Winkelmann

Fakultäten » Wirtschaftswissenschaftliche Fakultät » Volkswirtschaftslehre, Institut für » Prof. Dr. Rainer Winkelmann » Winkelmann

Current research project

Title / Titel	Econometric Methods for Discrete Dependent Variables
PDF	Abstract (PDF, 14 KB)
Summary / Zusammenfassung	This research deals with regression models for discrete dependent variables. These include - binary dependent variables - ordered dependent variables - rating scales - counts We study diverse models and methods than can improve on existing ones in cases where the data generating process has non-standard features, such as unobserved heterogeneity, endogeneity, excess zeros, censoring, or general (non-specified) conditional expectation function. Cross-section as well as panel data models are considered. Methods include copula functions, integration of kernel estimators, quasi likelihood estimation. Finite sample properties (consistency, relative efficiency) of the estimators are investigated in Monte Carlo studies.
Project leadership and contacts / Projektleitung und Kontakte	Prof. Dr. Rainer Winkelmann (Project Leader) rainer.winkelmann@econ.uzh.ch Kevin Staub   Gregori Baetschmann   Raphael Studer
Funding source(s) / Unterstützt durch	Universität Zürich (position pursuing an academic career)
Duration of Project / Projektdauer	Jan 2010 to Dec 2020