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How Large is Average Economic Growth? Evidence from a Robust Method
Boswijk, H. Peter; Franses, Philip Hans - 2002
This paper puts forward a method to estimate average economic growth, andits associated confidence bounds, which does not require a formal decision onpotential unit root properties. The method is based on the analysis of eitherdifference-stationary or trend-stationary time series models,...
Persistent link: https://www.econbiz.de/10010324977
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How large is average economic growth? : evidence from a robust method
Boswijk, Herman Peter; Franses, Philip Hans - 2001
This paper puts forward a method to estimate average economic growth, andits associated confidence bounds, which does not require a formal decision onpotential unit root properties. The method is based on the analysis of eitherdifference-stationary or trend-stationary time series models,...
Persistent link: https://www.econbiz.de/10011325976
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How Large is Average Economic Growth?
Boswijk, H. Peter; Franses, Philip Hans - 2002
This paper puts forward a method to estimate average economic growth, and its associated confidence bounds, which does not require a formal decision on potential unit root properties. The method is based on the analysis of either difference-stationary or trend-stationary time series models,...
Persistent link: https://www.econbiz.de/10014120928
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How Large is Average Economic Growth? Evidence from a Robust Method
Boswijk, H. Peter; Franses, Philip Hans - Tinbergen Institute - 2002
This paper puts forward a method to estimate average economic growth, and its associated confidence bounds, which does not require a formal decision on potential unit root properties. The method is based on the analysis of either difference-stationary or trend-stationary time series models,...
Persistent link: https://www.econbiz.de/10005136924
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How Large is Average Economic Growth? Evidence from a Robust Method
Boswijk, H. Peter; Franses, Philip Hans - Tinbergen Instituut - 2002
This paper puts forward a method to estimate average economic growth, andits associated confidence bounds, which does not require a formal decision onpotential unit root properties. The method is based on the analysis of eitherdifference-stationary or trend-stationary time series models,...
Persistent link: https://www.econbiz.de/10011256858
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A Joint Framework for Category Purchase and Consumption Behavior
van Oest, Rutger; Paap, Richard; Franses, Philip Hans - 2002
able to take into account consumption dynamics. In the model, households derive utility from consumption, and they relate … their purchase behavior to consumption planning. We illustrate our model for yogurt purchases, and show that our model …
Persistent link: https://www.econbiz.de/10010324989
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A joint framework for category purchase and consumption behavior
Oest, Rutger van; Paap, Richard; Franses, Philip Hans - 2002
able to take into account consumption dynamics. In the model, households derive utility from consumption, and they relate … their purchase behavior to consumption planning. We illustrate our model for yogurt purchases, and show that our model …
Persistent link: https://www.econbiz.de/10011327824
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A Joint Framework for Category Purchase and Consumption Behavior
Oest, Rutger van; Paap, Richard; Franses, Philip Hans - Tinbergen Institute - 2002
able to take into account consumption dynamics. In the model, households derive utility from consumption, and they relate … their purchase behavior to consumption planning. We illustrate our model for yogurt purchases, and show that our model …
Persistent link: https://www.econbiz.de/10005137035
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A Joint Framework for Category Purchase and Consumption Behavior
Oest, Rutger van; Paap, Richard; Franses, Philip Hans - Tinbergen Instituut - 2002
able to take into account consumption dynamics. In the model, households derive utility from consumption, and they relate … their purchase behavior to consumption planning. We illustrate our model for yogurt purchases, and show that our model …
Persistent link: https://www.econbiz.de/10011256387
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Outlier robust cointegration analysis
Franses, Philip Hans; Lucas, Andr‚ - VU University Amsterdam, Faculty of Economics, Business … - 1997
Standard unit root tests and cointegration tests are sensitive to atypical events such as outliers and structural … breaks. This paper uses outlier robust estimation techniques to reduce the impact of these events on cointegration analysis … based on real-life data to show that OLS-based cointegration tests can spuriously indicate stationarity. …
Persistent link: https://www.econbiz.de/10005150592