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Finite sample correction factors for panel cointegration tests
Hlouskova, Jaroslava; Wagner, Martin - 2009
In this paper we present finite T mean and variance correction factors and corresponding response surface regressions for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and Breitung (2005). For the single equation tests we consider up...
Persistent link: https://www.econbiz.de/10010294038
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10010271244
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Simulation and Estimation of Hedonic Models
Heckman, James Joseph; Matzkin, Rosa Liliana; Nesheim, Lars - 2003
Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...
Persistent link: https://www.econbiz.de/10010275775
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Optimization in a simulation setting: Use of function approximation in debt strategy analysis
Bolder, David Jamieson; Rubin, Tiago - 2007
The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt … nonetheless complicated by two challenges. First, performing optimization with traditional techniques in a simulation setting is … address a number of policy questions that could not be fully addressed with the current stochastic simulation engine. …
Persistent link: https://www.econbiz.de/10010279867
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Empirical methods in the analysis of collusion
Paha, Johannes - 2010
is generated by a simulation-model of a collusive industry. Using such data leaves little room for debate about the …
Persistent link: https://www.econbiz.de/10010286407
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Hedonische Modelle: Chancen und Anwendungsrestriktionen für die Grundstückswertermittlung. Eine empirische Analyse Berliner Mietshäuser von 1990 bis 2013
Sanftenberg, Anne - 2015
Modelle zur Wertermittlung von Mietwohnhäusern und Wohn- und Geschäftshäusern entwickelt. Die hedonische Bewertungsmethode … Parametern und damit auf der Modellspezifikation und der Modellschätzung mit anschließender Modellvalidierung. Hedonische Modelle … Spezifikation und Schätzung der hedonischen Modelle. Bewusst wird dabei, auf die Hinzunahme zusätzlicher externer Daten, zur Prüfung …
Persistent link: https://www.econbiz.de/10014565914
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Ein Baltendeutscher bei den Preußen des Balkans: Oskar Anderson und das Sofioter Institut für Wirtschaftsforschung (SWIFO)
Kolev, Stefan - 2021
Oskar Anderson (1887-1960) gehörte zu den Gründungsvätern der Ökonometrie. Dieser Aufsatz fokussiert auf die Relevanz seines statistischen und ökonometrischen Werkes für die Konjunkturforschung in der Zwischenkriegszeit. Der Schwerpunkt liegt auf der Periode zwischen 1923 und 1942, die er...
Persistent link: https://www.econbiz.de/10012802571
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair; Inoue, Atsushi; Nason, James M.; Rossi, … - 2008
general enough to apply to impulse responses estimated by VARs, local projections, and simulation methods. We show that our …
Persistent link: https://www.econbiz.de/10010292348
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The performance of panel cointegration methods: Results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - 2007
This paper presents results concerning the performance of both single equation and system panel cointegration tests and estimators. The study considers the tests developed in Pedroni (1999, 2004), Westerlund (2005), Larsson, Lyhagen, and Löthgren (2001) and Breitung (2005); and the estimators...
Persistent link: https://www.econbiz.de/10010293988
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Panel estimation of state dependent adjustment when the target is unobserved
von Kalckreuth, Ulf - 2008
Understanding adjustment processes has become central in economics. Empirical analysis is fraught with the problem that the target is usually unobserved. This paper develops, simulates and applies GMM methods for estimating dynamic adjustment models in a panel data context with partially...
Persistent link: https://www.econbiz.de/10010295881