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correlation in the form of AR(1) for the idiosyncratic or time-specific error component. Consistent estimation and asymptotic …
Persistent link: https://www.econbiz.de/10001600056
applied to the estimation of a production function for the Japanese chemical industry using a sample of 72 firms observed …
Persistent link: https://www.econbiz.de/10001600058
This paper is concerned with efficient GMM estimation and inference in GARCH models. Sufficient conditions for the …
Persistent link: https://www.econbiz.de/10001600059
It is not unusual in real-life that one has to choose among finitely many alternatives when the merit of each alternative is not perfectly known. This may be the case when an individual chooses school, doctor or pension plan, or when a firm chooses between alternative R&D projects. Instead of...
Persistent link: https://www.econbiz.de/10001959608
Persistent link: https://www.econbiz.de/10000087688
Persistent link: https://www.econbiz.de/10002679578
We performed a cross-sectional, "bottom-up" observational study of resource consumption and quality of life of patients with multiple sclerosis (MS) in the United Kingdom. Three centers participated in the study. Patients received a questionnaire either by mail or during a clinic visit, and a...
Persistent link: https://www.econbiz.de/10001600004
We performed a cross-sectional, "bottom-up" observational study of resource consumption and quality of life of patients with multiple sclerosis (MS) in Germany. Six centers participated in the study. Patients were asked to complete a questionnaire, and a total of 737 patients returned the...
Persistent link: https://www.econbiz.de/10001600006
OBJECTIVE: This article examines whether there are differences in men's and women's use of the Internet and whether any such gender gaps have changed in recent years. METHODS: We use data from several surveys during the period 1997 to 2001 to show trends in Internet usage and to estimate...
Persistent link: https://www.econbiz.de/10001657651
This paper contains a Lagrange multiplier test of the hypothesis that the covariance matrix of a multivariate time series model is constant over time. It is further assumed that under the alternative, the error variances are time-varying whereas the correlation remain constant over time. Under...
Persistent link: https://www.econbiz.de/10001924637