Sputtr.com | Alternative Search Engine

Regressions

Multivariate Ordered Logit Regressions

Multivariate Ordered Logit Regressions May 13,2005 Valentino Dardanoni, University of Palermo Antonio Forcina, University of Perugia 1 ABSTRACT In this paper we combine recent advances in marginal modelling for contingency tables with the notion of copula to formulate a class of models for ...

Information Theory and Mixing Least-Squares Regressions

LEUNGANDBARRON: INFORMATION THEORY AND MIXING LEAST-SQUARES REGRESSIONS 3399 Suppose for each, the estimator is almost differentiable in (that is, its coordinates can be represented by well-defined integrals of its almost-everywhere derivatives, which is implied by continuity together with ...

Chow G C. Tests of equality between sets of coefficients in ...

Chow G C. Tests of equality between sets of coefficients in two linear regressions. Econometrica 28:591-605, 1960.

An Evaluation of the Soda Tax with Multivariate Nonparametric ...

specific scenarios with regard to the recently proposed “penny-an-ounce” tax on soft drinks sweet ened with sugar. Keywords: censoring, health taxes, nonparametric regressions

Basic Regressions and Panel Data in Stata

Basic regressions 9/14/2011 2 Stata's regress command runs a simple OLS regression Regress depvar indepvar1 indepvar2 …., options Always use the option robust to ensure that the covariance estimator can handle heteroskedasticity of unknown form.

Does Gender Inequality Reduce Growth and Development ...

Does Gender Inequality Reduce Growth and Development? Evidence from Cross-Country Regressions Stephan Klasen November 1999 The World Bank Development Research Group/ Poverty Reduction and Economic Management Network POLICY RESEARCH REPORT ON GENDER AND DEVELOPMENT Working Paper Series, No. 7 The ...

Time-Series Models; Dynamic Quantile Regressions

Research Division Federal Reserve Bank of St. Louis Working Paper Series Time-Series Models; Dynamic Quantile Regressions

Volatility Puzzles: A UniedFramework for Gauging Return ...

Volatility Puzzles: A UniedFramework for Gauging Return-Volatility Regressions Tim Bollersle v y and Hao Zho u z August 20,2003 Abstract This paper providesasimpleunied framework for assessing the empirical linkages between returns and realized and implied volatilities.

Prevent Regressions and Cut the Maintenance Cost of Your Java ...

AgitarOne JUnit Generator Prevent Regressions and Cut the Maintenance Cost of Your Java Applications Automated JUnit Generation — 80% Code Coverage, or Better AgitarOne JUnit Generator generates thorough unit-level regression tests on your existing code base: on legacy Java applications as ...

Predictive Regressions with Time-Varying Coefficients

Predictive Regressions with Time-Varying Coefficients Thomas Dangl Vienna University of Technology Michael Halling University of Utah September, 2009 Abstract We evaluate predictive regressions that explicitly consider the time-variation of coefficients in a comprehensive Bayesian framework.