Similar Search Results

Regularization from Economic Constraints : A New Estimator for Marginal Emissions

Holland, Stephen P.; Mansur, Erin; Verdier, Valentin; … - National Bureau of Economic Research - 2024

Environmental policy is increasingly concerned with measuring emissions resulting from local changes to electricity consumption. These marginal emissions are challenging to measure because electricity grids encompass multiple locations and the information available to identify the effect of each...

Persistent link: https://www.econbiz.de/10014468265

Causal Models for Longitudinal and Panel Data : A Survey

Arkhangelsky, Dmitry; Imbens, Guido - National Bureau of Economic Research - 2023

This survey discusses the recent causal panel data literature. This recent literature has focused on credibly …

Persistent link: https://www.econbiz.de/10014447263

Identification in a Binary Choice Panel Data Model with a Predetermined Covariate

Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - National Bureau of Economic Research - 2023

We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …

Persistent link: https://www.econbiz.de/10014247948

Breaks in the Phillips Curve : Evidence from Panel Data

Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - National Bureau of Economic Research - 2023

We revisit time-variation in the Phillips curve, applying new Bayesian panel methods with breakpoints to US and …

Persistent link: https://www.econbiz.de/10014250170

Panel Data and Experimental Design

Burlig, Fiona - 2019

How should researchers design panel data experiments? We analytically derive the variance of panel estimators …, informing power calculations in panel data settings. We generalize Frison and Pocock (1992) to fully arbitrary error structures … panel data, we demonstrate that failing to account for arbitrary serial correlation ex ante yields experiments that are …

Persistent link: https://www.econbiz.de/10012480194

Unit Root Tests Are Useful for Selecting Forecasting Models

Diebold, Francis X. - 1999

We study the usefulness of root tests as diagnostic tools for selecting forecasting models. Difference stationary and trend stationary models of economic and financial time series often imply very different predictions, so deciding which model to use is tremendously important for applied...

Persistent link: https://www.econbiz.de/10012471879

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis : Theory and International Evidence

Banerjee, Anindya - 1990

This paper investigates the possibility, raised by Perron (1989, 1990a), that aggregate economic time series can be characterized as being stationary around broken trend lines. Unlike Perron, we treat the break date as unknown a priori. Asymptotic distributions are developed for recursive,...

Persistent link: https://www.econbiz.de/10012475507

Cointegration and Tests of Present Value Models

Campbell, John Y. - 1986

In a model where a variable Y[sub t] is proportional to the present value, with constant discount rate, of expected future values of a variable y[sub t] the "spread" S[sub t]= Y[sub t] - [theta sub t] will be stationary for some [theta] whether or not y[sub t]must be differenced to induce...

Persistent link: https://www.econbiz.de/10012477190

Testing

Bergbauer, Annika B. - 2018

over 6 waves in the international PISA student achievement test 2000-2015. Our empirical model exploits the country panel …

Persistent link: https://www.econbiz.de/10012452885

Nonrenewable Resource Prices : Deterministic or Stochastic Trends?

Lee, Junsoo - 2005

In this paper we examine temporal properties of eleven natural resource real price series from 1870-1990 by employing a Lagrangian Multiplier unit root test that allows for two endogenously determined structural breaks with and without a quadratic trend. Contrary to previous research, we find...

Persistent link: https://www.econbiz.de/10012467192

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