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  1. Imposing and testing curvature conditions on a Box-Cox function
    Published: 2000
    Publisher:  ZEW, Mannheim

    We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a... more

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    We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six inputs: capital, labor disaggregated in three skill levels, energy, and intermediate materials. A parametric test of the concavity of the cost function in prices is presented, and price elasticities are compared when curvature conditions are imposed and when they are not. The results show that, although concavity is statistically rejected, the estimates are not very sensitive to its imposition. We find that substitution is stronger between the different types of labor than between any other pair of inputs.

     

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    Language: English
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    Series: Array ; 00-70
    Subjects: Kostenfunktion; Regressionsanalyse; Nichtparametrisches Verfahren; Schätztheorie; Schätzung; Industrie; Deutschland; Theorie
    Scope: 49 S
    Notes:

    Literaturverz. S. 47 - 49

    Auch im Internet unter der Adresse ftp://ftp.zew.de/pub/zew-docs/dp/dp0070.pdf verfügbar

  2. Market proxy inefficiency
    factor misspecification, and CAPM-tests based on the cross-section of returns
    Published: 2000
    Publisher:  Univ., Wirtschaftswiss. Fak., Regensburg

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft ; 349
    Subjects: CAPM; Modellierung; Regressionsanalyse; Schätztheorie; Statistischer Test; Theorie
    Scope: 31 Bl, graph. Darst
    Notes:

    Literaturverz. Bl. 28 - 31

  3. Estimating the aggregate agricultural supply response
    a survey of techniques and results for developing countries
  4. Market proxy inefficiency, factor misspecification, and CAPM tests, based on the cross section of returns
    Published: 2000
    Publisher:  Lehrstuhl für Statistik, Wirtschaftswiss. Fak., Univ., Regensburg

    Freie Universität Berlin, Universitätsbibliothek
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    Source: Staatsbibliothek zu Berlin; Philologische Bibliothek, FU Berlin
    Language: English
    Media type: Book
    RVK Categories: QB 910
    Series: Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft ; 349
    Subjects: Modell; Kapitalmarkt; Betafaktor; Regressionsanalyse
    Scope: 31 Bl., graph. Darst.
  5. Modifying the double smoothing bandwidth selector in nonparametric regression
    Published: 2000
    Publisher:  CFE, Konstanz

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    Series: Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz ; 00/37
    Subjects: Regressionsanalyse; Nichtparametrisches Verfahren; Schätztheorie; Theorie
    Scope: 35 S, graph. Darst
  6. Determinants of long-term growth
    a Bayesian Averaging of Classical Estimates (BACE) approach
    Published: 2000
    Publisher:  OECD, Paris

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Series: Economics Department working papers / Organisation for Economic Co-operation and Development ; 266
    Subjects: Wirtschaftswachstum; Bayes-Statistik; Regressionsanalyse; Theorie; Schätzung; Welt
    Scope: 44 S, graph. Darst
    Notes:

    Zsfassung in franz. Sprache

  7. Estimating the aggregate agricultural supply response
    a survey of techniques and results for developing countries
    Published: 2000
    Publisher:  Kiel Inst. of World Economics, Kiel

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
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    Series: Kieler Arbeitspapiere ; 1016
    Subjects: Landwirtschaft; Gesamtwirtschaftliches Angebot; Elastizität; Agrarproduktion; Produktionsfunktion; Schätztheorie; Zeitreihenanalyse; Dynamisches Gleichgewicht; Regressionsanalyse; Theorie; Welt
    Scope: 22 S.
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    Literaturverz. S. 21 - 22

  8. Imposing and testing curvature conditions on a Box-Cox cost function
    Published: 2000
    Publisher:  ZEW, Mannheim

    We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a... more

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    We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six inputs: capital, labor disaggregated in three skill levels, energy, and intermediate materials. A parametric test of the concavity of the cost function in prices is presented, and price elasticities are compared when curvature conditions are imposed and when they are not. The results show that, although concavity is statistically rejected, the estimates are not very sensitive to its imposition. We find that substitution is stronger between the different types of labor than between any other pair of inputs.

     

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    Series: Array ; 00,70
    Subjects: Kostenfunktion; Regressionsanalyse; Nichtparametrisches Verfahren; Schätztheorie; Schätzung; Industrie; Deutschland; Theorie
    Scope: 49 S., graph. Darst.
    Notes:

    Literaturverz. S. 47 - 49

    Auch im Internet unter der Adresse ftp://ftp.zew.de/pub/zew-docs/dp/dp0070.pdf verfügbar

  9. Modifying the double smoothing bandwidth selector in nonparametric regression
    Author: Beran, Jan
    Published: 2000
    Publisher:  Center of Finance and Econometrics, [Konstanz]

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    Series: Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz ; 00,37
    Subjects: Regressionsanalyse; Nichtparametrisches Verfahren; Schätztheorie; Theorie
    Scope: 35 S., graph. Darst.
  10. Market proxy inefficiency, factor misspecification, and CAPM-tests based on the cross-section of returns
    Published: 2000
    Publisher:  Univ., Wirtschaftswiss. Fak., Regensburg

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft ; 349
    Subjects: CAPM; Modellierung; Regressionsanalyse; Schätztheorie; Statistischer Test; Theorie
    Scope: 31 Bl., graph. Darst.
    Notes:

    Literaturverz. Bl. 28 - 31

  11. Estimating time series models for count data using efficient importance sampling
    Author: Jung, Robert
    Published: 2000
    Publisher:  Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Wirtschaftswiss. Seminar, Tübingen

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    Series: Diskussionsbeitrag / Wirtschaftswissenschaftliche Fakultät der Eberhard-Karls-Universität Tübingen ; 178
    Subjects: Regressionsanalyse; Nichtparametrisches Verfahren; Schätztheorie; Stichprobenerhebung; Theorie; Maximum-Likelihood-Schätzung; Generalisiertes lineares Modell
    Scope: 26 Bl., graph. Darst.
    Notes:

    Literaturverz. Bl. 19 - 20

  12. Nonparametric estimation of homogeneous function
    Published: 2000
    Publisher:  Sonderforschungsbereich 373, Berlin

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    Source: Union catalogues
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    Media type: Book
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    Series: Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse ; 2000,85
    Subjects: Schätztheorie; Nichtparametrisches Verfahren; Regressionsanalyse; Theorie
    Scope: 18 S, 21 cm
    Notes:
  13. Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modeling
    Published: 2000
    Publisher:  Sonderforschungsbereich 373, Berlin

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1190 (2000.84)
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    Series: Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse ; 2000,84
    Subjects: Konsumentenverhalten; Markenartikel; Entscheidung; Eigeninteresse; Stochastischer Prozess; Nichtparametrisches Verfahren; Regressionsanalyse; Theorie; Deutschland
    Scope: 17, [8] S, graph. Darst, 21 cm
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  14. Strategic investments in the pulp and paper industry
    a count data regression analysis
    Published: 2000

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 428 (536)
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    Source: Union catalogues
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    Media type: Book
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    Series: Working paper / the Research Institute of Industrial Economics ; 536
    Subjects: Investition; Produktivität; Marktstruktur; Regressionsanalyse; Papierindustrie; Europa
    Scope: 31 S
    Notes:

    Literaturverz. S. 23 - 26

  15. Dealing with fertility
    about the pitfalls of models and forecasts
    Published: 2000
    Publisher:  Univ., Wirtschaftswiss. Fak., Regensburg

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    Source: Staatsbibliothek zu Berlin
    Language: English; German
    Media type: Book
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    Series: Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft ; 345
    Subjects: Fertilität; Bevölkerungsökonomik; Schätztheorie; Regressionsanalyse; Bevölkerungsprognose; Prognoseverfahren; Theorie
    Scope: 47 Bl, graph. Darst, 30 cm
    Notes:

    Literaturverz. Bl. 46 - 47

  16. Regressionsschätzung in geschichteten logistischen Grundgesamtheiten
    Published: [ca. 2000]
    Publisher:  Univ. Osnabrück, Fachbereich Wirtschaftswiss., Osnabrück

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    3 Kap. 22784
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    PIO / Bei 2014
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    PIO / Bei 2014
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    Language: German
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    Series: Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück ; 2014
    Subjects: Regressionsanalyse; Stichprobenerhebung; Theorie
    Scope: 38 Bl, graph. Darst
    Notes:

    Literaturverz. S. 38

  17. Estimation of linear regression models with missingness of observations on both the explanatory and study variables. Part I: Theoretical results
    Published: 2000
    Publisher:  Ludwig-Maximilians-Univ., SFB 386, München

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    Series: Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München ; 184
    Subjects: Regressionsanalyse; Schätztheorie; Theorie
    Scope: 13 S
    Notes:

    Internetausg.: ftp://ftp.stat.uni-muenchen.de/pub/sfb386/paper184.ps.Z

  18. Bayesian varying-coefficient models using adaptive regression splines
    Published: 2000
    Publisher:  Ludwig-Maximilians-Univ., SFB 386, München

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    Series: Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München ; 206
    Subjects: Regressionsanalyse; Nichtparametrisches Verfahren; Theorie
    Scope: 23 S, graph. Darst
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    Internetausg.: ftp://ftp.stat.uni-muenchen.de/pub/sfb386/paper206.ps.Z

  19. Bayesian semiparametric regression analysis of multicategorical time-space data
    Published: 2000
    Publisher:  Ludwig-Maximilians-Univ., SFB 386, München

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    Series: Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München ; 202
    Subjects: Nichtparametrisches Verfahren; Bayes-Statistik; Regressionsanalyse; Theorie; Schätzung; Arbeitslosigkeit; Dauer; Theorie; Deutschland; Probit-Modell
    Scope: 22 S, graph. Darst
    Notes:

    Internetausg.: ftp://ftp.stat.uni-muenchen.de/pub/sfb386/paper202.ps.Z

  20. No need to run millions of regressions
    Published: 2000
    Publisher:  Univ., Center for Economic Studies, Munich

    The authors argue that in modelling cross-country growth models one should first identify so-called outlying observations. For the data set of Sali-i-Martin, they use the least median of squares (LMS) estimator to identify outliers. As LMS is not... more

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    The authors argue that in modelling cross-country growth models one should first identify so-called outlying observations. For the data set of Sali-i-Martin, they use the least median of squares (LMS) estimator to identify outliers. As LMS is not suited for inference, they then use reweighted least squares (RLS) for their cross-country growth models. They identify 27 variables that are significantly related to economic growth. Subsequently, applying Sala-i-Martin's approach to the data set without outliers hardly reveals any additional information. Variables that are insignificant according to the RLS method are generally not significantly related to economic growth under the Sala-i-Martin approach.

     

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    Source: Union catalogues
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    RVK Categories: QB 910 ; QC 000
    Series: CESifo working paper series ; 288
    Subjects: Regressionsanalyse; Sensitivitätsanalyse; Wirtschaftswachstum; Theorie; Welt; Outlier
    Scope: 12 S, graph. Darst
    Notes:

    Auch im Internet unter der Adresse ftp://129.187.96.124/CESifo_WP/288.pdf verfügbar

  21. Zur empirischen Evidenz der Cobb-Douglas-Technologie in gesamtdeutschen Zeitreihen
    Published: 2000
    Publisher:  Inst. für Wirtschaftsforschung, Halle

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Source: Staatsbibliothek zu Berlin
    Language: German
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    Series: Diskussionspapiere / Institut für Wirtschaftsforschung Halle ; 113
    Subjects: Cobb-Douglas-Produktionsfunktion; Regressionsanalyse; Kointegration; Schätzung; Deutschland
    Scope: 19 S, graph. Darst
    Notes:

    Literaturverz. S. 18 - 19

  22. Asymptotic properties of predicted probabilities in discrete regression
    Published: 2000

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    W 899 (2000.06)
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    Series: Discussion paper / Tinbergen Institute ; 2000-06/4
    Subjects: Regressionsanalyse; Theorie
    Scope: 11 S
  23. Determinants of long-term growth
    a Bayesian Averaging of Classical Estimates (BACE) approach
    Published: 2000
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

    This paper examines the robustness of explanatory variables in cross-country economic growth regressions. It employs a novel approach, Bayesian Averaging of Classical Estimates ¤ (BACE), which constructs estimates as a weighted average of OLS... more

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (7750)
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    This paper examines the robustness of explanatory variables in cross-country economic growth regressions. It employs a novel approach, Bayesian Averaging of Classical Estimates ¤ (BACE), which constructs estimates as a weighted average of OLS estimates for every possible combination of included variables. The weights applied to individual regressions are justified on Bayesian grounds in a way similar to the well- known Schwarz criterion. Of 32 explanatory variables we find 11 to be robustly partially correlated with long-term growth and another five variables to be marginally related. Of all the variables considered, the strongest evidence is for the initial level of real GDP per capita.

     

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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 7750
    Subjects: Wirtschaftswachstum; Bayes-Statistik; Regressionsanalyse; Theorie; Schätzung; Welt; Bayesian statistical decision theory; Economic development
    Scope: 52 S, graph. Darst, a
    Notes:

    Literaturverz. S. 40 - 41

    Internetausg.: papers.nber.org/papers/W7750.pdf - lizenzpflichtig

  24. A study of D-optimal designs efficiency for polynomial regression
    Published: 2000
    Publisher:  Faculté des Sciences Economiques et Sociales, Univ., Genève

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 545 (2000.04)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Cahiers du Département d'Econométrie / Faculté des Sciences Economiques et Sociales, Université de Genève ; 2000.04
    Subjects: Regressionsanalyse; Experiment; Theorie
    Scope: 27 S, graph. Darst
  25. Central bank interventions and exchange rate regimes
    Published: 2000
    Publisher:  Norges Bank, Oslo

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 222347
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Subjects: Wechselkurspolitik; Zentralbank; Regressionsanalyse; Norwegen; Theorie
    Scope: 34 Bl, graph. Darst