Showing 1 - 10 of 664
We develop a panel data model with stochastic dynamic processes to empirically verify the possible existence of the …
Persistent link: https://www.econbiz.de/10013460022
consumption.Next, we estimate this dynamic consumption equation for a panel of 15 OECD countries over the period 1972-2007 taking … simulations. The estimation results support the labour-consumption complementarity hypothesis but not the other forms of …
Persistent link: https://www.econbiz.de/10011380726
This paper introduces a new model for spatial time series in which cross-sectional dependence varies nonlinearly over space by means of smooth transitions. We refer to our model as the Smooth Transition Spatial Autoregressive (ST-SAR). We establish consistency and asymptotic Gaussianity for the...
Persistent link: https://www.econbiz.de/10011658755
Persistent link: https://www.econbiz.de/10003408404
for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …
Persistent link: https://www.econbiz.de/10011302148
To study the effect of the euro on international goods trade one typically estimates a panel model for the level of … explain the upward trend. To correct for that, we extend the panel model (a gravity model) by including a time trend that may …
Persistent link: https://www.econbiz.de/10011334328
Europe aims at combining income growth with improvements in social cohesion as measured by income and health … growth and the income responsiveness of health. We investigate whether these conditions held in Europe in the nineties using … panel data from the European Community Household Panel surveys. We use pooled interval regressions and inequality …
Persistent link: https://www.econbiz.de/10011350378
panel dataset for public and private companies based on the administrative micro-dataset ORBIS, provided commercially by …
Persistent link: https://www.econbiz.de/10011335014
The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel … estimation procedures we examine the analytical effects of feedbacks andother model characteristics such as prominence of …
Persistent link: https://www.econbiz.de/10011327521
Persistent link: https://www.econbiz.de/10009724306