Results 131 to 140 of about 40,361 (309)
The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified. [PDF]
In this paper I present an alternative derivation of the asymptotic distribution of Kremers, Ericsson and Dolado's (1992) conditional ECM- based t-test for no-cointegration with a single prespecified cointegrating vector.
Eric Zivot
core
Journal of Applied Econometrics, EarlyView.ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi +2 more
wiley +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley +1 more source
Patient Surgical Outcomes When Surgery Residents Are the Primary Surgeon by Intensity of Surgical Attending Supervision in Veterans Affairs Medical Centers. [PDF]
Ann Surg Open, 2023 Kashner TM +6 more
europepmc +1 more source
Endogeneity and Exogeneity in Sales Response Functions [PDF]
Endogeneity and exogeneity are topics that are mainly discussed in macroeconomics. We show that sales response functions (SRF) are exposed to the same problem if we assume that the control variables in a SRF refl ect behavioral reactions of the supply ...
Wolfgang Polasek
core
Bayesian Model Averaging in Causal Instrumental Variable Models
Journal of Applied Econometrics, EarlyView.ABSTRACT Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this challenge by averaging across different sets of instrumental variables and covariates in a structural equation ...
Gregor Steiner, Mark Steel
wiley +1 more source
Last‐minute coordination: Adapting to demand to support last‐mile operations
Journal of Operations Management, Volume 71, Issue 2, Page 176-194, March 2025.Abstract In the highly competitive e‐commerce industry, customer‐facing warehouses are crucial as the “order penetration points” for e‐commerce last‐mile operations. This research examines how warehouses use last‐minute coordination, an unstructured mechanism, to ensure sufficient inventory at the order penetration points. Previous research has focused
Kedong Chen +3 more
wiley +1 more source
Organic Crowding Out? - A Study of Danish Organic Food Demand [PDF]
, 2003 Only a handful of studies have estimated organic food demand. These all focus on specific food sub-markets assuming separability from other food consumption. However, consumers typically associate attributes such as e.g.
Hansen, Lars Gårn
core
Sustainable Development, EarlyView.ABSTRACT This paper investigates how income inequality and financial globalization shape sustainable industrialization across 87 countries over 2000–2022, using the SDG 9 composite index as the outcome and the Method of Moments Quantile Regression (MMQR) to capture heterogeneous effects.
Özge Kozal, Daniel Balsalobre‐Lorente
wiley +1 more source