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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

strategies. This implies that our results remain valid for many different kinds of equilibrium concepts. The specification of our …

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

Simulating Travel Reliability.

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

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

This chapter focuses on two of the developments in panel data econometrics since the Handbook chapter by Chamberlain … (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 …

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

Estimation Error and the Specification of Unobserved Component Models.

Maravall, Agustín; Planas, Cristophe - Banco de España - 1996

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

Persistent link: https://www.econbiz.de/10005590684