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Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper

Hanck, Christoph; Czudaj, Robert - 2013

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the `Great Moderation.' It also proposes a new testing approach for panel …

Persistent link: https://www.econbiz.de/10010343777

The relation between overreaction in forecasts and uncertainty : a nonlinear approach ; conference paper

Leppin, Julian Sebastian - 2014 - This version: February 2014

account joint effects of uncertainty and oil price returns on forecast changes. The panel smooth transition regression model …

Persistent link: https://www.econbiz.de/10010480543

Nonparametric analysis of random utility models : testing ; conference paper

Kitamura, Yuichi; Stoye, Jörg - 2013 - This version: February 8, 2013

This paper aims at formulating econometric tools for investigating stochastic rationality, using the Random Utility Models (RUM) to deal with unobserved heterogeneity nonparametrically. Theoretical implications of the RUM have been studied in the literature, and in particular this paper utilizes...

Persistent link: https://www.econbiz.de/10010342819

Studies in estimation and testing

Hsiao, Cheng (contributor); Perrigne, Isabelle (contributor) - 2001

Persistent link: https://www.econbiz.de/10001585151

Multiple hypotheses testing in the linear regression model with applications to economics and finance

Alt, Raimund - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002570396

Multivariate statistical analysis

Domański, Czesław (contributor); … - 2010

Persistent link: https://www.econbiz.de/10008732055

State space and unobserved component models : theory and applications

Harvey, Andrew C. (ed.); Koopman, Siem Jan (contributor); … - 2004 - 1. publ.

Persistent link: https://www.econbiz.de/10009681752

Special issue on "Cross-sectional dependence in panel data models"

Rossi, Barbara (ed.) - Conference on "Cross-Sectional Dependence in Panel … - 2016

Persistent link: https://www.econbiz.de/10011642071

The long-run relationship between trade and population health : evidence from five decades ; conference paper

Herzer, Dierk - 2014

countries over five decades, from 1960 to 2010. Using panel time-series techniques, it is shown that international trade in …

Persistent link: https://www.econbiz.de/10010486035

Umwelt und empirische Sozial- und Wirtschaftsforschung : Beiträge und Diskussionsberichte zu einer Tagung der Projektgruppe "Das Sozio-oekonomische Panel" am Deutschen Institut für...

Schupp, Jürgen (ed.); Wagner, Gert G. (ed.) - Deutsches Institut für Wirtschaftsforschung / … - 1998

Umweltforschung und Umweltschutz sind keineswegs nur Gegenstand der Naturwissenschaften, sondern empirische Sozial- und Wirtschaftswissenschaften und haben in diesem Problemfeld auch ihren wichtigen Platz. Die entsprechende empirische Forschung dient vor allem zwei Zwecken: zum einen der...

Persistent link: https://www.econbiz.de/10011401957