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AK growth models : new evidence based on fractional integration and breaking trends
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Recherches économiques de Louvain 75 (2009) 2, pp. 131-149
Persistent link: https://www.econbiz.de/10003847506
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - 2015
This paper introduces new weighting schemes for model averaging when one is interested in combining discrete forecasts from competing Markov-switching models. In particular, we extend two existing classes of combination schemes - Bayesian (static) model averaging and dynamic model averaging - so...
Persistent link: https://www.econbiz.de/10011285456
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Statistical analysis of inequality with decompositions : the Canadian experience
Gray, David M.; Mills, Jeffrey Alan; Zandvakili, Sourushe - In: Empirical economics : a journal of the Institute for … 28 (2003) 2, pp. 291-302
Persistent link: https://www.econbiz.de/10001745035
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Unemployment and labor force attachment : a multistate analysis of nonemployment
Jones, Stephen R. G.; Riddell, William Craig - In: Labor statistics measurement issues, (pp. 123-152). 1998
Persistent link: https://www.econbiz.de/10001381341
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The income of nations : theory, measurement, and analysis: past and present ; a study in applied economics and statistics
Studensky, Paul - 1958
Persistent link: https://www.econbiz.de/10014421417
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Nonparametric tests of stochastic dominance in income distributions
Anderson, Gordon - 1994
Persistent link: https://www.econbiz.de/10000141640
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Nonparametric tests of stochastic dominance in income distributions
Anderson, Gordon - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1183-1193
Persistent link: https://www.econbiz.de/10001206917
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Are real exchange rates nonstationary? : Evidence from a panel-data test
Wu, Yangru - In: Journal of money, credit and banking : JMCB 28 (1996) 1, pp. 54-63
Persistent link: https://www.econbiz.de/10001199213
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Bayesian estimation of duration models : an application of the multiperiod probit model
Campolieti, Michele - In: Empirical economics : a journal of the Institute for … 22 (1997) 3, pp. 461-480
Persistent link: https://www.econbiz.de/10001227184
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231