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Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals
Chambers, M.J.; McCrorie, J.R. - Tilburg University, Center for Economic Research - 2004
This paper is concerned with issues of model specification, identification, and estimation in exchange rate models with …
Persistent link: https://www.econbiz.de/10011090961
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Granger Causality and the Sampling of Economic Processes
McCrorie, J.R.; Chambers, M.J. - Tilburg University, Center for Economic Research - 2004
ects of using discrete time models that explicitly depend on the unit of time and outline a remedy of constructing … timeinvariant discrete time models via a structural continuous time model.In an application to testing for money-income causality … this by conducting causality tests in discrete time models that: (a) impose the temporal aggregation restrictions exactly …
Persistent link: https://www.econbiz.de/10011092014
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Estimating and interpreting models with endogenous treatment effects : The relationship between competing estimators of the union impact on wages
Vella, F.; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1993
Persistent link: https://www.econbiz.de/10011091260
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Estimating and testing simultaneous equation panel data models with censored endogenous variables
Vella, F.; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1993
Persistent link: https://www.econbiz.de/10011091731
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Semi-parametric estimation of the sample selection model
Melenberg, Bertrand; van soest, arthur - Tilburg University, Center for Economic Research - 1993
Persistent link: https://www.econbiz.de/10011092011
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Family Size, Looming Demographic Changes and the Efficiency of Social Security Reform
van Groezen, Bas; Meijdam, Lex; Leers, T. - Tilburg University, Center for Economic Research - 2000
This paper analyses the eeffects of ageing and child support in a model with endogenous fertility and Pay …-As-You-Go (PAYG) pensions. First, we show that the endogeneity of fertility makes society vulnerable to both pessimistic beliefs and … changes in life expectancy. In particular, we show that the private fertility choice may not coincide with the social optimum …
Persistent link: https://www.econbiz.de/10011091071
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Saving Lives at Birth : The Impact of Home Births on Infant Outcomes
Meltem Daysal, N.; Trandafir, M.; van Ewijk, R. - Tilburg University, Center for Economic Research - 2012
substantial reductions in newborn mortality. We provide suggestive evidence that proximity to medical technologies may be an …
Persistent link: https://www.econbiz.de/10011090342
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Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems
Chambers, M.J.; McCrorie, J.R. - Tilburg University, Center for Economic Research - 2004
This paper discusses the joint estimation of the long run equilibrium coe cients and the parameters governing the short run dynamics of a fully parametric cointegrated system formulated in continuous time.The model allows the stationary disturbances to be generated by a stochastic di erential...
Persistent link: https://www.econbiz.de/10011090524
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A Simple Asymptotic Analysis of Residual-Based Statistics
Werker, Bas J.M.; Andreou, E. - Tilburg University, Center for Economic Research - 2003
What s the asymptotic null distribution of a rank-based serial autocorrelation test applied to residuals of an estimated GARCH model?What s the limiting distribution of estimated ACD parameters applied to the residuals of some first-stage modelling procedure?This paper addresses the often...
Persistent link: https://www.econbiz.de/10011091906
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An Alternative Asymptotic Analysis of Residual-Based Statistics
Werker, Bas J.M.; Andreou, E. - Tilburg University, Center for Economic Research - 2004
This paper offers an alternative technique to derive the limiting distribution of residual-based statistics or, more general, the limiting distribution of statistics with estimated nuisance parameters.This technique allows us to unify many known results on two-stage estimators and tests and we...
Persistent link: https://www.econbiz.de/10011092694