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Multivariate Fractional Regression Estimation of Econometric Share Models
Mullahy, John - 2010
proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression … estimation strategies proposed by Papke and Wooldridge and to extend the fractional regression approach to estimation of and …
Persistent link: https://www.econbiz.de/10012462302
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Oil Prices, Welfare and the Trade Balance : An Intertemporal Approach
Svensson, Lars E.O. - 1982
The paper examines welfare effects and the trade balance response to changes in the world oil prices and interest rates for a small oil-importing economy. The trade balance is mainly seen as the difference between saving and investment, and these are derived from intertemporal optimization. It...
Persistent link: https://www.econbiz.de/10012478114
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Approximation Bias in Linearized Euler Equations
Ludvigson, Sydney - 1999
A wide range of empirical applications rely on linear approximations to dynamic Euler equations. Among the most notable of these is the large and growing literature on precautionary saving that examines how consumption growth and saving behavior are affected by uncertainty and prudence. Linear...
Persistent link: https://www.econbiz.de/10012471817
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Protectionism and the Business Cycle
Barattieri, Alessandro - 2018
data, we present fresh evidence on the dynamic effects of temporary trade barriers. Estimates from country-level and panel …
Persistent link: https://www.econbiz.de/10012453361
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Smoothness Priors and Nonlinear Regression
Shiller, Robert J. - 1982
interpolation are pointed out. Illustrative examples of cost function estimation are provided …
Persistent link: https://www.econbiz.de/10012478156
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Robust Non-Linear Regression Using The Dogleg Algorithm
Welsch, Roy E. - 1975
What are the statistical and computational problems associated with robust nonlinear regression? This paper presents a number of possible approaches to these problems and develops a particular algorithm based on the work of Powell and Dennis
Persistent link: https://www.econbiz.de/10012479050
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Regression Discontinuity in Time : Considerations for Empirical Applications
Hausman, Catherine - 2017
estimation bandwidth shrinking even as the sample size increases. Second, estimates may be biased if the time-series properties …
Persistent link: https://www.econbiz.de/10012455080
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The US-China Bilateral Trade Balance : Its Size and Determinants
Feenstra, Robert C. - 1998
estimation method that takes advantage of our access to detailed Chinese Customs data at the commodity level. For example, the …
Persistent link: https://www.econbiz.de/10012472213
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Dynamics of the Trade Balance and the Terms of Trade : The S-Curve
Backus, David - 1992
We provide a theoretical interpretation of two features of international data: the countercyclical movements in net exports and the tendency for the trade balance to be negatively correlated with current and future movements in the terms of trade, but positively correlated with past movements....
Persistent link: https://www.econbiz.de/10012474721
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The Interest Rate Effect on Private Saving : Alternative Perspectives
Aizenman, Joshua - 2016
Using an uneven panel of 135 countries from 1995 to 2014, we investigate the link between interest rates and private ….e., positive) effect. With the baseline estimation, we find that the real interest rate has the substitution effect on private …
Persistent link: https://www.econbiz.de/10012455808