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ExtremeBounds : Extreme Bounds Analysis in R
Hlavac, Marek - 2017
This article introduces the R package ExtremeBounds to perform extreme bounds analysis (EBA), a sensitivity test that examines how robustly the dependent variable of a regression model is related to a variety of possible determinants. ExtremeBounds supports Leamer's EBA that focuses on the upper...
Persistent link: https://www.econbiz.de/10012973518
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Frequency-domain evidence for climate change
Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Econometrics : open access journal 8 (2020) 3/28, pp. 1-15
The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface temperature, which is one of the most important indicators of climate change. For this purpose, possible long-range dependencies are investigated in the frequency-domain. Since...
Persistent link: https://www.econbiz.de/10012265709
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Revisiting Energy Consumption and GDP Causality : Importance of a Priori Hypothesis Testing, Disaggregated Data, and Heterogeneous Panels
Liddle, Brant - 2015
This paper disaggregates energy consumption and GDP data according to end-use to analyze a broad number of developed and developing countries grouped in panels by similar characteristics. Panel long-run causality is assessed with a relatively under-utilized approach recommend by Canning and...
Persistent link: https://www.econbiz.de/10013030525
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A Decision-Making Framework for Supporting an Equitable Global Vaccine Distribution Under Humanitarian Perspectives
Cai, Junyang; Zhou, Jian; Pantelous, Athanasios A.; Li, … - 2023
During the recent COVID-19 pandemic crisis, several high-income countries pursued vaccine nationalism (i.e., my country first approaches for vaccine distribution), leading to an even wider income inequality between rich and poor countries. This significantly challenged the poorer countries'...
Persistent link: https://www.econbiz.de/10014256393
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Nonlinear cointegration analysis and the environmental Kuznets curve
Hong, Seung Hyun; Wagner, Martin - 2008
. Here we provide the necessary tools for EKC analysis by deriving estimation and testing theory for cointegrating equations … consider fully modified OLS estimation, specification tests based on augmented and auxiliary regressions, as well as a sub …
Persistent link: https://www.econbiz.de/10010294039
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Natural resources: Curse or blessing?
van der Ploeg, Frederick - 2010
Are natural resources a 'curse' or a 'blessing'? The empirical evidence suggests either outcome is possible. The paper surveys a variety of hypotheses and supporting evidence for why some countries benefit and others lose from the presence of natural resources. These include that a resource...
Persistent link: https://www.econbiz.de/10010270490
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George; Pesaran, Mohammad Hashem - 2005
problems for estimation and inference. This paper compares two alternative methods for carrying out estimation and inference in … application to company returns provides an illustration of the alternative estimation procedures. …
Persistent link: https://www.econbiz.de/10010276160
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Alternative approaches to estimation and inference in large multifactor panels: Small sample results with an application to modelling of asset returns
Kapetanios, George; Pesaran, M. Hashem - 2005
problems for estimation and inference. This paper compares two alternative methods for carrying out estimation and inference in … application to company returns provides an illustration of the alternative estimation procedures. …
Persistent link: https://www.econbiz.de/10010284201
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Nonlinear cointegration analysis and the environmental Kuznets curve
Hong, Seung Hyun; Wagner, Martin - 2008
. Here we provide the necessary tools for EKC analysis by deriving estimation and testing theory for cointegrating equations … consider fully modified OLS estimation, specification tests based on augmented and auxiliary regressions, as well as a sub … modified estimation ; nonlinear cointegration analysis ; environmental Kuznets curve …
Persistent link: https://www.econbiz.de/10009735348
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Global Financial Risks and Changes in Conditional Value-at-Risk
Lim, Kian-Guan - 2013
The September 2008 collapse of Lehman Brothers was the 9/11 on Wall Street, and many articles had been written on the changes in the global risk landscape that followed. However, there is scarcity of rigorous studies using empirical data and advanced econometric methods to verify such a change...
Persistent link: https://www.econbiz.de/10013092502