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<p>We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional data. We motivate our focus by reviewing how computational and theoretical difficulties of point estimation mount as one moves from regularly-spaced time series data, through forms of...</p>
Persistent link: https://www.econbiz.de/10005509557
We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional data. We motivate our focus by reviewing how computational and theoretical difficulties of point estimation mount as one moves from regularly-spaced time series data, through forms of...
Persistent link: https://www.econbiz.de/10010318473
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We develop a sequence of tests for specifying the cointegrating rank of, possiblyfractional, multiple time series. Memory parameters of observables are treated asunknown, as are those of possible cointegrating errors. The individual test statisticshave standard null asymptotics, and are related...
Persistent link: https://www.econbiz.de/10005151144
We consider a multivariate continuous time process, generated by a system of linear stochastic differential equations, driven by white noise and involving coefficients that possibly vary over time. The process is observable only at discrete, but not necessarily equally-spaced, time points...
Persistent link: https://www.econbiz.de/10005151150
There is no parity of esteem between academic and vocational qualifications in the labour market. Data from the Labour Force Survey show that on average men and women working full-time with academic qualifications at one level in the national qualifications framework earn about the same as men...
Persistent link: https://www.econbiz.de/10005016853
Evidence is presented for the UK, the US and France that the pace of change in the structure of employment by occupation has not been accelerating. Changes in the occupational structure of employment are taken to proxy changes in the net demand for labour by skill level. Efforts are made to make...
Persistent link: https://www.econbiz.de/10005016999