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pro vyhledávání: '"jel:C22"'
Autor:
Stephen Kastoryano, Bas van der Klaauw
Publikováno v:
Journal of Applied Econometrics, 37(2), 227-241. John Wiley and Sons Ltd
Kastoryano, S & van der Klaauw, B 2022, ' Dynamic evaluation of job search assistance ', Journal of Applied Econometrics, vol. 37, no. 2, pp. 227-241 . https://doi.org/10.1002/jae.2866
Kastoryano, S & van der Klaauw, B 2022, ' Dynamic evaluation of job search assistance ', Journal of Applied Econometrics, vol. 37, no. 2, pp. 227-241 . https://doi.org/10.1002/jae.2866
This paper evaluates a job search assistance program for unemployed teachers where the assignment to the program is dynamic. We discuss the methodology of estimating\ud dynamic treatment effects and identification conditions. In the empirical analysi
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::abbd4251cd4237878908801327cfcf2b
https://doi.org/10.1002/jae.2866
https://doi.org/10.1002/jae.2866
Autor:
Wesselbaum, Dennis
Publikováno v:
Applied Economics Quarterly: Volume 66, Issue 4. 66:319-328
This paper provides evidence for the size and the cyclicality of firing costs for the United States and Germany. In contrast to the existing literature, we use the optimality conditions obtained in a search and matching model to find a reduced form e
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00762e4adbe2cebbab0a9720ae0c75c1
https://doi.org/10.3790/aeq.66.4.319
https://doi.org/10.3790/aeq.66.4.319
Autor:
James W. Taylor, Ralph D. Snyder
This paper concerns the forecasting of seasonal intraday time series. An extension of Holt-Winters exponential smoothing has been proposed that smoothes an intraday cycle and an intraweek cycle. A recently proposed exponential smoothing method involv
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08c0edb7ff102aa03165a5be287d9c09
This paper investigates the use of bootstrap-based bias correction of semi-parametric estimators of the long memory parameter in fractionally integrated processes. The re-sampling method involves the application of the sieve bootstrap to data pre-fil
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e963869c4f5dcc66809eab5e6c6f0171
We evaluate the performances of various methods for forecasting tourism data. The data used include 366 monthly series, 427 quarterly series and 518 annual series, all supplied to us by either tourism bodies or academics who had used them in previous
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c38c587854e80673cef8687883267d7
Autor:
Tian, Jing, Anderson, Heather M.
This paper proposes two new weighting schemes that average forecasts using different estimation windows to account for structural change. We let the weights reflect the probability of each time point being the most-recent break point, and we use the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5af9ee0632ba1a8b9b951bbf6d6c62af
A large body of the forecasting literature so far has been focused on forecasting the conditional mean of future observations. However, there is an increasing need for generating the entire conditional distribution of future observations in order to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f9239641253821b38c2e95e1581557b
Optimal probabilistic forecasts of integer-valued random variables are derived. The optimality is achieved by estimating the forecast distribution nonparametrically over a given broad model class and proving asymptotic efficiency in that setting. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::240f402c0556ac3d29ce279a7f6d67cf
This paper treats estimation in a class of new nonlinear threshold autoregressive models with both a stationary and a unit root regime. Existing literature on nonstationary threshold models have basically focused on models where the nonstationarity c
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d2d887c3525792c232e2b735bafffcb9
This paper establishes several results for uniform convergence of nonparametric kernel density and regression estimates for the case where the time series regressors concerned are nonstationary null–recurrent Markov chains. Under suitable conditi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d8dc81327332df7777eb919c3ffa8f1e