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Testing for first order serial correlation in temporally aggregated regression models
Pereira, Pedro L. Valls - 2015
This paper shows that the LM statistic for testing first order serial correlation in regression models can be computed using the Kalman Filter. It is shown tha.t when there are missing observations, the LM statistic for this tesi is equivalent to the tesi statistic derived by Robinson (1985)...
Persistent link: https://www.econbiz.de/10011933981
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Mixed frequency models with MA components
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2018
generally neglected, likely to preserve the possibility of OLS estimation, but the consequences have never been properly studied …
Persistent link: https://www.econbiz.de/10011792277
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A unit-level quantile nested error regression model for domain prediction with continuous and discrete outcomes
Weidenhammer, Beate; Schmid, Timo; Salvati, Nicola; … - 2016
model we exploit the link between the Asymmetric Laplace Distribution and maximum likelihood estimation for quantile …-variance relationship. Mean Squared Error estimation is discussed. Extensive model-based simulations are used for comparing the proposed …
Persistent link: https://www.econbiz.de/10011496844
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Testing between alternative wage-employment bargaining models using Belgian aggregate data
Vannetelbosch, Vincent J. - 1994
Persistent link: https://www.econbiz.de/10000888174
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Time-varying volatility estimates in option pricing : can superior estimates be obtained?
Brailsford, Timothy J.; Oliver, Barry R. - 1993 - 1. draft
Persistent link: https://www.econbiz.de/10000889671
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Apprenticeship training in Canada : a theoretical and empirical analysis
Weiermair, Klaus - 1984
Persistent link: https://www.econbiz.de/10000507846
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Testing for asymmetry in the measured and underground business cycles in New Zealand
Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168488
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Exchange rate regimes and fiscal discipline in OECD countries
Heinemann, Friedrich - 1999
estimation for 20 OECD countries from 1970 onwards. The conclusion is that the exchange rate regime as such is not relevant for …
Persistent link: https://www.econbiz.de/10000683878
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The demand for car ownership : evidence from Israeli data
Alperovich, Gershon; Deutsch, Joseph; Machnes, Yaffa - 1996
Persistent link: https://www.econbiz.de/10000958018
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We can work it out : the impact of technological change on the demand for low-skill workers
Manning, Alan (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002117632