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~isPartOf:"CESifo Working Paper"
~person:"Barro, Robert J."
~person:"Egger, Peter"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~subject:"Bildungsertrag"
~subject:"Estimation"
~subject:"Higher-order spatial dependence"
~subject:"Schätzung"
~subject:"Ökonometrisches Modell"
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Barro, Robert J.
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The Coronavirus and the Great Influenza Epidemic - Lessons from the 'Spanish Flu' for the Coronavirus's Potential Effects on Mortality and Economic Activity
Barro, Robert J.
-
2020
.0 percent of
world
population, implying 150 million deaths when applied to current population. Regressions with annual …
Persistent link: https://www.econbiz.de/10012839262
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2
International capital market integration, educational choice and economic growth
Egger, Hartmut
;
Egger, Peter
;
Falkinger, Josef
; …
-
2005
This paper examines the impact of capital market integration (CMI) on higher education and economic growth. We take into account that participation in higher education is noncompulsory and depends on individual choice. Integration increases (decreases) the incentives to participate in higher...
Persistent link: https://www.econbiz.de/10010261393
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3
What determines BITs?
Bergstrand, Jeffrey H.
;
Egger, Peter
-
2011
model of
world
trade and foreign direct investment with three factors, two products, and explicit natural as well as policy …
Persistent link: https://www.econbiz.de/10010277392
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4
GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances
Badinger, Harald
;
Egger, Peter
-
2008
This paper generalizes the approach to estimating a first-order spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) in a cross-section with heteroskedastic innovations by Kelejian and Prucha (2008) to the case of spatial autoregressive models with spatial...
Persistent link: https://www.econbiz.de/10010264403
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5
Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald
;
Egger, Peter
-
2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...
Persistent link: https://www.econbiz.de/10010264566
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