Showing 1 - 10 of 32
This paper is a survey (in Italian) of the estimation methods for econometric systems of nonlinear simultaneous equations
Persistent link: https://www.econbiz.de/10008540116
In this paper the results of six different estimation methods appliead to a linear aggregated model of the Italian economy are at first displayed. Afterwards, the inherent dynamic characteristics and the simulation properties of the six sets of estimates are analyzed. In no case the obtained...
Persistent link: https://www.econbiz.de/10008498495
This work is mainly intended for applied econometricians and students interested in development and application of estimation methods for structural econometric models. For the Klein-I model, detailed numerical tables of the parameters of the structural and restricted reduced form, of their...
Persistent link: https://www.econbiz.de/10008534244
The aim of this study is to search for a better optimization algorithm in applying unit root tests that inherit nonlinear models in the testing process. The algorithms analyzed include Broyden, Fletcher, Goldfarb and Shanno (BFGS), Gauss-Jordan, Simplex, Genetic, and Extensive Grid-Search. The...
Persistent link: https://www.econbiz.de/10011109468
Europe’s market for services is fragmented by many regulatory barriers. The Services directive proposed by the European Commission aims to integrate national services markets by reducing these barriers. Several studies indicate that bilateral trade and foreign direct investment in services...
Persistent link: https://www.econbiz.de/10005836557
The recent boom and bust in commodity prices has raised concerns about the impact of volatile commodity prices on Latin American countries’ fiscal positions. Using a novel quarterly dataset─ which includes unique country specific commodity price indices and a comprehensive measure of public...
Persistent link: https://www.econbiz.de/10008529245
We experimentally investigate the effect of social identification and information feedback on individual behavior in …
Persistent link: https://www.econbiz.de/10011259314
integral part of identification of a model, we provide a general characterization of the normalization. In consequence some the …
Persistent link: https://www.econbiz.de/10011260080
A new method is proposed for estimating linear triangular models, where identification results from the structural …
Persistent link: https://www.econbiz.de/10009322633
Identifications of a vertical then a horizontal supply curve are successively imposed on Indian time series inflation and industrial output growth data in a two-equation Structural Vector Autoregression (SVAR) model. The results provide an indirect test of the identifications. A high elasticity...
Persistent link: https://www.econbiz.de/10008599137