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One of the oldest and largest literatures in empirical economics is concerned with the estimation of demand and supply … structure of the data. This chapter is concerned with a host of issues that arise with the estimation of such models, respecting … their panel econometric generic structure. The issues covered range from the estimation of double-indexed versus higher …
Persistent link: https://www.econbiz.de/10013058498
-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …
Persistent link: https://www.econbiz.de/10011124891
-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …
Persistent link: https://www.econbiz.de/10013028784
in China's trade patterns. The analysis is based on both economic indicators and the estimation of a gravity model, and … capital- and technology-intensive exports …
Persistent link: https://www.econbiz.de/10013026682
We introduce a new hybrid approach to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high … lower cost in capital reserves. In ES estimation the hybrid model yields the smallest error statistics surpassing even the …
Persistent link: https://www.econbiz.de/10013155427
This paper introduces a new measure of dependence or jointness among explanatory variables. Jointness is based on the joint posterior distribution of variables over the model space, thereby taking model uncertainty into account. By looking beyond marginal measures of variable importance,...
Persistent link: https://www.econbiz.de/10013317072
approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we …
Persistent link: https://www.econbiz.de/10012943386
In this paper we show that price equalization alone is not sufficient to determine the barriers to international trade. There are many barrier combinations that deliver price equalization, but each combination implies a different volume of trade. We demonstrate this first theoretically in a...
Persistent link: https://www.econbiz.de/10013086971
Persistent link: https://www.econbiz.de/10012963770
-Gaussianity and general forms of weakly cross correlated errors. It does not require estimation of an invertible error covariance …
Persistent link: https://www.econbiz.de/10012955752