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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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Neoclassical convergence versus technological catch-up : a contribution for reaching a consensus
Desdoigts, Alain - 2000
New macro empirical evidence is provided to assess the relative importance of object and idea gaps in explaining the world income distribution dynamics. Formal statistical hypothesis tests allow us to discriminate between two competing growthmodels: (i) the standard neoclassical growth model...
Persistent link: https://www.econbiz.de/10009583880
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Does future PC use determine our wages today? : evidence from German panel data
Anger, Silke; Schwarze, Johannes - 2002
Using 1985-1999 data from the German Socio-Economic Panel Study (GSOEP) to analyze wages we confirm the hypothesis that …
Persistent link: https://www.econbiz.de/10009620769
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Self-rated and changes in self-rated health as predictors of mortality : first evidence from german panel data
Schwarze, Johannes; Andersen, Hanfried H.; Anger, Silke - 2002
,096 respondents, aged 50 years and over, is drawn from the annual collections of data of the German Socio-Economic Panel Study (GSOEP … may be sufficient to rely on self-assessments of health at one point of time instead of using panel data. -- Mortality …
Persistent link: https://www.econbiz.de/10009626677
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A simple state space model of house prices
Schulz, Rainer; Werwatz, Axel - 2002
Persistent link: https://www.econbiz.de/10009622676
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Real estate valuation according to standardized methods : an empirical analysis
Schulz, Rainer - 2002
Appraisals are needed for decision-making and for performance evaluation. Knowledge on the accuracy of valuation methods is of general interest for banks and investors. We assess the accuracy of the German Regulation on Valuation with monthly data on appraisals and prices for commercial...
Persistent link: https://www.econbiz.de/10009625798
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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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Externalities in the matching of workers and firms in Britain
Burgess, Simon M.; Profit, Stefan - 1998
panel of outflows, unemployment and vacancy stocks data from the registers at Jobcentres in the UK; these are mapped on to …
Persistent link: https://www.econbiz.de/10009576211
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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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Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
Herwartz, Helmut; Reimers, Hans-Eggert - 2001
We analyze daily changes of two log foreign exchange (FX) rates involving the Deutsche Mark (DEM) for the period 1975 - 1998, namely FX-rates measured against the US dollar (USD) and the Japanese yen (JPY). Ta account for volatility e1ustering we fit a GARCH(l,l)-model with leptokurtic...
Persistent link: https://www.econbiz.de/10009616784