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New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration
Weidmann, Jens - EconWPA - 1997
-old cointegration (TC) model. Contrary to the unit root hypothesis this model can be given an economic interpretation in terms of the … cointegration model is estimated. The TC model not only explains the downward bias of the coefficient estimates, but also the sample …
Persistent link: https://www.econbiz.de/10005126206
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HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India
Guha, Puja - EconWPA - 2004
Dependence of present consumption over the past levels’ was first proposed by Polak (1970). Since then many extensive studies have been done to test the presence of habit-forming effects in food and non-food commodities in the context of many different countries. But no such formal analysis...
Persistent link: https://www.econbiz.de/10005407969
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On Bartlett and Bartlett-Type Corrections
Cribari-Neto, F.; Cordeiro, G.M. - EconWPA - 1995
This paper reviews the literature on Bartlett and Bartlett-type corrections. It focuses on the corrections to the likelihood ratio, score and Wald test statistics. Three different Bartlett-type corrections which are equivalent to order 1/n, n being the sample size, are compared through...
Persistent link: https://www.econbiz.de/10005556317
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Value Investing in Emerging Markets: Risks and Benefits
Kargin, Vladislav - EconWPA - 2003
emerging markets. The statistical significance of these results were checked by a bootstrap procedure. The results imply that …
Persistent link: https://www.econbiz.de/10005125521
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Smoothed Empirical Likelihood Methods for Quantile Regression Models
Whang, Yoon-Jae - EconWPA - 2003
samples than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz …
Persistent link: https://www.econbiz.de/10005062560
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Hiring discrimination in the French financial sector: an econometric analysis on field experiment data
Emmanuel, DUGUET; Pascale, PETIT - EconWPA - 2004
We study the determinants of hiring gender discrimination in the French financial sector through a controlled experiment. We find that, on the one hand, the access differences to job interviews by women and men are primarily explained by the expectation of a maternity by young women and, on the...
Persistent link: https://www.econbiz.de/10005408369
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Testing the 'new economic geography': a comparative analysis based on EU regional data
Fingleton, Bernard - EconWPA - 2005
urban economics. Using bootstrap inference and the J-test, the paper shows that while NEG theory is supported by the data …
Persistent link: https://www.econbiz.de/10005556190
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A Bootstrap Test for Single Index Models
Haerdle, Wolfgang; MAMMEN, Enno; Proenca, Isabel - EconWPA - 2005
fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the … link function. The bootstrap is used with the aim to find a more accurate distribution under the null than the normal … we show that the bootstrap is able to capture the negative bias and the skewness of the test statistic. It yields better …
Persistent link: https://www.econbiz.de/10005119201
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LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
Hill, Jonathan B. - EconWPA - 2004
LM sup-statistic and characterize the asymptotic p-value by Hansen's (1996) bootstrap method. In our simulations, we …
Persistent link: https://www.econbiz.de/10005119213
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"PPP tests in cointegrated panels: Evidence from Asian developing countries".
Basher, Syed A.; Mohsin, Mohammed - EconWPA - 2003
using panel cointegration framework. We employ 'between-dimension' dynamic OLS estimator as proposed by Pedroni (2001b). The …
Persistent link: https://www.econbiz.de/10005076786