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Corporate taxation and investment : explaining investment dynamics with firm-level panel data
Dwenger, Nadja - 2009
framework for analyzing tax effects on changes in capital stock. In particular I estimate a one-step error correction model (ECM …) complementing the usual estimation of a distributed lag model. A correction term accounts for non-random sample attrition, which has … incomplete. Both, ECM and distributed lag model, suggest that user cost of capital and output have an economically and …
Persistent link: https://www.econbiz.de/10003883175
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Corporate taxation and investment : explaining investment dynamics with firm-level panel data
Dwenger, Nadja - 2009
framework for analyzing tax effects on changes in capital stock. In particular I estimate a one-step error correction model (ECM …) complementing the usual estimation of a distributed lag model. A correction term accounts for non-random sample attrition, which has … incomplete. Both, ECM and distributed lag model, suggest that user cost of capital and output have an economically and …
Persistent link: https://www.econbiz.de/10003948533
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Econometric issues in estimating user cost elasticity
Schaller, Huntley - 2006
important, long-run estimates of key parameters are less biased - and the details of the econometrics matter. In particular …
Persistent link: https://www.econbiz.de/10010293745
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Econometric issues in estimating user cost elasticity
Schaller, Huntley - 2006
important, long-run estimates of key parameters are less biased - and the details of the econometrics matter. In particular … ; adjustment frictions ; cointegration and long-run econometrics …
Persistent link: https://www.econbiz.de/10009732579
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On the role of public policies and wage formation for private investment in R&D : a long-run panel analysis
Buyse, Tim; Heylen, Freddy; Schoonackers, Ruben - 2016
) and Kapetanios et al. (Journal of Econometrics, 2011), our empirical strategy allows for cross-sectionally correlated …
Persistent link: https://www.econbiz.de/10011584153
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Dynamic tax revenue buoyancy estimates for a panel of OECD countries
Deli, Yota; Rodriguez, Abian Garcia; Kostarakos, Ilias; … - 2018
In this paper we provide short- and long-run tax buoyancy estimates for a panel of OECD countries. Our results indicate that total tax revenue estimates are not different from unity, corporate income tax buoyancies exceed unity both in the long- and the short-run, while personal income tax...
Persistent link: https://www.econbiz.de/10011816941
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Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya (contributor) - 1999
Persistent link: https://www.econbiz.de/10001435644
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Nonstationary panels, panel cointegration, and dynamic panels
Baltagi, Badi H. (ed.) - 2000 - 1. ed.
Persistent link: https://www.econbiz.de/10001515447
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The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives
Nishiyama, Yoshihiko - 2008
sample performance of the methods is investigated by means of Monte Carlo simulations from a Tobit model …
Persistent link: https://www.econbiz.de/10012771006
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On the validity of tests for asymmetry in residual-based threshold cointegration models
Schild, Karl-Heinz; Schweikert, Karsten - In: Econometrics : open access journal 7 (2019) 1/12, pp. 1-13
This paper investigates the properties of tests for asymmetric long-run adjustment which are often applied in empirical studies on asymmetric price transmissions. We show that substantial size distortions are caused by preconditioning the test on finding sufficient evidence for cointegration in...
Persistent link: https://www.econbiz.de/10012025641