scientific article; zbMATH DE number 3793969

From MaRDI portal
Revision as of 21:57, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4739824

zbMath0504.00023MaRDI QIDQ4739824

No author found.

Publication date: 1981


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (95)

Dynamics of emergent Urban hierarchyBiases in maximum simulated likelihood estimation of bivariate modelsEstimating the probability of leaving unemployment using uncompleted spells from repeated cross-section dataMMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithmDynamic discrete choice and dynamic treatment effectsDistribution-free subset selection for incompletely ranked dataBirth-spacing, fertility and neonatal mortality in India: dynamics, frailty, and fecundityEvaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipientsExplaining individual response using aggregated dataOptimal stock/flow panelsSemi-parametric estimation of multinomial choice model with unobserved heterogeneityAnalysing head coach dismissals in the German ``Bundesliga with a mixed logit approachInflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectationsEfficient estimation of limited dependent variable models with endogenous explanatory variablesEconometric CausalityStability and chaos in demand-based pricing under social interactionsBayes WESML. Posterior inference from choice-based samplesA smooth likelihood simulator for dynamic disequilibrium modelsProbabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup MeasuresOn the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanationsItchy feet vs cool heads: flow of funds in an agent-based financial marketSemiparametric modelling of multicategorical dataBehavioral heterogeneity and financial crisis: the role of sentimentEstimating the intensity of choice in a dynamic mutual fund allocation decisionOn the accuracy and cost of numerical integration in several variablesPartitioned fuzzy integral nested logit model for the Taiwan's internet telephony marketThe wisdom of the crowd and prediction marketsA method of moments interpretation of sequential estimatorsA note on the independence of irrelevant alternatives in probabilistic choice modelsBehavioral heterogeneity in the option marketAn application and comparison of some flexible parametric and semi-parametric qualitative response modelsOn probability models in voting theorySemiparametric estimation of Nelson–Olson simultaneous Tobit modelCournot's oligopoly equilibrium under different expectations and differentiated productionRandom dual expected utilityEstimation of disaggregate Huff and \textit{Kaiyu} Markov model: a lecture note on conditional logit modelThe impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approachPost-selection Inference of High-dimensional Logistic Regression Under Case–Control DesignA Bayesian method for multinomial probit modelJoint Bayesian longitudinal models for mixed outcome types and associated model selection techniquesSimilar bidders in takeover contestsThe social climbing gameIdentification and estimation of nonlinear dynamic panel data models with unobserved covariatesGeneric Consistency for Approximate Stochastic Programming and Statistical ProblemsIs there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugsManaging unanchored, heterogeneous expectations and liquidity trapsLogical analysis of data as a tool for the analysis of probabilistic discrete choice behaviorSimulated maximum likelihood estimation for discrete choices using transformed simulated frequenciesA behavioral asset pricing model with a time-varying second momentEstimation for the multi-way error components model with ill-conditioned panel dataFinancial power laws: empirical evidence, models, and mechanismsProfitable technical trading rules as a source of price instabilityPrices, debt and market structure in an agent-based model of the financial marketImplications of quantal response statistical equilibriumThe effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approachHeterogeneous expectations in the gold market: specification and estimationA dynamic analysis of moving average rulesSticky information and model uncertainty in survey data on inflation expectationsDynamic discrete choice structural models: a surveyEstimating willingness to pay for Medicare using a dynamic life-cycle model of demand for health insurancePseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel dataQUANTIFYING THE IMPACTS OF LIMITED SUPPLY: THE CASE OF NURSING HOMESIntrinsic heterogeneity in expectation formationEvolutionary dynamics in markets with many trader typesInvestigating the competitive assumptions of multinomial logit models for brand choice by nonparametric modellingSocial distance, heterogeneity and social interactionsDynamic predictor selection in a New Keynesian model with heterogeneous expectationsEstimation of finite sequential gamesA note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemesThe Exponomial Choice Model: A New Alternative for Assortment and Price OptimizationSufficient statistics for unobserved heterogeneity in structural dynamic logit modelsAre Statistical Contributions to Medicine Undervalued?MOMENT-BASED INFERENCE WITH STRATIFIED DATASmooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable modelsBinary choice panel data models with predetermined variablesCollusion as public monitoring becomes noisy: Experimental evidenceMaximum likelihood estimation of an extended latent Markov model for clustered binary panel dataMore hedging instruments may destabilize marketsA note on adapting propensity score matching and selection models to choice based samplesLoglinear models and categorical data analysis with psychometric and econometric applicationsSTRUCTURAL HOMOPHILYEconometric duration analysisTest for normality in the econometric disequilibrium markets modelSome contributions to efficient statistics in structural models: Specification and estimation of moment structuresTobit models: A surveyDiscrete dynamic choice: An extension of the choice models of Thurstone and LuceBias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified SamplingCombining sources of preference dataSelective attribute rulesSimultaneous equations with binary outcomes and social interactionsLearning, hypothesis testing, and rational-expectations equilibriumEstimating logistic regression models when the dependent variable has no varianceExponential class of dynamic binary choice panel data models with fixed effectsA framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variablesRandom utility models and their applications: Recent developments







This page was built for publication: