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Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian - 2017

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate … regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …

Persistent link: https://www.econbiz.de/10012966219

The Response of Employment to GDP Growth in Turkey : An Econometric Estimation

Akkemik, K. Ali - 2008

This paper aims to investigate the mechanism of adjustment in the labor market with respect to changes in GDP. For this purpose, the response of employment, i.e. demand for labor, to the changes in GDP is modeled as an error correction model (ECM). The results indicate that the adjustments in...

Persistent link: https://www.econbiz.de/10012770586

From population age structure and savings rate to economic growth : evidence from Ecuador

Rosado, Joel Alejandro; Sánchez, María Isabel Alvarado - In: International journal of economics and financial issues … 7 (2017) 3, pp. 352-361

Persistent link: https://www.econbiz.de/10011819908

Multivariate filter estimation and ARDL model analysis of China's potential output

Dong, Qi; Liu, Xiangbo - In: Applied economics letters 25 (2018) 18, pp. 1327-1332

Persistent link: https://www.econbiz.de/10012135401

Export and GDP growth nexus in India : an econometric study

Datta, Kanchan; De, Subhasis - In: International journal of economic issues : IJEI 7 (2014) 2, pp. 259-277

Persistent link: https://www.econbiz.de/10011289535

Are long-run output growth rates falling?

Li, Mengheng; Mendieta-Muñoz, Ivan - 2018

-varying parameter models that incorporate both stochastic volatility and a Heckman-type two-step estimation procedure that deals with …

Persistent link: https://www.econbiz.de/10011823990

Population age structure and savings rate impacts on economic growth : evidence from Australia

Uddin, Gazi A.; Alam, Khorshed; Gow, Jeff - In: Economic analysis and policy : EAP ; journal of the … 52 (2016), pp. 23-33

Persistent link: https://www.econbiz.de/10011557273

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - 2020

We propose a simple modification of Hamilton’s (2018) time series filter that yields reliable and economically meaningful real-time output gap estimates. The original filter relies on 8 quarter ahead forecast errors of a simple autoregression of real GDP. While this approach yields a cyclical...

Persistent link: https://www.econbiz.de/10012233667

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 152-168

Persistent link: https://www.econbiz.de/10012804095

Public expenditure and national income : time series evidence from Nigeria

Nwude, E. Chuke; Boloupremo, Tarila - In: International journal of economics and financial issues … 8 (2018) 1, pp. 71-76

Persistent link: https://www.econbiz.de/10011955435