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A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS

Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2007

estimation of the breakpoints. We find that inspection of the recursive eigenvalues is not useful to detect a break in the … adjustment coefficients, whilst recursive estimation of the coefficients can only indicate non-constancy, but not the exact … breakpoint. Rolling estimation is found to perform better in detecting non-constancy in the parameters and their true value after …

Persistent link: https://www.econbiz.de/10009440747

Non-monetary Trade and Differential Access to Credit in the Russian Transition

Ivanenko, Vlad - 2003

The unusual rise and fall of non-monetary trade (NMT) in the Russian transition has been a subject of heated debates. Yet, this phenomenon is often viewed as a peculiarity that one cannot explain by economic considerations alone. In this paper we show that the resort to NMT was a rational,...

Persistent link: https://www.econbiz.de/10009476691

Optimal Test for Parameter Instability When the Unstable Process and the Error Distribution are Unknown

Lee, Dong Jin - 2008

This paper proposes asymptotically optimal tests for unstable parameter process under the feasible circumstance that the researcher has little information about the unstable parameter process and the error distribution, and suggests conditions under which the knowledge of those processes does...

Persistent link: https://www.econbiz.de/10009430182

Levels, Differences and ECMs – Principles for Improved Econometric Forecasting

Allen, P. Geoffrey; Fildes, Robert - 2004

An avalanche of articles has described the testing of a time series for the presence of unit roots. However, economic model builders have disagreed on the value of testing and how best to operationalise the tests. Sometimes the characterization of the series is an end in itself. More often, unit...

Persistent link: https://www.econbiz.de/10009467768

Equilibrium Tuition, Applications, Admissions and Enrollment in the College Market

Fu, Chao - 2010

equilibrium. I estimate the structural parameters of the model using the NLSY 97 data, via a three-step estimation procedure to …

Persistent link: https://www.econbiz.de/10009439060

Should Music Labels Pay for Radio Airplay? Investigating the Relationship Between Album Sales and Radio Airplay

Montgomery, Alan L.; Moe, Wendy W. - 2002

Managers in the music industry closely monitor both radio airplay of an album as well as the album's sales. Their interest in radio airplay is due to the belief that airplay can increase an album’s sales. Therefore it is natural for managers to attempt to influence radio airplay so as to...

Persistent link: https://www.econbiz.de/10009441155

O ESQUEMA DE TARIFAS EM BLOCO PRATICADO PELAS COMPANHIAS DE ÁGUA: UM ESTUDO DOS CONSUMIDORES RESIDENCIAIS DE BAIXA RENDA

Pizaia, Marcia Goncalves; Alves, Rozane - 2008

residential water demand function, by utilizing four different estimation methods, it is estimated to what extent the increase in …

Persistent link: https://www.econbiz.de/10009446731

Statistical Methods for Nonlinear Dynamic Models with Measurement Error Using the Ricker Model

Resendes, David Joseph - 2011

In ecological population management, years of animal counts are fit to nonlinear, dynamic models (e.g. the Ricker model) because the values of the parameters are of interest. The yearly counts are subject to measurement error, which inevitably leads to biased estimates and adversely affects...

Persistent link: https://www.econbiz.de/10009468234

Estimation of Sector Sales and Employment Changes Associated with Solar Space and Water Heating Development

Petersen, H. Craig - 1979

There is little available information on sector-specific sales and employment impacts of a large-scale solar space and water heating industry. This study identifies those sectors of the economy which would be most affected by increased solar utilization and estimates the magnitude of the...

Persistent link: https://www.econbiz.de/10009468721

Structural Estimation of the Effect of Out-of-Stocks

Musalem, Andres - 2010

simulating a time-varying set of available alternatives. Our estimation method uses store-level data on sales and partial …

Persistent link: https://www.econbiz.de/10009475399