real Estate Collateral Valuation using Bayesian Distributional and Quantile Regression
Alexander Razen, Wolfgang Brunauer, Nadja Klein, Thomas Kneib, Stefan Lang and Nikolaus Umlauf 
Faculty of Economics and Statistics, University of…
Keywords: Bayesian hierarchical models, hedonic pricing models, GAMLSS, distributional regression quantile reg…
Created/Revised: 2014-04Downloads

Persistence Bias and Schooling Returns
Corrado Andini 
Institute for the Study of Labor (IZA)
Keywords: schooling, wages, dynamic panel-data models
JEL-code: C23 I21 J31
Created/Revised: 2014-04Downloads

Additive Nonparametric Regression in the Presence of Endogenous Regressors
Deniz Ozabaci, Daniel J. Henderson and Liangjun Su 
Institute for the Study of Labor (IZA)
Keywords: child care, structural equation, additive regression, endogeneity, generated regressors, oracle esti…
JEL-code: C14 C36 I21 J13
Created/Revised: 2014-04Downloads

Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter
Heni Boubaker and Nadia Sghaier 
Department of Research, Ipag Business School
Created/Revised: 2014-04-29Downloads

The Need for Market Segmentation in Buy-Till-You-Defect Models
Evsen Korkmaz, Dennis Fok and Roelof Kuik 
Erasmus Research Institute of Management (ERIM), E…
Keywords: buy-till-you-defect models, segmentation, mixture of normals, Bayesian estimation, customer base ana…
Created/Revised: 2014-04-24Downloads

Distribution-Free Structural Estimation with Nonlinear Budget Sets
Che-Yuan Liang 
Uppsala University, Department of Economics
Keywords: nonlinear budget sets; structural models; distribution-free estimation; labor supply
JEL-code: D04 H24 J22
Created/Revised: 2014-04-14Downloads

Alternative Methods of Estimating Interaction Effects in Non-Linear Models
Siobhan Austen, Rachel Ong and Richard Seymour 
Bankwest Curtin Economics Centre (BCEC), Curtin Bu…
Created/Revised: 2013-12Downloads

Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
Nima Nonejad 
University Library of Munich, Germany
Keywords: Ancestor sampling, Bayes, Particle filtering, Structural breaks
JEL-code: C11 C22 C52 C63
Created/Revised: 2014-05-01Downloads

10 Penalized Splines as Frequency Selective Filters – Reducing the Excess Variability at the Margins
Andreas Blöchl 
University of Munich, Department of Economics
Keywords: excess variability; penalized splines; spectral analysis; time varying penalization; trends
Created/Revised: 2014-04Downloads

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