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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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On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the Group of Seven
Herwartz, Helmut (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918978
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Forecasting sectoral trade growth under flexible exchange rates
Herwartz, Helmut (contributor); Weber, Henning (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918993
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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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Specific institutional aspects of international cooperation : a game theoretic account
Güth, Werner - 1997
If one abstracts from specially organized markets like stock or commodity exchanges, (international) trade relies on bargaining between the interested parties. Whereas earlier the results of bargaining were seen as unpredictable or determined by an at most vaguely defined concept of (relative)...
Persistent link: https://www.econbiz.de/10009661013
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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