Narrow search
Showing 1 - 10 of 234
Cover Image
Where'd you get that idea? Determinants of creativity and impact in popular music
Mueller, Bernardo - In: EconomiA 22 (2021) 1, pp. 38-52
result of this exercise suggests that the recombination of existing songs is a major process for the creation of new … recombination strategies in a regression that seeks to explain songs' relative success, while controlling for other determinants …
Persistent link: https://www.econbiz.de/10013466691
Cover Image
Estimating alternative technology sets in nonparametric efficiency analysis: Restriction tests for panel and clustered data
Neumann, Anne; Nieswand, Maria; Schubert, Torben - 2013
Nonparametric efficiency analysis has become a widely applied technique to support industrial benchmarking as well as a variety of incentive-based regulation policies. In practice such exercises are often plagued by incomplete knowledge about the correct specifications of inputs and outputs....
Persistent link: https://www.econbiz.de/10010292679
Cover Image
Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Horowitz, Joel L.; Lee, Sokbae - 2010
method to obtain a uniform confidence band and show that the bootstrap can be used to obtain the required critical values …
Persistent link: https://www.econbiz.de/10010292807
Cover Image
Are some forecasters really better than others?
D'Agostino, Antonello; McQuinn, Kieran; Whelan, Karl - 2010
of the forecaster and use bootstrap techniques to compare the empirical results with the equivalents obtained under the …
Persistent link: https://www.econbiz.de/10010292810
Cover Image
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2013
In vector autoregressive analysis confidence intervals for individual impulse responses are typically reported to indicate the sampling uncertainty in the estimation results. A range of methods are reviewed and a new proposal is made for constructing joint confidence bands, given a prespecified...
Persistent link: https://www.econbiz.de/10010293964
Cover Image
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2013
In vector autoregressive analysis confidence intervals for individual impulse responses are typically reported to indicate the sampling uncertainty in the estimation results. A range of methods are reviewed and a new proposal is made for constructing joint confidence bands, given a prespecified...
Persistent link: https://www.econbiz.de/10010294397
Cover Image
Divergence – Is it geography?
Straubhaar, Thomas; Suhrcke, Marc; Urban, Dieter M. - 2002
This paper tests a geography and growth model using regional data for Europe, the US, and Japan. We set up a standard geography and growth model with a poverty trap and derive a log-linearized growth equation that corresponds directly to a threshold regression technique in econometrics. In...
Persistent link: https://www.econbiz.de/10010295504
Cover Image
The New Keynesian Phillips Curve in Europe: does it fit or does it fail?
Tillmann, Peter - 2005
The canonical New Keynesian model specifies inflation as the present-value of future real marginal cost. This paper tests this New Keynesian Phillips Curve and exploits projections of future real marginal cost generated by VAR models to assess the model's ability to match the behavior of actual...
Persistent link: https://www.econbiz.de/10010295672
Cover Image
Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy
Knetsch, Thomas A. - 2005
The paper presents empirical work on short-run and long-run comovement between the German, French and Italian aggregates of private consumption, business investment, exports, imports, GDP, and changes in inventories. In country-specific data sets, cointegration analyses are carried out both to...
Persistent link: https://www.econbiz.de/10010295784
Cover Image
A new approach to bootstrap inference in functional coefficient models
Herwartz, Helmut; Xu, Fang - 2007
We introduce a new, factor based bootstrap approach which is robust under heteroskedastic error terms for inference in … functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic …, factor based bootstrap inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features …
Persistent link: https://www.econbiz.de/10010296279