Narrow search
Showing 1 - 10 of 136
Cover Image
Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar; Tjostheim, Dag - 1998
We propose a method of modeling panel time series data with both inter- and intra-individual correlation, and of … series ; Autoregressive ; Burg-type estimates ; Intercorrelated ; Panel data …
Persistent link: https://www.econbiz.de/10009578021
Cover Image
A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg - 2002
In this paper a parametric framework for stimation and inference in cointegrated panel data models is considered that …
Persistent link: https://www.econbiz.de/10009620776
Cover Image
Internet based econometric computing
Härdle, Wolfgang; Horowitz, Joel - 1998
Modern econometrics requires implementation of highly specialized software. In contrast to mathematical arguments used … concrete examples for interactive teaching of elementary econometrics and statistics. …
Persistent link: https://www.econbiz.de/10009578024
Cover Image
About sense and nonsense of non- and semiparametric analysis in applied econometrics
Sperlich, Stefan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916809
Cover Image
Financial calculations on the net
Härdle, Wolfgang; Sperlich, Stefan - 1997
Persistent link: https://www.econbiz.de/10009657120
Cover Image
Alternative GMM methods for nonlinear panel data models
Breitung, Jörg; Lechner, Michael - 1998
Persistent link: https://www.econbiz.de/10009578574
Cover Image
The local power of some unit root tests for panel data
Breitung, Jörg - 1999
nonzero mean of the t-statistic in the case of an OLS detrending method. In this paper the local power of panel unit root …
Persistent link: https://www.econbiz.de/10009581103
Cover Image
Uncovered interest parity : what can we learn from panel data?
Breitung, Jörg; Brüggemann, Ralf - 2000
Persistent link: https://www.econbiz.de/10009611553
Cover Image
Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut; Reimers, Hans-Eggert - 2000
not invariant with respect to the investigated sample period. -- Purchasing power parity ; Panel cointegration ; Wild …
Persistent link: https://www.econbiz.de/10009612044
Cover Image
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998
We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. Moreover, two test statistics for testing the presence of interactions are...
Persistent link: https://www.econbiz.de/10009574875