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Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model
Baglan, Deniz; Yoldas, Emre - In: Economics Letters 125 (2014) 1, pp. 93-96
Using data on developing economies, we estimate a flexible semiparametric panel data model that incorporates potentially nonlinear effects of inflation on economic growth. We find that inflation is associated with significantly lower growth only after it reaches about 12 percent, which is...
Persistent link: https://www.econbiz.de/10010939487
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Testing distributional assumptions using a continuum of moments
Amengual, Dante; Carrasco, Marine; Sentana, Enrique - In: Journal of econometrics 218 (2020) 2, pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
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Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
Bierens, Herman J.; Wang, Li - In: Econometric reviews 36 (2017) 1/3, pp. 103-135
Persistent link: https://www.econbiz.de/10011795009
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Testing for Uniformity of the Residual Life Time Based on Dynamic Kullback-Leibler Information
Ebrahimi, Nader - In: Annals of the Institute of Statistical Mathematics 53 (2001) 2, pp. 325-337
Persistent link: https://www.econbiz.de/10005395537
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Goodness-of-fit test for switching diffusion
Gassem, A. - In: Statistical Inference for Stochastic Processes 13 (2010) 2, pp. 97-123
Persistent link: https://www.econbiz.de/10008456195
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Nonparametric regression with selectively missing covariates
Breunig, Christoph; Haan, Peter - In: Journal of econometrics 223 (2021) 1, pp. 28-52
Persistent link: https://www.econbiz.de/10012619957
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Uniform nonparametric inference for time series
Li, Jia; Liao, Zhipeng - In: Journal of econometrics 219 (2020) 1, pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
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Series estimation under cross-sectional dependence
Lee, Jungyoon; Robinson, Peter M. - In: Journal of econometrics 190 (2016) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
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Two-step estimation of incomplete information social interaction models with sample selection
Hoshino, Tadao - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 598-612
Persistent link: https://www.econbiz.de/10012179000
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Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua; Gao, Jiti - In: Econometric reviews 38 (2019) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10012180710