Similar Search Results

Non-farm enterprise productivity and spatial autocorrelation in rural Africa : evidence from Ethiopia and Nigeria

Owoo, Nkechi S.; Naudé, Wim - 2014

proximate farm and non-farm enterprises. To test for the presence and significance of such spatial autocorrelation we use data … (NGHS). We find evidence of significant spatial autocorrelation. Productivity of non-farm enterprises is widely dispersed … productive. In Nigeria, we find evidence for spatial autocorrelation at the individual enterprise level but not at the community …

Persistent link: https://www.econbiz.de/10010379209

Testing CAPM with a large number of assets

Pesaran, M. Hashem; Yamagata, Takashi - 2012

This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...

Persistent link: https://www.econbiz.de/10009535779

International labour force participation rates by gender : unit root or structural breaks?

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysıt - 2011

This paper examines the possibility of unit roots in the presence of endogenously determined multiple structural breaks in the total, female and male labour force participation rates (LFPR) for Australia, Canada and the USA. We extend the procedure of Gil-Alana (2008) for single structural break...

Persistent link: https://www.econbiz.de/10009516900

International migration to Germany : estimation of a time-series model and inference in panel cointegration.

Brücker, Herbert; Siliverstovs, Boriss; Trübswetter, … - 2003

In this paper we study the determinants of international migration to Germany, 1967-2000. The empirical literature on macro-economic migration functions usually explains migration flows by a set of explanatory variables such as the income differential, employment rates, and migrations stocks as...

Persistent link: https://www.econbiz.de/10011439458

Noncausality and inflation persistence

Lanne, Markku - 2013

1970:1.2012:2. These nonlinear models capture the autocorrelation structure of the inflation series as accurately as their …

Persistent link: https://www.econbiz.de/10009724820

A noncausal autoregressive model with time-varying parameters : an application to US inflation

Lanne, Markku; Luoto, Jani - 2013

We propose a noncausal autoregressive model with time-varying parameters, and apply it to U.S. postwar inflation. The model .fits the data well, and the results suggest that inflation persistence follows from future expectations. Persistence has declined in the early 1980.s and slightly...

Persistent link: https://www.econbiz.de/10009724822

Residential choices of young Americans

Patacchini, Eleonora; Arduini, Tiziano - 2016

Using detailed data on a cohort of young Americans who were in their late twenties and early thirties in 2008, we investigate the importance of forces different from economic incentives in nest-leaving decisions. We apply recent methods from social network econometrics to identify the importance...

Persistent link: https://www.econbiz.de/10011531870

Ethnic regional networks and immigrants' earnings: a spatial autoregressive network approach

Wang, Xingang; Maani, Sholeh A. - 2021

receiving country. By applying generalised method of moment (GMM) estimation, we address endogeneity of the spatial network …

Persistent link: https://www.econbiz.de/10012698921

A dynamic panel data approach to the forecasting of the GDP of German Länder

Cholodilin, Konstantin Arkadʹevič; Siliverstovs, Boriss; … - 2007 - Corrected version

In this paper, we make multi-step forecasts of the annual growth rates of the real GDP for each of the 16 German Länder (states) simultaneously. Beside the usual panel data models, such as pooled and fixed-effects models, we apply panel models that explicitly account for spatial dependence...

Persistent link: https://www.econbiz.de/10012039490

The importance of sampling frequency for estimates of well-being dynamics

Hoskins, Stephen; Johnston, David; Kunz, Johannes; … - 2024

Using a high-frequency panel survey, we examine the sensitivity of estimated self-reported well-being (SWB) dynamics to using monthly, quarterly, and yearly data. This is an important issue if SWB is to be used to evaluate policy. Results from autoregressive models that account for...

Persistent link: https://www.econbiz.de/10014580720

1
2
3
4
5
6
7
8
9
10
Next
Last