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Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data

Gooijer, Jan G. de; Yuan, Ao - Tinbergen Instituut - 2011

both estimators. A practical procedure for jointly selecting band- and binwidth parameters is also presented. Simulation …

Persistent link: https://www.econbiz.de/10011255547

On Distributions of Ratios

Broda, Simon A.; Kan, Raymond - Tinbergen Instituut - 2014

A large number of exact inferential procedures in statistics and econometrics involve the sampling distribution of ratios of random variables. If the denominator variable is positive, then tail probabilities of the ratio can be expressed as those of a suitably defined difference of random...

Persistent link: https://www.econbiz.de/10011255898

How to implement the Bootstrap in Static or Stable Dynamic Regression Models

Giersbergen, Noud P.A. van; Kiviet, Jan F. - Tinbergen Instituut - 2001

different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and …

Persistent link: https://www.econbiz.de/10011256602

Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation

Danielsson, J.; Haan, L. de; Peng, L.; Vries, C.G. de - Tinbergen Instituut - 1997

We use a subsample bootstrap method to get a consistent estimate of the asymptotically optimal choice of the …

Persistent link: https://www.econbiz.de/10011257229

Tests for Serial Independence and Linearity based on Correlation Integrals

Diks, Cees; Manzan, Sebastiano - Tinbergen Instituut - 2001

determined with a permutation procedure and a parametric bootstrap in the testsfor serial independence and linearity …

Persistent link: https://www.econbiz.de/10011257371

Decoupling Economic Growth and Energy Use. An Empirical Cross-Country Analysis for 10 Manufacturing Sectors

Mulder, Peter; Groot, Henri L.F. de - Tinbergen Instituut - 2004

This paper provides an empirical analysis of decoupling economic growth and energy use and its various determinants by exploring trends in energy- and labour productivity across 10 manufacturing sectors and 14 OECD countries for the period 1970-1997. We explicitly aim to trace back aggregate...

Persistent link: https://www.econbiz.de/10011255666

A Meta-Analysis of Beta-Convergence: The Legendary Two-Percent

Abreu, Maria; Groot, Henri L.F. de; Florax, Raymond J.G.M. - Tinbergen Instituut - 2005

The topic of convergence is at the heart of a wide-ranging debate in the growth literature. Empirical studies of … convergence differ widely in their theoretical backgrounds, empirical specifications and in their treatment of cross …-sectional heterogeneity. Despite these differences, a rate of convergence of about 2% has been found under a variety of different conditions …

Persistent link: https://www.econbiz.de/10011255754

Global Aging and Economic Convergence: A Real Option or Still a Case of Science Fiction?

Dalen, Hendrik P. van - Tinbergen Instituut - 2007

How does global aging affect the convergence in global economic development? Both the developing and developed world …

Persistent link: https://www.econbiz.de/10011255772

Defining European Wholesale Electricity Markets: An “And/Or” Approach

Dijkgraaf, Elbert; Janssen, Maarten C.W. - Tinbergen Instituut - 2009

An important question in the dynamic European wholesale markets for electricity is whether to define the geographical market at the level of an individual member state or more broadly. We show that if we currently take the traditional approach by considering for each member state whether there...

Persistent link: https://www.econbiz.de/10011255814

Structural Change and Convergence of Energy Intensity across OECD Countries, 1970-2005

Mulder, Peter; Groot, Henri L.F. de - Tinbergen Instituut - 2012

aggregate energy intensity dynamics. A convergence analysis reveals that only after 1995 cross-country variation in aggregate … convergence in Services. Moreover, we find evidence for the hypothesis that across sectors lagging countries are catching-up with … leading countries, with rates of convergence on average being higher in Services than in Manufacturing. Aggregate convergence …

Persistent link: https://www.econbiz.de/10011256243