Search Results - subject:"Estimator"

Quantifying the internal validity of weighted estimands

Poirier, Alexandre; Słoczyński, Tymon - 2025

In this paper we study a class of weighted estimands, which we define as parameters that can be expressed as weighted averages of the underlying heterogeneous treatment effects. The popular ordinary least squares (OLS), two-stage least squares (2SLS), and two-way fixed effects (TWFE) estimands...

Persistent link: https://www.econbiz.de/10015334778

Quantifying the internal validity of weighted estimands

Poirier, Alexandre; Słoczyński, Tymon - 2025

Persistent link: https://www.econbiz.de/10015358999

Firm characteristics of two-way traders : evidence from Probit vs. Kernel-Regularized Least Squares regressions

Wagner, Joachim - 2025 - This version: May 23, 2025

Firm characteristics in empirical models for margins of international trade usually enter these models in linear form. If non-linearities do matter and are ignored this leads to biased results. Researchers, however, can never be sure that all possible non-linear relationships are taken care of....

Persistent link: https://www.econbiz.de/10015407786

OLS with heterogeneous coefficients

Mittag, Nikolas - 2025

Regressors often have heterogeneous effects in the social sciences, implying unit-specific slopes. OLS is frequently applied to these correlated coefficient models. I first show that without restrictions on the relation between slopes and regressors, OLS estimates can take any value including...

Persistent link: https://www.econbiz.de/10015374146

A penalization approach for estimating inefficiency in stochastic frontier panel models

Doko Tchatoka, Firmin; Söderberg, Magnus; Hakeem, … - 2025

Persistent link: https://www.econbiz.de/10015420420

Beta-sorted portfolios

Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2024

investigate the properties of beta-sorted portfolio returns by casting the procedure as a two-step nonparametric estimator with a … the rate of convergence of the estimator changes depending on the value of beta. We demonstrate that valid inference … depends critically on the object of interest and discuss shortcomings of the widely-used Fama-MacBeth variance estimator. To …

Persistent link: https://www.econbiz.de/10015123509

The shortcomings of equal weights estimation and the composite equivalence index in PLS-SEM

Hair, Joseph F.; Sharma, Pratyush Nidhi; Sarstedt, Marko; … - In: European journal of marketing 58 (2024) 13, pp. 30-55

Persistent link: https://www.econbiz.de/10015198449

Integrated modified least squares estimation and (fixed-b) inference for systems of cointegrating multivariate polynomial regression

Veldhuis, Sebastian; Wagner, Martin - 2024

Persistent link: https://www.econbiz.de/10015163143

The effect of output level, exchange rate and interest rate on inflation in BRIC-T countries

Akbas, Yusuf Ekrem; Dönmez, Zafer; Can, Esra - In: Review of economics and political science : REPS 9 (2024) 5, pp. 472-489

) estimator developed by Pesaran (2006) and the augmented mean group (AMG) estimator developed by Eberhardt and Bond (2009) that …

Persistent link: https://www.econbiz.de/10015132971

A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models

Bayer, Christian; Belomestny, Denis; Butkovsky, Oleg; … - In: Finance and stochastics 28 (2024) 4, pp. 1147-1178

Persistent link: https://www.econbiz.de/10015130558