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Essays on Econometric Evaluation of Education Outcomes in Developing Countries
Metzler, Johannes - Volkswirtschaftliche Fakultät, … - 2009
Persistent link: https://www.econbiz.de/10008520700
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Can econometric analysis make (agricultural) economics a hard science? Critical remarks and implications for economic methodology
Petrick, Martin - Leibniz-Institut für Agrarentwicklung in … - 2004
) claims to follow and expresses some serious doubt that econometrics in particular can make economics a hard science …
Persistent link: https://www.econbiz.de/10008611538
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Growth Empirics Under Model Uncertainty; Is Africa Different?
Tsangarides, Charalambos G. - International Monetary Fund (IMF) - 2005
This paper attempts to identify robust patterns of cross-country growth behavior in the world as a whole and Africa. It employs a novel methodology that incorporates a dynamic panel estimator, and Bayesian Model Averaging to explicitly account for model uncertainty. The findings indicate that:...
Persistent link: https://www.econbiz.de/10005264072
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A Bayesian Approach to Model Uncertainty
Tsangarides, Charalambos G. - International Monetary Fund (IMF) - 2004
This paper develops the theoretical background for the Limited Information Bayesian Model Averaging (LIBMA). The proposed approach accounts for model uncertainty by averaging over all possible combinations of predictors when making inferences about the variables of interest, and it...
Persistent link: https://www.econbiz.de/10005264140
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From Stress to Costress; Stress Testing Interconnected Banking Systems
Maino, Rodolfo; Tintchev, Kalin - International Monetary Fund (IMF) - 2012
This paper presents an integrated framework for assessing systemic risk. The framework models banks’ capital asset ratios as a function of future losses and credit growth using a generalized method of moments to calibrate shocks to credit quality and credit growth. The analysis is...
Persistent link: https://www.econbiz.de/10009654147
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Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model
Chen, Huigang; Mirestean, Alin; Tsangarides, Charalambos G. - International Monetary Fund (IMF) - 2011
regressors in the context of model uncertainty. We illustrate the use of LIBMA in an application to the estimation of a dynamic …
Persistent link: https://www.econbiz.de/10009327870
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Growth Determinants Revisited
Tsangarides, Charalambos G.; Mirestean, Alin - International Monetary Fund (IMF) - 2009
This paper revisits the cross-country growth empirics debate using a novel Limited Information Bayesian Model Averaging framework to address model uncertainty in the context of a dynamic growth model in panel data with endogenous regressors. Our empirical findings suggest that once model...
Persistent link: https://www.econbiz.de/10008497604
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In Search of Coincident and Leading Indicators of Economic Activity in Argentina
Simone, Alejandro - International Monetary Fund (IMF) - 2001
Time series on economic activity in developing countries, in particular real GDP, are reported with important lags. Therefore, it is useful to construct indicators that coincide or lead the actual direction and level of economic activity. A general methodology to construct these indicators is...
Persistent link: https://www.econbiz.de/10005604906
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Modeling and Estimation Issues in Spatial Simultaneous Equation Models
Gebremariam, Gebremeskel - Regional Research Institute (RRI), West Virginia University - 2007
spatial dependence needs to be explicitly quantified and modeled. Although advances in spatial econometrics provide … this undesirable position, this research work deals with the modeling and estimation issues in spatial simultaneous … Autoregressive Models in both cross sectional and panel data sets. Whereas, the second part deals with estimation issues in spatial …
Persistent link: https://www.econbiz.de/10010929287
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Conditional Logit, IIA, and Alternatives for Estimating Models of Interstate Migration
Christiadi; Cushing, Brian - Regional Research Institute (RRI), West Virginia University - 2007
. We will begin to learn whether assuming IIA holds poses serious estimation problems for migration modeling. Given the …
Persistent link: https://www.econbiz.de/10010929295