Microeconometrics
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Publication:5478317
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(only showing first 100 items - show all)- Bayesian inference for negative binomial-beta exponential distribution and its regression model
- Homophily and social norms in experimental network formation games
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- Goodness-of-link tests for multivariate regression models
- Testing for heteroskedasticity in the Tobit and probit models
- Non-linear mixed logit
- The Econometrics of Individual Risk
- Learning, convergence and economic constraints
- Inequality, poverty and the composition of redistribution
- Tests for skewness and kurtosis in the one-way error component model
- Testing for unit roots in short panels allowing for a structural break
- Inverse circular-circular regression
- Spatial dynamic panel data models with correlated random effects
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- On empirical estimation of mode based on weakly dependent samples
- Confidence in knowledge or confidence in the ability to learn: an experiment on the causal effects of beliefs on motivation
- A bootstrap procedure for panel data sets with many cross-sectional units
- scientific article; zbMATH DE number 2193889 (Why is no real title available?)
- Note on the singularity of the Poisson-gamma model
- Pattern recognition and subjective belief learning in a repeated constant-sum game
- Job destruction and the impact of imports on wages in U.S. manufacturing
- The circulation of worthless tokens aids cooperation: an experiment inspired by the Kula
- Empirical welfare analysis: when preferences matter
- Transition models for count data: a flexible alternative to fixed distribution models
- Econometric analysis of cross section and panel data.
- Generalized additive models with flexible response functions
- Recovery process model
- Bias corrections for two-step fixed effects panel data estimators
- Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap
- Two-part regression models for longitudinal zero-inflated count data
- The role of framing, inequity and history in a corruption game: some experimental evidence
- The likelihood of mixed hitting times
- Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution
- Modern Econometric Analysis
- Microeconometrics using Stata
- Microeconometric models and anonymized micro data
- scientific article; zbMATH DE number 1397154 (Why is no real title available?)
- Semi-parametric copula sample selection models for count responses
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
- A Markov chain Monte Carlo algorithm for multiple imputation in large surveys
- Controlling for overdispersion in grouped conditional logit models: A computationally simple application of Dirichlet‐multinomial regression
- Spatial errors in count data regressions
- \(M\) tests with a new normalization matrix
- Semiparametric identification and estimation of discrete choice models for bundles
- Regression-based causal analysis from the potential outcomes perspective
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- A new mixture model for the estimation of credit card exposure at default
- Investigating the effects of mailing variables and endogeneity on mailing decisions
- Spline based survival model for credit risk modeling
- Econometric analysis of cross section and panel data.
- A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation
- On GMM estimation of distributions from grouped data
- Data envelopment analysis, endogeneity and the quality frontier for public services
- When is Menzerath-Altmann law mathematically trivial? A new approach
- Inferences from cross-sectional, stochastic frontier models
- Micro-Econometrics
- Functional forms for the negative binomial model for count data
- Estimation of a regression spline sample selection model
- Unit root test for short panels with serially correlated errors
- Broken or fixed effects?
- Testing, monitoring, and dating structural changes in exchange rate regimes
- A Bayesian approach to model-based clustering for binary panel probit models
- Robust weighted kernel logistic regression in imbalanced and rare events data
- On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
- New EM-type algorithms for the Heckman selection model
- Resilience, performance and strategies in firms' reactions to the direct and indirect effects of a natural disaster
- The dynamic effects of open-space conservation policies on residential development density
- Structural homophily
- Estimating endogenous ordered response panel data models with an application to income gradient in child health
- A Bayesian two-stage regression approach of analysing longitudinal outcomes with endogeneity and incompleteness
- Understanding and teaching unequal probability of selection
- Joint modelling of two count variables when one of them can be degenerate
- Optimal estimator for logistic model with distribution-free random intercept
- A regression model for the copula-graphic estimator
- Beauty and popularity in friendship networks -- evidence from migrant schools in China
- Analytical bias correction for two-step fixed effects models with copula-distributed errors
- A new trivariate model for stochastic episodes
- Multivariate-multiple circular regression
- On discrete Epanechnikov kernel functions
- On the identifiability and estimation of generalized linear models with parametric nonignorable missing data mechanism
- Data-cloning SMC\(^2\): a global optimizer for maximum likelihood estimation of latent variable models
- Increasing the power of specification tests
- Semiparametric estimation of the random utility model with rank-ordered choice data
- Gender- and frame-specific audience effects in dictator games
- Bayesian estimation of a discrete response model with double rules of sample selection
- Stochastic approach to computation of purchasing power parities in the International Comparison Program (ICP)
- The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
- Estimating causal effects with hidden confounding using instrumental variables and environments
- Predicting recovery rates using logistic quantile regression with bounded outcomes
- Alternative fixed-effects panel model using weighted asymmetric least squares regression
- Finite mixture for panels with fixed effects
- Simulating comparisons of different computing algorithms fitting zero-inflated Poisson models for zero abundant counts
- Subsampling and Jackknifing: A Practically Convenient Solution for Large Data Analysis With Limited Computational Resources
- Difference-in-differences with variation in treatment timing
- A SEMI-PARAMETRIC MULTIPLICATIVE BIAS REDUCTION DENSITY WITH A PARAMETRIC START
- Business cycle synchronization in the EMU: core vs. periphery
- Alternative approaches for econometric modeling of panel data using mixture distributions
- Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data
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