Similar Search Results

A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008

In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...

Persistent link: https://www.econbiz.de/10003792846

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns

Kapetanios, George (contributor); … - 2005

are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …

Persistent link: https://www.econbiz.de/10002734112

To pool or not to pool : revisited

Pesaran, M. Hashem; Zhou, Qiankun - 2015

This paper provides a new comparative analysis of pooled least squares and fixed effects estimators of the slope coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed to increase without bounds. The individual effects...

Persistent link: https://www.econbiz.de/10011283819

Small sample properties of forecasts from autoregressive models under structural breaks

Timmermann, Allan; Pesaran, M. Hashem - 2003

Autoregressive models are used routinely in forecasting and often lead to better performance than more complicated models. However, empirical evidence is also suggesting that the autoregressive representations of many macroeconomic and financial time series are likely to be subject to structural...

Persistent link: https://www.econbiz.de/10011508088

Constrained fixed sample search

Bonilla, Roberto; Kiraly, Francis - 2019

Persistent link: https://www.econbiz.de/10012022193

A multiple testing approach to the regularisation of large sample correlation matrices

Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa - 2014

This paper proposes a novel regularisation method for the estimation of large covariance matrices, which makes use of insights from the multiple testing literature. The method tests the statistical significance of individual pair-wise correlations and sets to zero those elements that are not...

Persistent link: https://www.econbiz.de/10010361374

Discrimination in the general population

Angerer, Silvia; Brosch, Hanna; Glätzle-Rützler, Daniela - 2024

over 2,000 participants. Decision makers allocate a fixed endowment between two receivers. To measure discrimination, we … more pronounced among decision makers who are male, non-migrants, have right-wing political preferences, and live in …

Persistent link: https://www.econbiz.de/10014533789

Exchange rate elasticities of international tourism and the role of dominant currency pricing

Ding, Ding; Timmer, Yannick - 2022

We estimate exchange rate elasticities of international tourism. We show that, in addition to the bilateral exchange … rate, the exchange rate between the tourism origin country vis-à-vis the U.S. dollar is an important driver of tourism … flows, indicating a strong role of U.S. dollar pricing. The U.S. dollar exchange rate is more important for tourism …

Persistent link: https://www.econbiz.de/10013201620

Noblesse oblige? : determinants of survival in a life and death situation

Frey, Bruno S. (contributor); Savage, David A. (contributor) - 2008

cultural background matter. -- Decision under pressure ; altruism ; social norms ; interdependent preferences ; excess of …

Persistent link: https://www.econbiz.de/10003771813

Surviving the Titanic disaster : economic, natural and social determinants

Frey, Bruno S.; Savage, David A.; Torgler, Benno - 2009

enforced. This paper shows that economic analysis can account for human behavior in such situations. -- Decision under pressure …

Persistent link: https://www.econbiz.de/10003808139

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