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Measurement error in education and growth regressions
Portela, Miguel; Alessie, Rob; Teulings, Coen N. - 2005
The perpetual inventory method used for the construction of education data per country leads to systematic measurement error. This paper analyses the effect of this measurement error on GDP regressions. There is a systematic difference in the education level between census data and observations...
Persistent link: https://www.econbiz.de/10011335189
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015
area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
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Untangling real gravity
Klaassen, Franc; Teulings, Rutger - 2017
all variables proposed by theory, despite a broad set of fixed effects (FE). We find that both REERs are important and … multilateral resistances. Untangling normalization helps to get a better view of what is still unexplained by theory. …
Persistent link: https://www.econbiz.de/10011791519
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Generalized dynamic panel data models with random effects for cross-section and time
Mesters, Geert; Koopman, Siem Jan - 2012
Persistent link: https://www.econbiz.de/10009722706
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Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010
Persistent link: https://www.econbiz.de/10008771823
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Likelihood-based analysis for dynamic factor models
Jungbacker, Borus; Koopman, Siem Jan - 2008
Persistent link: https://www.econbiz.de/10003645197
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An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.; Koopman, Siem Jan; Ooms, Marius; … - 2008
Persistent link: https://www.econbiz.de/10003645204
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A general framework for observation driven time-varying parameter models
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2008
Persistent link: https://www.econbiz.de/10003787160
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Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Koopman, Siem Jan; Wong, Soon Yip - 2006
Persistent link: https://www.econbiz.de/10003408454
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Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.; Koopman, Siem Jan; Vos, Aart F. de - 2008
Persistent link: https://www.econbiz.de/10003706020