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The Three Faces of Trade Liberalization: Unilateral, Preferential, and Multilateral
KARACAOVALI, BAYBARS - 2006
the effect of productivity on tariffs, I control for the endogeneity of the inverse import penetration to import demand … on productivity grows somewhat stronger when corrected for the endogeneity bias. In Chapter 3, which is joint with Nuno …
Persistent link: https://www.econbiz.de/10009450823
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<<A>> software framework for data based analysis
Krätzig, Markus - 2005
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
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Time series analysis : textbook for students of economics and business administration ; [part 2]
Strohe, Hans Gerhard - 2004
Persistent link: https://www.econbiz.de/10009449118
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What Type of Process Underlies Options? A Simple Robust Test
CARR, PETER; WU, LIUREN - 2002
We develop a simple robust test for the presence of continuous and discontinuous (jump) components in the price of an asset underlying an option. Our test examines the prices of at-the-money and out-of-the-money options as the option maturity approaches zero. We show that these prices converge...
Persistent link: https://www.econbiz.de/10009440725
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Recent Developments in Unit Root Tests and Historical Crop Yields
Zapata, Hector O.; Maradiaga, David I.; Pujula, Aude Liliana - 2011
nonstationarity in crop yields using these tests versus using modified versions of these tests (Ng and Perron, 2001) that are assumed …
Persistent link: https://www.econbiz.de/10009444349
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Essays on the Predictability and Volatility of Asset Returns
Park, Joon Y. (contributor) - 2009
This dissertation collects two papers regarding the econometric and economic theoryand testing of the predictability of asset returns. It is widely accepted that stockreturns are not only predictable but highly so. This belief is due to an abundanceof existing empirical literature fi nding often...
Persistent link: https://www.econbiz.de/10009464841
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The Environmental Kuznets Curve: Implications of Non-stationarity
Perman, Roger; Stern, David I - 1999
In this paper, we apply time series techniques for panel data to the environmental Kuznets curve (EKC) model. Within the literature that estimates emissions-income relations in the EKC context, little attention has been paid to the time series properties of the data and in particular to whether...
Persistent link: https://www.econbiz.de/10009451659
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The Regional Macroeconomic Effects of Public Infrastructure in China
Song, Chunpu - 2011
This dissertation examines the relationship between public infrastructure and regionaleconomic productivity in China. Based on a panel data set for 29 regions of China for a17-year period of 1987-2003, a three-step nonstationary panel analytical procedure isconducted to investigate whether...
Persistent link: https://www.econbiz.de/10009458909
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Testing for Consistency in Tourists' Willingness to Pay for New Nature Reserves in the Gulf of Morbihan (France)
Voltaire, Louinord; Nassiri, Abdelhak; Bailly, Denis; … - 2011
In this paper, we develop an empirical test of consistency in contingent willingness topay (WTP) responses, which is based on the following a priori expectation. In economics,when an individual considers paying for public goods, his decision to pay, and his WTP arebased on utility-maximising...
Persistent link: https://www.econbiz.de/10009442761
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Does Duality Theory Hold in Practice? A Monte Carlo Analysis for U.S. Agriculture
Rosas, Francisco; Lence, Sergio H. - 2011
The Neoclassical theory of production establishes a dual relationship between the profit value function of a … competitive firm and its underlying production technology. This relationship, usually referred to as the duality theory, has been … construction prevents duality theory from holding exactly. Hence, the true production parameters may not be recovered with enough …
Persistent link: https://www.econbiz.de/10009444351