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Nonparametric estimation betas in the Market Model
(2006)
In this study an alternative nonparametric estimator to the Fama and MacBeth approach for the CAPM estimation is proposed. Betas and risk premiums are estimated simultaneously in order to increase the explanatory power of ...
Benchmarking of patents: An application of GAM methodology
(2007-04)
The present article reexamines some of the issues regarding the benchmarking of patents using the NBER data base on U.S. patents by generalizing a parametric citation model and by estimating it using GAM methodology. The ...
Comparing the performance of different approaches to deal with attribute non-attendance in discrete choice experiments: a simulation experiment
(2010)
There is a growing body of literature acknowledging that respondents to DCE often use simplifying strategies, like ignoring one or several attributes to provide with their choices. Two main approaches have appeared to ...