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Understanding the home market effect and the gravity equation: the role of differentiating goods
Feenstra, Robert C.; Markusen, James A.; Rose, Andrew - 1998
Persistent link: https://www.econbiz.de/10000682915
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Putting things in order : patterns of trade dynamics and growth
Feenstra, Robert C.; Rose, Andrew - 1997
Persistent link: https://www.econbiz.de/10000624016
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International Seminar on Macroeconomics
Rose, Andrew (contributor);  … - International Seminar on Macroeconomics <20, 1997, … - In: European economic review : EER 42 (1998) 6, pp. 975-1172
Persistent link: https://www.econbiz.de/10001249183
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R&D networks : theory, empirics and policy implications
König, Michael D.; Liu, Xiaodong; Zenou, Yves - 2014
Persistent link: https://www.econbiz.de/10010339213
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Is trade good or bad for the environment? : Sorting out the causality
Frankel, Jeffrey A.; Rose, Andrew - 2002
Persistent link: https://www.econbiz.de/10001700744
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One money, one market : estimating the effect of common currencies on trade
Rose, Andrew (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629774
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Micro data, heterogeneity and the evaluation of public policy : Part 1
Heckman, James J. - In: The American economist : journal of Omnicron Delta … 48 (2004) 2, pp. 3-25
Persistent link: https://www.econbiz.de/10002646868
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Is trade good or bad for the environment? : Sorting out the causality
Frankel, Jeffrey A. (contributor); Rose, Andrew (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001873912
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Micro data, heterogeneity, and the evaluation of public policy : Nobel lecture
Heckman, James J. - In: Journal of political economy 109 (2001) 4, pp. 673-748
Persistent link: https://www.econbiz.de/10001602235
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The effects of variance breaks on homogenous panel unit root tests
Herwartz, Helmut; Siedenburg, Florian - 2009
Noting that many economic variables display occasional shifts in their second order moments, we investigate the performance of homogenous panel unit root tests in the presence of permanent volatility shifts. It is shown that in this case, panel unit root tests derived under time invariant...
Persistent link: https://www.econbiz.de/10003887238