Narrow search
Showing 1 - 10 of 111
Cover Image
Estimation of linear dynamic panel data models with time-invariant regressors
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This Version: May 6, 2013
This paper considers estimation methods and inference for linear dynamic panel data models with unit-specific heterogeneity and a short time dimension. In particular, we focus on the identification of the coefficients of time-invariant variables in a dynamic version of the Hausman and Taylor...
Persistent link: https://www.econbiz.de/10009775613
Cover Image
A new test for analysing hysteresis in European unemployment
Furuoka, Fumitaka - In: Applied economics letters 24 (2017) 13/15, pp. 1102-1106
Persistent link: https://www.econbiz.de/10011716659
Cover Image
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung; Wang, Jai Jen - In: Applied economics letters 15 (2008) 7/9, pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Cover Image
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian - In: Applied economics letters 15 (2008) 7/9, pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Cover Image
Proposed separability restriction tests using nonparametric regression methods
Aoki, Takaaki - In: Applied economics letters 15 (2008) 10/12, pp. 949-954
Persistent link: https://www.econbiz.de/10003785989
Cover Image
Demand elasticities derived from consistent estimation of Heckman-type models
Lazaridis, Panagiotis - In: Applied economics letters 11 (2004) 8, pp. 523-527
Persistent link: https://www.econbiz.de/10002116747
Cover Image
Testing the representative agent assumption : the distribution of parameters in a large-scale model of the EU 1972 - 1998
Barker, Terry; De-Ramon, Sebastian J. A. - In: Applied economics letters 13 (2006) 6, pp. 395-398
Persistent link: https://www.econbiz.de/10003328433
Cover Image
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Cover Image
Estimating individual rates of discount : a meta-analysis
Percoco, Marco; Nijkamp, Peter - In: Applied economics letters 16 (2009) 10/12, pp. 1235-1239
Persistent link: https://www.econbiz.de/10003886795
Cover Image
Testing credibility with time-varying coefficients
Nogueira Junior, Reginaldo Pinto - In: Applied economics letters 16 (2009) 16/18, pp. 1813-1817
Persistent link: https://www.econbiz.de/10003932490