Browsing School of Pure and Applied Sciences by Subject "Estimator"
Now showing items 1-3 of 3
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Distributive and Quantile Treatment Effects: Imputation Based Estimators Approach
(Journal of Statistical and Econometric Methods, 2018)This paper develops two new classes of estimators measuring the distributive effects of a treatment on a population. Using imputation methods, empirical quantile and bootstrap simulations, we managed to define and study ... -
Imputation Based Treatment Effect Estimators
(2017-09-15)The problem of counterfactual and control group is at the core of impact evaluation. Almost all existing methods aim to find the best control group to compare with the treated group. The aim of this study is to use ... -
Modelling the volatility of exchange rates in the Kenyan market
(Academic Journals, 2010)This paper considers the application of the generalized autoregressive conditional heteroscedasticity process in the estimation of volatility in the Kenyan exchange rates. A quasi-maximum likelihood estimation procedure ...