Narrow search
Showing 1 - 10 of 139
Cover Image
Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?
Neugart, Michael - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 658-673
test German labor market data for the null hypothesis of an i.i.d. process with the BDS test. As several processes … core to German labor market dynamics. Chaos does not occur.  … Arbeitsmarkt mit Hilfe des BDS Tests auf Nichtlinearitäten untersucht. Da der Nachweis deterministischer Nichtlinearitäten über den …
Persistent link: https://www.econbiz.de/10014608718
Cover Image
Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach
Florian Heitger - 2010
Based on a classical financial market model different model variants known from the literature are discussed and analyzed, each focussing on modeling financial markets as a nonlinear dynamic system by introducing the formation of (heterogeneous) beliefs about future asset prices into the model...
Persistent link: https://www.econbiz.de/10009428980
Cover Image
Specification Testing of Production in a Stochastic Frontier Model
Guo, Xu; Li, Gao-Rong; McAleer, Michael; Wong, Wing-Keung - 2017
Parametric production frontier functions are frequently used in stochastic frontier models, but there do not seem to be any empirical test statistics for its plausibility. To bridge the gap in the literature, we develop two test statistics based on local smoothing and an empirical process,...
Persistent link: https://www.econbiz.de/10011819490
Cover Image
Evaluating a class of nonlinear time series models
Heinen, Florian - 2010
tests against serial correlation, no remaining nonlinearity and parameter constancy. We also consider evaluation by …
Persistent link: https://www.econbiz.de/10010270400
Cover Image
The dynamics of real exchange rates: A reconsideration
Heinen, Florian; Kaufmann, Hendrik; Sibbertsen, Philipp - 2011
While it is widely agreed that Purchasing Power Parity (PPP) holds as a long-run concept the specific dynamic driving the process is largely build upon a priori economic belief rather than a thorough statistical modeling procedure. The two prevailing time series models, i.e. the exponential...
Persistent link: https://www.econbiz.de/10010289015
Cover Image
Evaluating a class of nonlinear time series models
Heinen, Florian - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2010
testsagainst serial correlation, no remaining nonlinearity and parameter constancy.[...] …
Persistent link: https://www.econbiz.de/10005870742
Cover Image
The dynamics of real exchange rates – A reconsideration
Heinen, Florian; Kaufmann, Hendrik; Sibbertsen, Philipp - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2011
While it is widely agreed that Purchasing Power Parity (PPP) holds as a long-runconcept the specific dynamic driving the process is largely build upon a priori economicbelief rather than a thorough statistical modeling procedure. The two prevailing timeseries models, i.e. the exponential smooth...
Persistent link: https://www.econbiz.de/10009302598
Cover Image
Specification testing in nonstationary time series models
Chen, Jia; Gao, Jiti; Li, Degui; Lin, Zhengyan - In: The econometrics journal 18 (2015) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
Cover Image
Volatility activity : specification and estimation
Todorov, Viktor; Tauchen, George Eugene; Grynkiv, Iaryna - In: Journal of econometrics 178 (2014) 1, pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Cover Image
Testing a linear dynamic panel data model against nonlinear alternatives
Lee, Yoon-jin - In: Journal of econometrics 178 (2014) 1, pp. 146-166
Persistent link: https://www.econbiz.de/10010255452