Showing 1 - 10 of 28
Persistent link: https://www.econbiz.de/10009007121
Persistent link: https://www.econbiz.de/10011449804
This paper introduces a little known category of estimators - Linear Non-Gaussian vector autoregression models that are acyclic or cyclic - imported from the machine learning literature, to revisit a well-known debate. Does exporting increase firm productivity? Or is it only more productive...
Persistent link: https://www.econbiz.de/10012137538
Persistent link: https://www.econbiz.de/10010493643
Persistent link: https://www.econbiz.de/10010529438
Persistent link: https://www.econbiz.de/10011740179
Persistent link: https://www.econbiz.de/10003858729
Persistent link: https://www.econbiz.de/10003840320
Structural vector-autoregressive models are potentially very useful tools for guiding both macro- and microeconomic policy. In this paper, we present a recently developed method for exploiting non-Gaussianity in the data for estimating such models, with the aim of capturing the causal structure...
Persistent link: https://www.econbiz.de/10003966642
Inter-firm competition has received much attention in the theoretical literature, but recent empirical work suggests that the growth rates of rival firms are uncorrelated, and that firm growth can be taken as an essentially independent process. We begin by investigating the correlations of the...
Persistent link: https://www.econbiz.de/10008758977