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Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour
Huber, Martin; Lechner, Michael; Steinmayr, Andreas - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10011317709
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Alternative diff-in-diffs estimators with several pretreatment periods
Mora Villarrubia, Ricardo; Reggio, Iliana - In: Econometric reviews 38 (2019) 5, pp. 465-486
Persistent link: https://www.econbiz.de/10012181322
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Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo M.; Hassapis, Christis; Pittis, Nikitas - 1995
Persistent link: https://www.econbiz.de/10000151423
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Cointegration testing in single error-correction equations in the presence of linear time trends
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000680681
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe; Marmol, Francesc - 1998
Persistent link: https://www.econbiz.de/10000658212
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Transportation expenditures, growth and international trade
Kus̜tepeli, Yes̜im (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003753755
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Testing for granger (non-) causality in a time varying coefficient VAR model
Christopulos, Dēmētrēs K. (contributor);  … - 2008
In this paper we propose Granger (non-)causality tests based on a VAR model allowing for time-varying coefficients. The functional form of the time-varying coefficients is a Logistic Smooth Transition Autoregressive (LSTAR) model using time as the transition variable. The model allows for...
Persistent link: https://www.econbiz.de/10003644229
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Taylor rules for the ECB using consensus data
Gorter, Janko; Jacobs, Jan; Haan, Jakob de - 2007
Persistent link: https://www.econbiz.de/10003646107