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Gruppenvergleiche bei hypothetischen Konstrukten - Die Prüfung der Übereinstimmung von Messmodellen mit derStrukturgleichungsmethodik

Temme, Dirk; Hildebrandt, Lutz - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008

Comparing groups with respect to hypothetical constructs requires that the measurement models are equal across groups. Otherwise conclusions drawn from the observed indicators regarding differences at the latent level (mean differences, differences in the structural relations) might be severly...

Persistent link: https://www.econbiz.de/10005860521

PLS Path Modeling - A Software Review

Temme, Dirk; Kreis, Henning; Hildebrandt, Lutz - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006

After years of stagnancy, PLS path modeling has recently attracted renewed interest from applied researchers in marketing. At the same time, the availability of software alternatives to Lohmöllers LVPLS package has considerably increased (PLS-Graph, PLS-GUI, SPAD-PLS, SmartPLS). To help the...

Persistent link: https://www.econbiz.de/10005861232

Formative Measurement Models in Covariance Structure Analysis: Specification andIdentification

Temme, Dirk; Hildebrandt, Lutz - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006

Many researchers seem to be unsure about how to specify formative measurement models in software programs like LISREL or AMOS and to establish identification of the corresponding structural equation model. In order to make identification easier, a new, mainly graphicallyoriented approach is...

Persistent link: https://www.econbiz.de/10005861233

Probleme der Validierung mit Strukturgleichungsmodellen

Hildebrandt, Lutz; Temme, Dirk - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006

Dieser Beitrag setzt sich mit der Leistungsfähigkeit von Strukturgleichungsmodellen bei derValiditätsprüfung von Messmodellen für hypothetische Konstrukte auseinander und geht aufausgewählte Problembereiche bei der gängigen Anwendung dieser Methodik für dieSkalenkonstruktion ein....

Persistent link: https://www.econbiz.de/10005861235

When, How Fast and by How Much do Trade Costs change in the Euro Area?

Herwartz, Helmut; Weber, Henning - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008

Microfoundations of the euro´s effect on euro area trade hinge on the timing, thespeed and the size of adjustment in trade costs. We estimate timing, speed and sizeof adjustment in trade costs for sectoral trade data. Our approach allows for sectorspecific impacts of trade costs on sectoral...

Persistent link: https://www.econbiz.de/10005862427

East Germany´s Wage Gap : A non-parametric decomposition based on establishment characteristics

Görzig, Bernd; Gornig, Martin; Werwatz, Axel - Sonderforschungsbereich Ökonomisches Risiko <Berlin>

East German wages have been below the West German wage level since unification. Moreover, the East-West wage gap implied by the contractual wagesspecified in collective wage agreements is drifting ever further apart from the wagegap in terms of effective wages. This paper looks at the role of...

Persistent link: https://www.econbiz.de/10005854707

On the Existence of theMoments of the AsymptoticTrace Statistic

Karaman Örsal, Deniz Dilan; Droge, Bernd - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

In this note we establish the existence of the first two moments of the asymptotic tracestatistic, which appears as weak limit of the likelihood ratio statistic for testing the cointe-gration rank in a vector autoregressive model and whose moments may be used to developpanel cointegration tests....

Persistent link: https://www.econbiz.de/10008939788

Panel CointegrationTesting in the Presenceof a Time Trend

Droge, Bernd; Karaman Örsal, Deniz Dilan - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009

The purpose of this paper is to propose a new likelihood-based panel cointegration testin the presence of a linear time …¨utkepohl (2000) for trend-adjusteddata to the panel data framework, and is called the panel SL test. The idea is first to take …

Persistent link: https://www.econbiz.de/10008939793

How do Rating Agencies Score in Predicting Firm Performance

Löffler, Gunter; Posch, Peter N. - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007

We use dynamic panel analysis to examine whether credit rating agencies achieve what they claim to achieve, namely …

Persistent link: https://www.econbiz.de/10005860997

Comparison of Panel Cointegration Tests

Örsal Karaman, Deniz Dilan - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007

maximum-likelihood-based panel cointegrationtests with the help of Monte Carlo simulations. In this study the panel-rho, the … group-rho, the panel-t, the group-t statistics of Pedroni (1999) and the standardized LR-barstatistic of Larsson et al …. (2001) are considered. The simulation results indicate thatthe panel-t and standardized LR-bar statistic have the best size …

Persistent link: https://www.econbiz.de/10005861016