Similar Search Results

Determinants of public cultural expenditures : an exploratory time series analysis for Austria

Getzner, Michael - In: Journal of cultural economics 26 (2002) 4, pp. 287-306

Persistent link: https://www.econbiz.de/10001704534

Charity donations in the UK : pooled cross-sectional, time-series estimations

Khanna, Jyoti; Posnett, John W.; Sandler, Todd - 1992

Persistent link: https://www.econbiz.de/10000857601

Charitable donations are more responsive to stock market booms than busts

List, John A.; Peysakhovich, Yana - In: Economics letters 110 (2011) 2, pp. 166-169

Persistent link: https://www.econbiz.de/10009241659

Initial evidence on the usefulness of parameter estimates from cross-sectional models of donations as proxies for the effects of time-series changes on donations

Marudas, Nicholas P.; Petherbridge, Julie - In: The southern business & economic journal 38 (2015) 1, pp. 89-105

Persistent link: https://www.econbiz.de/10011532803

Does Government Spending Really Crowd Out Charitable Contributions? New Time Series Evidence

Garrett, Thomas A. - 2007

upon the efficiency of single equation models used in previous works. Our results support the prestige theory of charitable …

Persistent link: https://www.econbiz.de/10012730499

Spontaneous charitable donations in Sweden before and after COVID : a natural experiment

Erlandsson, Arvid; Nilsson, Artur; Alì, Paolo Alessandro; … - In: Journal of philanthropy and marketing 27 (2022) 3, pp. 1-12

Persistent link: https://www.econbiz.de/10013460841

Forecasting crime data : an econometric analysis

Fox, James Alan - 1978

Persistent link: https://www.econbiz.de/10000001796

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544

Testing the adequacy of smooth transition autoregressive models

Eitrheim, Øyvind; Teräsvirta, Timo - 1993

Persistent link: https://www.econbiz.de/10000882121

Fractionally integrated models with ARCH errors

Hauser, Michael A.; Kunst, Robert M. - 1994

Persistent link: https://www.econbiz.de/10000882159

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