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Modelling factors of Student test statistics dispersion in a multiple linear regression
Pavelescu, Florin-Marius - In: Revista română de economie 41 (2015) 2, pp. 25-41
Persistent link: https://www.econbiz.de/10011545876
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Tests for Parameter Instability in Dynamic Factor Models
Han, Xu - 2014
estimation, we reduce the infinite-dimensional problem into a finite-dimensional one and our statistic compares the pre- and post …
Persistent link: https://www.econbiz.de/10013063182
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Test for parameter instability in dynamic factor models
Han, Xu; Inoue, Atsushi - In: Econometric theory 31 (2015) 5, pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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Tests for serial dependence in static, non-gaussian factor models
Fiorentini, Gabriele; Sentana, Enrique - 2012
Persistent link: https://www.econbiz.de/10009743569
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Estimating the Technology of Cognitive and Noncognitive Skill Formation
Cunha, Flávio - 2015
This paper formulates and estimates multistage production functions for children's cognitive and noncognitive skills. Skills are determined by parental environments and investments at different stages of childhood. We estimate the elasticity of substitution between investments in one period and...
Persistent link: https://www.econbiz.de/10013039154
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Estimating the Technology of Cognitive and Noncognitive Skill Formation
Cunha, Flávio - 2010
This paper formulates and estimates multistage production functions for children's cognitive and noncognitive skills. Skills are determined by parental environments and investments at different stages of childhood. We estimate the elasticity of substitution between investments in one period and...
Persistent link: https://www.econbiz.de/10013148325
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Estimating the technology of cognitive and noncognitive skill formation
Cunha, Flávio; Heckman, James J.; Schennach, Susanne M. - 2010
This paper formulates and estimates multistage production functions for children's cognitive and noncognitive skills. Skills are determined by parental environments and investments at different stages of childhood. We estimate the elasticity of substitution between investments in one period and...
Persistent link: https://www.econbiz.de/10003934523
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Testing for structural breaks in dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - In: Journal of econometrics 163 (2011) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10009270447
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Testing for structural breaks in dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - 2009
structural breaks in the factor loadings for the specification and estimation of factor models based on principal components and …
Persistent link: https://www.econbiz.de/10003815484
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Testing for Structural Breaks in Dynamic Factor Models
Breitung, Jörg - 2016
structural breaks in the factor loadings for the specification and estimation of factor models based on principal components and …
Persistent link: https://www.econbiz.de/10012991066