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The euro’s trade effect under cross-sectional heterogeneity and stochastic resistance

Herwartz, Helmut; Weber, Henning - 2010

This paper investigates if the euro's effect on euro-area trade differs across trade sectors and across country pairs …, and to what degree heterogeneity matters for estimating the aggregate euro effect. Time-varying latent variables, which …, aggregate exports within the euro area increase between 2000 and 2002 by 15 to 25 percent compared with aggregate exports …

Persistent link: https://www.econbiz.de/10003976871

Testing for linear autoregressive dynamics under heteroskedasticity

Hafner, Christian M.; Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001377688

A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data

Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - 2015

Persistent link: https://www.econbiz.de/10011378410

A simple and trustworthy asymptotic t test in difference-in-differences regressions

Liu, Cheng; Sun, Yixiao - University of California, San Diego / Department of … - 2019

Persistent link: https://www.econbiz.de/10011987343

Asymptotic F tests under possibly weak identi cation

Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - University of California, San Diego / Department of … - 2019 - This version: March 9, 2019

Persistent link: https://www.econbiz.de/10011987354

Testing for moderate explosiveness in the presence of drift

Guo, Gangzheng; Wang, Shaoping; Sun, Yixiao - 2018

This paper considers a moderately explosive autoregressive(1) process with drift where the autoregressive root approaches unity from the right at a certain rate. We first develop a test for the null of moderate explosiveness under independent and identically distributed errors. We show that the...

Persistent link: https://www.econbiz.de/10011914444