Results 71 to 80 of about 27,081 (245)
Local Eviction Moratoria and the Spread of COVID‐19
ABSTRACT At different stages during the initial onset of the COVID‐19 pandemic, various US states and local municipalities enacted eviction moratoria. One of the main aims of these moratoria was to slow the spread of COVID‐19 infections. We deploy a semiparametric difference‐in‐differences approach with an event study specification to examine whether ...
Julia Hatamyar, Christopher F. Parmeter
wiley +1 more source
Regulation, Taxation, and Resources: Unpacking Greenhouse Gas Emission Drivers Across G7 Economies
ABSTRACT Advanced economies are under growing pressure to downscale greenhouse gas (GHG) emissions without undermining growth, yet G7 (Group of Seven) nations, representing almost 10% of the world's population, still generate one quarter of global GHGs.
Mohammad Imtiaz Hossain +5 more
wiley +1 more source
This article aims to investigate the Value at Risk of basis for stock index futures hedging in China. Since the RS-GARCH model can effectively describe the state transition of variance in VaR and the two-state Markov process can significantly reduce the ...
Liang Wang +3 more
doaj +1 more source
Optimizing patrol time in crime hot spots: Replicating the “Koper Curve”
Abstract Research Summary In a study published more than 30 years ago, Koper found that patrol visits to crime hot spots were most effective in deterring crime and disorder when they were 11–15 min in length. This finding, popularly known as the “Koper Curve,” has had a substantial influence on police practice and research.
Christopher S. Koper +2 more
wiley +1 more source
Managing Procurement Auction Failure: Bid Requirements or Reserve Prices?
ABSTRACT This paper examines bid requirements, where the government may cancel a procurement contract unless two or more bids are received. Using a first‐price auction model with endogenous entry, we compare the bid requirement and reserve price mechanisms in terms of auction failure and procurement costs.
Jun Ma, Vadim Marmer, Pai Xu
wiley +1 more source
Mitigating policy uncertainty: What financial markets reveal about firm‐level lobbying
Abstract Elections can lead to substantial policy changes and, thus, are a significant source of risk. Firms can respond to such policy uncertainty by lobbying, but it is hard to quantify whether they do so and, if so, how much lobbying benefits them. We construct a new dataset and leverage investors’ expectations of variability in stock returns in the
Kristy Buzard +2 more
wiley +1 more source
"Characterization of the Asymptotic Distribution of Semiparametric M-Estimators" [PDF]
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Sokbae Lee, Hidehiko Ichimura
core +2 more sources
Abstract Sensitivity analysis for unmeasured confounders is essential for assessing the robustness of causal mediation conclusions. Most existing methods rely on parametric assumptions, which are ill‐suited for machine learning‐based estimators that are not tied to specific parametric models.
Xiao Liu, Cameron McCann
wiley +1 more source
Semiparametric Regression Analysis under Imputation for Missing Response Data [PDF]
We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator, a marginal average estimator and a (marginal) propensity score weighted estimator are defined.
Qihua Wang +2 more
core
Gaussian Semiparametric Estimation of Non-stationary Time Series [PDF]
Generalizing the definition of the memory parameter d in terms of the differentiated series, we showed in Velasco (Non-stationary log-periodogram regression, Forthcoming J.
Velasco Gómez, Carlos, Velasco, Carlos
core +1 more source

