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application to the estimation of panel data models with an infinite number of weak factors and a finite number of strong factors …
Persistent link: https://www.econbiz.de/10010276230
This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and … applications, running horse races between heterogeneous and homogeneous panel data models using out of sample forecasts. …
Persistent link: https://www.econbiz.de/10010295814
an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10011605146
I present empirical results on the contribution of three key drivers of inflation in Denmark: an inflation trend anchored by inflation expectations; the Danish business cycle; and an energy price cycle. All three drivers contribute significantly to the development of inflation and explain most of...
Persistent link: https://www.econbiz.de/10014563915
We investigate the possibility of exploiting partial correlation graphs for identifying interpretable latent variables underlying a multivariate time series. It is shown how the collapsibility and separation properties of partial correlation graphs can be used to understand the relation between...
Persistent link: https://www.econbiz.de/10010306285
bivariate time series process of panel data with mixed continuous and discrete dependent variables. The approach is used to …
Persistent link: https://www.econbiz.de/10010260895
The UK's Equal Opportunities Commission has recently drawn attention to the 'hidden brain drain' when women working part-time are employed in occupations below those for which they are qualified. These inferences were based on self-reporting. We give an objective and quantitative analysis of the...
Persistent link: https://www.econbiz.de/10010268437
. For these purposes, panel unit root tests are employed to improve power against univariate counterparts. Since cross … section correlation is a distinct feature of the underlying panel data, results are based on various second generation panel …
Persistent link: https://www.econbiz.de/10010297530
Persistent link: https://www.econbiz.de/10011475318
The investigation of the presence of structural change in economic and financial series is a major preoccupation in econometrics. A number of tests have been developed and used to explore the stationarity properties of various processes. Most of the focus has rested on the first two moments of a...
Persistent link: https://www.econbiz.de/10010284090