IDEAS home Printed from https://ideas.repec.org/r/jss/jstsof/v016i09.html
   My bibliography  Save this item

Object-oriented Computation of Sandwich Estimators

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Schmid, Basil & Jokubauskaite, Simona & Aschauer, Florian & Peer, Stefanie & Hössinger, Reinhard & Gerike, Regine & Jara-Diaz, Sergio R. & Axhausen, Kay W., 2019. "A pooled RP/SP mode, route and destination choice model to investigate mode and user-type effects in the value of travel time savings," Transportation Research Part A: Policy and Practice, Elsevier, vol. 124(C), pages 262-294.
  2. Lupi, Claudio, 2009. "Covariate Augmented Dickey-Fuller Tests with R," Economics & Statistics Discussion Papers esdp09051, University of Molise, Department of Economics.
  3. Zeileis, Achim & Kleiber, Christian & Jackman, Simon, 2008. "Regression Models for Count Data in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i08).
  4. Saptarshi Chatterjee & Shrabanti Chowdhury & Sanjib Basu, 2021. "A model‐free approach for testing association," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(3), pages 511-531, June.
  5. Michelle Yoo & Billy Bai & Ashok Singh, 2020. "The evolution of behavioral loyalty and customer lifetime value over time: investigation from a Casino Loyalty Program," Journal of Marketing Analytics, Palgrave Macmillan, vol. 8(2), pages 45-56, June.
  6. Millo, Giovanni, 2014. "Maximum likelihood estimation of spatially and serially correlated panels with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 914-933.
  7. Christopher F. Parmeter, 2018. "Estimation of the two-tiered stochastic frontier model with the scaling property," Journal of Productivity Analysis, Springer, vol. 49(1), pages 37-47, February.
  8. Fantazzini, Dean & Shangina, Tamara, 2019. "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 5-31.
  9. Beth Ann Griffin & Megan S. Schuler & Elizabeth A. Stuart & Stephen Patrick & Elizabeth McNeer & Rosanna Smart & David Powell & Bradley Stein & Terry Schell & Rosalie Liccardo Pacula, 2020. "Variation in Performance of Commonly Used Statistical Methods for Estimating Effectiveness of State-Level Opioid Policies on Opioid-Related Mortality," NBER Working Papers 27029, National Bureau of Economic Research, Inc.
  10. Wouter van den Bos & Eveline A Crone & Rosa Meuwese & Berna Güroğlu, 2018. "Social network cohesion in school classes promotes prosocial behavior," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-16, April.
  11. Hasler Mario, 2013. "Multiple Contrasts for Repeated Measures," The International Journal of Biostatistics, De Gruyter, vol. 9(1), pages 1-13, July.
  12. Hart, Rannveig & Pedersen, Willy & Skardhamar, Torbjørn, 2019. "Blowing in the wind? The effect of weather on the intensity and spatial distribution of crime," SocArXiv qrhn4, Center for Open Science.
  13. Patnaik, Ila & Shah, Ajay, 2010. "Does the currency regime shape unhedged currency exposure?," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 760-769, September.
  14. David Wozabal & Christoph Graf & David Hirschmann, 2016. "The effect of intermittent renewables on the electricity price variance," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 38(3), pages 687-709, July.
  15. Alexander Robitzsch, 2023. "Linking Error in the 2PL Model," J, MDPI, vol. 6(1), pages 1-27, January.
  16. Sarrias, Mauricio, 2016. "Discrete Choice Models with Random Parameters in R: The Rchoice Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 74(i10).
  17. Michelle Yoo & Billy Bai & Ashok Singh, 0. "The evolution of behavioral loyalty and customer lifetime value over time: investigation from a Casino Loyalty Program," Journal of Marketing Analytics, Palgrave Macmillan, vol. 0, pages 1-12.
  18. Agata Sielska, 2022. "Costs of polish county hospitals–A behavioral panel function," PLOS ONE, Public Library of Science, vol. 17(1), pages 1-14, January.
  19. Lars Isenhardt & Stefan Seifert & Silke Hüttel, 2023. "Tenant Favoritism and Right of First Refusals in Farmland Auctions: Competition and Price Effects," Land Economics, University of Wisconsin Press, vol. 99(2), pages 302-324.
  20. Aihounton, Ghislain & Henningsen, Arne & Trifkovic, Neda, 2021. "Pesticide Handling and Human Health: Conventional and Organic Cotton Farming in Benin," 2021 Conference, August 17-31, 2021, Virtual 315407, International Association of Agricultural Economists.
  21. Eric W Bridgeford & Shangsi Wang & Zeyi Wang & Ting Xu & Cameron Craddock & Jayanta Dey & Gregory Kiar & William Gray-Roncal & Carlo Colantuoni & Christopher Douville & Stephanie Noble & Carey E Prieb, 2021. "Eliminating accidental deviations to minimize generalization error and maximize replicability: Applications in connectomics and genomics," PLOS Computational Biology, Public Library of Science, vol. 17(9), pages 1-20, September.
  22. Oberst, Christian A. & Schmitz, Hendrik & Madlener, Reinhard, 2019. "Are Prosumer Households That Much Different? Evidence From Stated Residential Energy Consumption in Germany," Ecological Economics, Elsevier, vol. 158(C), pages 101-115.
  23. Tim Lohse & Salmai Qari, 2018. "Video recordings in experiments – Are there effects on self-selection or the outcome of the experiment?," Economics Bulletin, AccessEcon, vol. 38(3), pages 1381-1394.
  24. Alisa Stöber & Pavo Marijic & Christoph Kurz & Larissa Schwarzkopf & Florian Kirsch & Anja Schramm & Reiner Leidl, 2023. "Does uptake of specialty care affect HRQoL development in COPD patients beneficially? A difference-in-difference analysis linking claims and survey data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(9), pages 1561-1573, December.
  25. Ionel Bostan & Mihaela Onofrei & Elena-Doina Dascalu & Bogdan Fîrtescu, 2016. "Impact of Sustainable Environmental Expenditures Policy on Air Pollution Reduction, During European Integration Framework," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(42), pages 286-286, May.
  26. repec:jss:jstsof:27:i08 is not listed on IDEAS
  27. Andersson, Jonas & Schroyen, Fred & Torsvik, Gaute, 2019. "The impact of international tax information exchange agreements on the use of tax amnesty: evidence from Norway," Discussion Paper Series in Economics 16/2019, Norwegian School of Economics, Department of Economics.
  28. Kajal Lahiri & Liu Yang, 2018. "Confidence Bands for ROC Curves With Serially Dependent Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 115-130, January.
  29. Aihounton, Ghislain & Henningsen, Arne, 2021. "Organic Farming and Food and Nutrition Security," 2021 Conference, August 17-31, 2021, Virtual 315413, International Association of Agricultural Economists.
  30. Mireille E. Schnitzer & Erica E.M. Moodie & Mark J. van der Laan & Robert W. Platt & Marina B. Klein, 2014. "Modeling the impact of hepatitis C viral clearance on end-stage liver disease in an HIV co-infected cohort with targeted maximum likelihood estimation," Biometrics, The International Biometric Society, vol. 70(1), pages 144-152, March.
  31. Sarah Harris & Wendy Anderson & Musa Kilinc & Liam Fogarty, 2012. "The relationship between fire behaviour measures and community loss: an exploratory analysis for developing a bushfire severity scale," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 63(2), pages 391-415, September.
  32. Michal Engelman & Christopher L. Seplaki & Ravi Varadhan, 2017. "A Quiescent Phase in Human Mortality? Exploring the Ages of Least Vulnerability," Demography, Springer;Population Association of America (PAA), vol. 54(3), pages 1097-1118, June.
  33. Chrysanthos Dellarocas & Juliana Sutanto & Mihai Calin & Elia Palme, 2016. "Attention Allocation in Information-Rich Environments: The Case of News Aggregators," Management Science, INFORMS, vol. 62(9), pages 2543-2562, September.
  34. repec:jss:jstsof:32:i02 is not listed on IDEAS
  35. Sakari Lähdemäki, 2017. "Traditional convergence tests with Penn World Table 9.0," Working Papers 309, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE.
  36. Matthias Bannert & Andreas Dibiasi, 2014. "Unveiling Participant Level Determinants of Unit Non-Response in Business Tendency Surveys," KOF Working papers 14-363, KOF Swiss Economic Institute, ETH Zurich.
  37. Jiang, Xianfeng & Packer, Frank, 2019. "Credit ratings of Chinese firms by domestic and global agencies: Assessing the determinants and impact," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 178-193.
  38. Vinícius B. P. Chagas & Pedro L. B. Chaffe & Günter Blöschl, 2022. "Climate and land management accelerate the Brazilian water cycle," Nature Communications, Nature, vol. 13(1), pages 1-10, December.
  39. Ting Wang & Benjamin Graves & Yves Rosseel & Edgar C. Merkle, 2022. "Computation and application of generalized linear mixed model derivatives using lme4," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1173-1193, September.
  40. Stübinger, Johannes & Endres, Sylvia, 2017. "Pairs trading with a mean-reverting jump-diffusion model on high-frequency data," FAU Discussion Papers in Economics 10/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  41. Ghislain B. D. Aihounton & Arne Henningsen, 2023. "Does Organic Farming Jeopardize Food and Nutrition Security?," IFRO Working Paper 2023/02, University of Copenhagen, Department of Food and Resource Economics.
  42. Mario Hasler, 2016. "Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation," Statistical Papers, Springer, vol. 57(1), pages 55-68, March.
  43. Víctor Pérez-Segura & Raquel Caro-Carretero & Antonio Rua, 2021. "Multivariate Analysis of Risk Factors of the COVID-19 Pandemic in the Community of Madrid, Spain," IJERPH, MDPI, vol. 18(17), pages 1-14, September.
  44. Millo, Giovanni, 2014. "Robust standard error estimators for panel models: a unifying approach," MPRA Paper 54954, University Library of Munich, Germany.
  45. W. Lee, 2014. "Historical global analysis of occurrences and human casualty of extreme temperature events (ETEs)," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 70(2), pages 1453-1505, January.
  46. Kleiber Christian & Zeileis Achim, 2010. "The Grunfeld Data at 50," German Economic Review, De Gruyter, vol. 11(4), pages 404-417, December.
  47. Horváth, Lajos & Rice, Gregory, 2019. "Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 138-165.
  48. Moura, Ticiana Grecco Zanon & Garcia-Alonso, Lorena & del Rosal, Ignacio, 2018. "Influence of the geographical pattern of foreign trade on the inland distribution of maritime traffic," Journal of Transport Geography, Elsevier, vol. 72(C), pages 191-200.
  49. Edgar Merkle & Jinyan Fan & Achim Zeileis, 2014. "Testing for Measurement Invariance with Respect to an Ordinal Variable," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 569-584, October.
  50. Maximilian Humpesch & Stefan Seifert & Alfons Balmann & Silke Hüttel, 2022. "How does tenancy affect farmland prices? Effects of lease status, lease term and buyer type," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 83(2), pages 242-263, September.
  51. Molloy, Joseph & Becker, Felix & Schmid, Basil & Axhausen, Kay W., 2021. "mixl: An open-source R package for estimating complex choice models on large datasets," Journal of choice modelling, Elsevier, vol. 39(C).
  52. Tim Lohse & Salmai Qari, 2018. "Video Recordings in Experiments – Are There Effects on Self-Selection or the Outcome of the Experiment?," Discussion Papers of DIW Berlin 1751, DIW Berlin, German Institute for Economic Research.
  53. David Magis, 2016. "Efficient Standard Error Formulas of Ability Estimators with Dichotomous Item Response Models," Psychometrika, Springer;The Psychometric Society, vol. 81(1), pages 184-200, March.
  54. Lenka Dubová & Jan Macháč & Alena Vacková, 2020. "Food Provision, Social Interaction or Relaxation: Which Drivers Are Vital to Being a Member of Community Gardens in Czech Cities?," Sustainability, MDPI, vol. 12(22), pages 1-17, November.
  55. Paola Brighi & Roberto Patuelli & Giuseppe Torluccio, 2012. "Self-Financing of Traditional and R&D Investments: Evidence from Italian SMEs," Working Paper series 61_12, Rimini Centre for Economic Analysis.
  56. Johannes Stübinger & Sylvia Endres, 2018. "Pairs trading with a mean-reverting jump–diffusion model on high-frequency data," Quantitative Finance, Taylor & Francis Journals, vol. 18(10), pages 1735-1751, October.
  57. Stefan Seifert & Christoph Kahle & Silke Hüttel, 2021. "Price Dispersion in Farmland Markets: What Is the Role of Asymmetric Information?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(4), pages 1545-1568, August.
  58. Salvatore Fasola & Laura Montalbano & Giovanna Cilluffo & Benjamin Cuer & Velia Malizia & Giuliana Ferrante & Isabella Annesi-Maesano & Stefania La Grutta, 2021. "A Critical Review of Statistical Methods for Twin Studies Relating Exposure to Early Life Health Conditions," IJERPH, MDPI, vol. 18(23), pages 1-15, December.
  59. Macdonald, P. & Angus, C.H. & Cleasby, I.R. & Marshall, C.T., 2014. "Fishers’ knowledge as an indicator of spatial and temporal trends in abundance of commercial fish species: Megrim (Lepidorhombus whiffiagonis) in the northern North Sea," Marine Policy, Elsevier, vol. 45(C), pages 228-239.
  60. repec:jss:jstsof:27:i01 is not listed on IDEAS
  61. Schäfer Benjamin, 2018. "The Impact of the Crisis and Unconventional Monetary Policy on European Inflation Dynamics: Evidence from a Three-Period Structural Model and Six Countries," Review of Economics, De Gruyter, vol. 69(2), pages 87-110, August.
  62. Schmid, Basil & Molloy, Joseph & Peer, Stefanie & Jokubauskaite, Simona & Aschauer, Florian & Hössinger, Reinhard & Gerike, Regine & Jara-Diaz, Sergio R. & Axhausen, Kay W., 2021. "The value of travel time savings and the value of leisure in Zurich: Estimation, decomposition and policy implications," Transportation Research Part A: Policy and Practice, Elsevier, vol. 150(C), pages 186-215.
  63. Alice Hengevoss, 2021. "Assessing the Impact of Nonprofit Organizations on Multi-Actor Global Governance Initiatives: The Case of the UN Global Compact," Sustainability, MDPI, vol. 13(13), pages 1-13, June.
  64. Steven L Van Wilgenburg & C Lisa Mahon & Greg Campbell & Logan McLeod & Margaret Campbell & Dean Evans & Wendy Easton & Charles M Francis & Samuel Haché & Craig S Machtans & Caitlin Mader & Rhiannon F, 2020. "A cost efficient spatially balanced hierarchical sampling design for monitoring boreal birds incorporating access costs and habitat stratification," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-28, June.
  65. Erdogan, Murside Rabia & Camgoz, Selin Metin & Karan, Mehmet Baha & Berument, M. Hakan, 2022. "The switching behavior of large-scale electricity consumers in The Turkish electricity retail market," Energy Policy, Elsevier, vol. 160(C).
  66. Wilms, Rafael & Dahan, Clara Seif el, 2022. "Are we on the same page? The moderating role of value congruence in charismatic signaling-charismatic effects relationship," OSF Preprints s5q6d, Center for Open Science.
  67. Dimitriadis, Timo & Liu, Xiaochun & Schnaitmann, Julie, 2020. "Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary," Hohenheim Discussion Papers in Business, Economics and Social Sciences 11-2020, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  68. Wassie, Yibeltal T. & Ahlgren, Erik O., 2023. "Determinants of electricity consumption from decentralized solar PV mini-grids in rural East Africa: An econometric analysis," Energy, Elsevier, vol. 274(C).
  69. Lupi, Claudio, 2009. "Unit Root CADF Testing with R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i02).
  70. Francis L. Huang, 2022. "Analyzing Cross-Sectionally Clustered Data Using Generalized Estimating Equations," Journal of Educational and Behavioral Statistics, , vol. 47(1), pages 101-125, February.
  71. Javier Contreras-Reyes & Wilfredo Palma, 2013. "Statistical analysis of autoregressive fractionally integrated moving average models in R," Computational Statistics, Springer, vol. 28(5), pages 2309-2331, October.
  72. Sviták, Jan & Tichem, Jan & Haasbeek, Stefan, 2021. "Price effects of search advertising restrictions," International Journal of Industrial Organization, Elsevier, vol. 77(C).
  73. Susanne Berger & Herbert Stocker & Achim Zeileis, 2017. "Innovation and institutional ownership revisited: an empirical investigation with count data models," Empirical Economics, Springer, vol. 52(4), pages 1675-1688, June.
  74. Elizabeth Lhuillier & Yuan Yang & Olga Morozova & Sean A. P. Clouston & Xiaohua Yang & Monika A. Waszczuk & Melissa A. Carr & Benjamin J. Luft, 2022. "The Impact of World Trade Center Related Medical Conditions on the Severity of COVID-19 Disease and Its Long-Term Sequelae," IJERPH, MDPI, vol. 19(12), pages 1-15, June.
  75. Harden Jeffrey J., 2012. "Improving Statistical Inference with Clustered Data," Statistics, Politics and Policy, De Gruyter, vol. 3(1), pages 1-30, January.
  76. Patrick Mair & Marcus Hudec, 2009. "Multivariate Weibull mixtures with proportional hazard restrictions for dwell‐time‐based session clustering with incomplete data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(5), pages 619-639, December.
  77. Xuehui Han & Yuan Cheng, 2023. "Drivers of Bilateral Climate Finance Aid: The Roles of Paris Agreement Commitments, Public Governance, and Multilateral Institutions," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 85(3), pages 783-821, August.
  78. Agosto, Arianna & Cerchiello, Paola & Pagnottoni, Paolo, 2022. "Sentiment, Google queries and explosivity in the cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
  79. Zeileis, Achim & Koenker, Roger, 2008. "Econometrics in R: Past, Present, and Future," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i01).
  80. Christian Kleiber & Achim Zeileis, 2010. "The Grunfeld Data at 50," German Economic Review, Verein für Socialpolitik, vol. 11(4), pages 404-417, November.
  81. Jochen Heberle & Cristina Sattarhoff, 2017. "A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators," Econometrics, MDPI, vol. 5(1), pages 1-16, January.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.