Microeconometrics
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Publication:5478317
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(only showing first 100 items - show all)- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
- Business cycle synchronization in the EMU: core vs. periphery
- Learning, convergence and economic constraints
- Dealing with Imprecision in Consumer Theory: A New Approach to Fuzzy Utility Theory
- Alternative approaches for econometric modeling of panel data using mixture distributions
- LM tests of spatial dependence based on bootstrap critical values
- On GMM estimation of distributions from grouped data
- New EM-type algorithms for the Heckman selection model
- Optimal data collection design in machine learning: the case of the fixed effects generalized least squares panel data model
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- Multivariate-multiple circular regression
- Can \(p\)-values be meaningfully interpreted without random sampling?
- Generalized additive models with flexible response functions
- The Tobit model with a non‐zero threshold
- Randomization Inference for Outcomes with Clumping at Zero
- Inverse Circular–Linear/Linear–Circular Regression
- Testing for heteroskedasticity in the Tobit and probit models
- A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension
- Unit root test for short panels with serially correlated errors
- Confidence in knowledge or confidence in the ability to learn: an experiment on the causal effects of beliefs on motivation
- Understanding and teaching unequal probability of selection
- Doubly robust-type estimation of population moments and parameters in biased sampling
- Working with data: two empiricists' experience
- Stochastic approach to computation of purchasing power parities in the International Comparison Program (ICP)
- Modern Econometric Analysis
- Transition models for count data: a flexible alternative to fixed distribution models
- Two-step estimation of models between latent classes and external variables
- Data envelopment analysis, endogeneity and the quality frontier for public services
- Inverse circular-circular regression
- Functional forms for the negative binomial model for count data
- Difference-in-differences with variation in treatment timing
- Econometric analysis of cross section and panel data.
- scientific article; zbMATH DE number 2193889 (Why is no real title available?)
- Finite mixture for panels with fixed effects
- The likelihood of mixed hitting times
- Non-linear mixed logit
- A SEMI-PARAMETRIC MULTIPLICATIVE BIAS REDUCTION DENSITY WITH A PARAMETRIC START
- On empirical estimation of mode based on weakly dependent samples
- Estimating causal effects with hidden confounding using instrumental variables and environments
- Econometric analysis of cross section and panel data.
- scientific article; zbMATH DE number 7569207 (Why is no real title available?)
- Joint modelling of two count variables when one of them can be degenerate
- Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap
- Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution
- Alternative fixed-effects panel model using weighted asymmetric least squares regression
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- Increasing the power of specification tests
- Semiparametric estimation of the random utility model with rank-ordered choice data
- Recovery process model
- Micro-Econometrics
- Goodness-of-link tests for multivariate regression models
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- Predicting recovery rates using logistic quantile regression with bounded outcomes
- Empirical definition of social types in the analysis of inequality of opportunity: a latent classes approach
- Resilience, performance and strategies in firms' reactions to the direct and indirect effects of a natural disaster
- Simulating comparisons of different computing algorithms fitting zero-inflated Poisson models for zero abundant counts
- Note on the singularity of the Poisson-gamma model
- Empirical welfare analysis: when preferences matter
- Testing, monitoring, and dating structural changes in exchange rate regimes
- Data-cloning SMC\(^2\): a global optimizer for maximum likelihood estimation of latent variable models
- Optimal estimator for logistic model with distribution-free random intercept
- Similarity-based model for ordered categorical data
- Tests for skewness and kurtosis in the one-way error component model
- Analyzing market baskets by restricted Boltzmann machines
- Pattern recognition and subjective belief learning in a repeated constant-sum game
- Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- scientific article; zbMATH DE number 1397154 (Why is no real title available?)
- The circulation of worthless tokens aids cooperation: an experiment inspired by the Kula
- The role of framing, inequity and history in a corruption game: some experimental evidence
- Intertemporal persistence in healthcare spending and utilization: the role of insurance
- Microeconometric models and anonymized micro data
- Regression-based causal analysis from the potential outcomes perspective
- Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
- Microeconometrics using Stata
- Broken or fixed effects?
- The determinants of price in online auctions: more evidence from unbalanced panel data
- Testing for unit roots in short panels allowing for a structural break
- A Markov chain Monte Carlo algorithm for multiple imputation in large surveys
- On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables
- Inferences from cross-sectional, stochastic frontier models
- Spatial dynamic panel data models with correlated random effects
- A Bayesian approach to model-based clustering for binary panel probit models
- Robust weighted kernel logistic regression in imbalanced and rare events data
- The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
- Bias corrections for two-step fixed effects panel data estimators
- Robust density power divergence estimates for panel data models
- Zero‐inflated Poisson model with clustered regression coefficients: Application to heterogeneity learning of field goal attempts of professional basketball players
- Spatial errors in count data regressions
- Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
- Controlling for overdispersion in grouped conditional logit models: A computationally simple application of Dirichlet‐multinomial regression
- 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
- A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation
- Semi-parametric copula sample selection models for count responses
- A bootstrap procedure for panel data sets with many cross-sectional units
- Semiparametric identification and estimation of discrete choice models for bundles
- On discrete Epanechnikov kernel functions
- On the identifiability and estimation of generalized linear models with parametric nonignorable missing data mechanism
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