45 citations · 124 across the 11 of their papers we have counts for
4 papers · 1 filter
Cosine metric as a structural economic similarity measure
Marina Telezhkina, Dominik Wied
Structural similarity, the extent to which economic mechanisms respond alike to common shocks, matters for economic forecasting, policy transfer, and other decisions that rely on e…
Semiparametric Distribution Regression with Instruments and Monotonicity
Dominik Wied
This paper proposes IV-based estimators for the semiparametric distribution regression model in the presence of an endogenous regressor, which are based on an extension of IV probi…
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations
Jörg Breitung, Alexander Mayer, Dominik Wied
This paper considers a linear regression model with an endogenous regressor which arises from a nonlinear transformation of a latent variable. It is shown that the corresponding co…
Estimation and Inference in Factor Copula Models with Exogenous Covariates
Alexander Mayer, Dominik Wied
A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of…