The aim of this paper is to study the probability to find an opportunity of collaboration among small and medium sized firms by participating in the Europartenariat meeting created to encourage co-operation links. Contacts among firms are relatively few in number and are assumed to be generated by a Poisson process. Empirical results of different Poisson regression models with reference to para...

We develop a new approach to using estimating equations to estimate marginal regression models for longitudinal data with time-dependent covariates. Our approach classifies time-dependent covariates into three types – Types I, II and III. The type of covariate determines what estimating equations can be used involving the covariate. We use the generalised method of moments to make optimal use o...

This paper estimates the marginal returns to college for individuals induced to enroll in college by different marginal policy changes. The recent instrumental variables literature seeks to estimate this parameter, but in general it does so only under strong assumptions that are tested and found wanting. We show how to utilize economic theory and local instrumental variables estimators to estim...

A multivariate generalization of the emulator technique described by Hankin (2005) is presented in which random multivariate functions may be assessed. In the standard univariate case (Oakley 1999), a Gaussian process, a finite number of observations is made; here, observations of different types are considered. The technique has the property that marginal analysis (that is, considering only a ...

This paper deals with Dynamic Stochastic General Equilibrium (DSGE) models under a multivariate student-t distribution for the structural shocks. Based on the solution algorithm of Klein (2000) and the gamma-normal representation of the t -distribution, the TaRB-MH algorithm of Chib and Ramamurthy (2010) is used to estimate the model. A technique for estimating the marginal likelihood of the DS...

In regression discontinuity models, where the probability of treatment jumps discretely when a running variable crosses a threshold, an average treatment effect can be nonparametrically identi ed. We show that the derivative of this treatment effect with respect to the threshold is also nonparametrically identi ed and easily estimated, in both sharp and fuzzy designs. This marginal threshold tr...

Consider a continuous random pair (X,Y ) whose dependence is characterized by an extreme-value copula with Pickands dependence function A. When the marginal distributions of X and Y are known, several consistent estimators of A are available. Most of them are variants of the estimators due to Pickands [Bull. Inst. Internat. Statist. 49 (1981) 859–878] and Capéraà, Fougères and Genest [Biometrik...

using a choice experiment survey, the marginal willingness to pay (wtp) among iranian households to avoid power outages is estimated. the results indicate that households prefer lower price of alternatives and the low duration and frequency of outages, and the factors of outage day, outage time and warning in advance of outage are important to households' preferences. moreover, the conditi...

Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. We present a variant of the marginal structural strategy in continuous time using martingale theory and marked point processes. This offers a mathematical interpretation of marginal structural models that has not been available...