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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
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Non-uniformity of job-matching in a transition economy : a nonparametric analysis for the Czech Republic
Profit, Stefan; Sperlich, Stefan - 1998
explorative study aims to shed some light into the black-box of the matching technology by applying nonparametric estimation … these techniques to a rich panel of monthly observations of unemployment vacancies and unemployment-to-job exits in all 76 …
Persistent link: https://www.econbiz.de/10009574874
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Testing for short and long-run causality : the case of the yield spread and economic growth
Breitung, Jörg; Candelon, Bertrand - 2001
To assess the predictive content of the interest rate term spread for future economic growth, we distinguish short-run from long-run predictability by using two different approaches. First, following Dufour and Renault (1998) a test procedure is proposed to test for causality at different...
Persistent link: https://www.econbiz.de/10009617950
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Growth regression and counterfactual income dynamics
Desdoigts, Alain - 2000
Persistent link: https://www.econbiz.de/10009611551
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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
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Alternative GMM methods for nonlinear panel data models
Breitung, Jörg; Lechner, Michael - 1998
Persistent link: https://www.econbiz.de/10009578574
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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
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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
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Uncovered interest parity : what can we learn from panel data?
Breitung, Jörg; Brüggemann, Ralf - 2000
Persistent link: https://www.econbiz.de/10009611553
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Twin peaks in regional unemployment and returns to scale in job-matching in the Czech Republic
Profit, Stefan - 1997
matching function. This study presents a formalization of these effects and estimates empirical matching functions for a panel … unemployment to job exits are taken into account and dynamic panel estimators are applied, the Czech matching function is shown to …
Persistent link: https://www.econbiz.de/10009659065