Showing 1 - 10 of 104
Persistent link: https://www.econbiz.de/10011643247
Matrices, their products, linear systems, and the underlying geometric ideas are presented in an intuitive and practical way for economics students and other students of the social sciences. Python Jupyter notebooks are used to present examples that enforce the geometric ideas.
Persistent link: https://www.econbiz.de/10012609511
Persistent link: https://www.econbiz.de/10012104109
Persistent link: https://www.econbiz.de/10012108035
Persistent link: https://www.econbiz.de/10011590194
Matrices, their products, linear systems, and the underlying geometric ideas are presented in an intuitive and practical way for economics students and other students of the social sciences. Python Jupyter notebooks are used to present examples that enforce the geometric ideas.
Persistent link: https://www.econbiz.de/10012146693
Persistent link: https://www.econbiz.de/10011442545
In this paper we present finite T mean and variance correction factors and corresponding response surface regressions for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and Breitung (2005). For the single equation tests we consider up...
Persistent link: https://www.econbiz.de/10010294038
In this paper I present a procedure to approximate the asymptotic distributions of systems cointegration tests with a prior adjustment for deterministic terms suggested by Lütkepohl, Saikkonen & Trenkler (2004), Saikkonen & Lütkepohl (2000a, 2000b, 2000c), and Saikkonen & Luukkonen (1997). The...
Persistent link: https://www.econbiz.de/10010296431
The empirical economic growth literature is criticized for its lack ofrobustness. For different definitions of robustness, conclusions vary from 'almost everycorrelation is fragile' to 'a substantial number of explanatory variables are robust.' Were-analyze the empirical results of the economic...
Persistent link: https://www.econbiz.de/10011326970