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Noland, R.B.; Small, K.A.; Koskenoja, P.M.; Chu, X. - California Irvine - School of Social Sciences - 1996

We present a simulation model designed to determine the impact on congestion of policies for dealing with non-recurrent congestion (i.e. travel time uncertainty).

Persistent link: https://www.econbiz.de/10005486855

Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity.

Bolduc, D.; Bonin, S. - Département d'Économique, Université Laval - 1995

Persistent link: https://www.econbiz.de/10005475132

Auctions with Discrete Increments: a Structural Econometric Approach Based on Dominated Strategies.

Jouneau-Sion, F.; Torres, O. - Center for Operations Research and Econometrics (CORE), … - 2000

We propose a structural econometric evaluation for auctions with discrete increments. Although very common in practice, this kind of mechanism raises many theoretical difficulties. First, there are no closed form equilibriumstrategies. Thus the econometrician cannot rely on a single formula to...

Persistent link: https://www.econbiz.de/10005478908

Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach

Willasen, Y. - Økonomisk institutt, Universitetet i Oslo - 1998

In the general linear errors-in-variables model the main results have been derived under the assuption that the measurement errors are uncorrelated. However, as recognized by Bekker, Kapteyn and Wansbeek (BKW) (1997) and Lach (1993) this is often a problematic assumption to maintain in empirical...

Persistent link: https://www.econbiz.de/10005424057

An Empirical Examination of a Multilateral Target Zone.

Schulstad, Paul; Serrat, Ángel - Banco de España - 1995

Persistent link: https://www.econbiz.de/10005022238

An Empirical Examination of a Multilateral Target Zone.

Schulstad, P.; Serrat, A. - 1995

Persistent link: https://www.econbiz.de/10005657301

Estimation Error and the Specification of Unobserved Component Models.

Maravall, A.; Planas, C. - 1996

The paper deals with the problem of identifying stochastic unobserved two-component models, as in seasonal adjustment …

Persistent link: https://www.econbiz.de/10005657315

Panel Data Models: Some Recent Developments.

Arellano, M.; Honore, B. - Centro de Estudios Monetarios y Financieros (CEMFI) - 2000

(1984). The first objective of this chapter is to provide a review of linear panel data models with predetermined variables … autoregressive error component models under various auxiliary assumptions. There is a trade-off between robustness and efficiency … are not robust to their violation. We also discuss the identification problems that arise in models with predetermined …

Persistent link: https://www.econbiz.de/10005661210

Properties of the ADF Unit Root Test for Models with Trends and Cycles.

Barthelemy, F.; Lubrano, M. - Groupement de Recherche en Économie Quantitative … - 1996

A unit root test is usually carried out by using the regression test introduced by Dickey and Fuller (1979). Under the null hypothesis the series should be a random walk. But a non-stationary series can usually be decomposed into a random walk and a stationary component. This is what is done in...

Persistent link: https://www.econbiz.de/10005669448

Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests.

Davidson, R. - Groupement de Recherche en Économie Quantitative … - 2000

Most confidence intervals, whether based on asymptotic theory or the bootstrap, are implicitly based on inverting a Wald test. Since Wald test statistics are not invariant under nonlinear reparametrizations of the restrictions they test, confidence intervals based on them are not invariant...

Persistent link: https://www.econbiz.de/10005669491