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Chow, Gregory C. - EconWPA - 2003

This is a survey paper on five important developments in econometrics, with illustrative applications to economic …

Persistent link: https://www.econbiz.de/10005556306

Mutual Encompassing and Model Equivalence

Lu, M.; Mizon, G. E. - Department of Economics, European University Institute - 1997

This paper analyzes the properties of mutual encompassing and its relationship to the KLIC equivalence between statistical models. It is shown that models are KLIC equivalent if and only if they are mutually encompassing and mutually Cox-encompassing. Further, within the exponentional familly...

Persistent link: https://www.econbiz.de/10005557722

Residual Based Tests for Cointegration with GLS Detrended Data.

Perron, P.; Rodriguez, G. - 2000

We propose residual based tests for cointegration using local GLS detrending (Elliott, Rothemberg and Stock (1996), ERS) to eliminate separately the deterministic components in the series. We consider two cases, one where only a constant is included and one where a constant and a time trend are...

Persistent link: https://www.econbiz.de/10005625574

Una Aproximación Microeconométrica a los Determinantes de la Elección del Modo de Transporte. (A Microeconometric Approach to the Determinants of Travel Mode Choice)

Garcia, Pablo M - EconWPA - 2005

The transportation system is a fundamental component of the urban economic development, with its generating feature of negative supply externalities standing out (and, as a result, of the satisfied demand for some kind of this supply’s structure) related to congestion and environmental...

Persistent link: https://www.econbiz.de/10005118977

The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation

Ilmolelian, Peter - EconWPA - 2005

This is an exploratory study that attempts to identify and provide empirical evidence on the possible determinants of the market capitalisation of the Harare Stock Exchange (HSE) with the view of understanding the development prospects of the HSE and other similar markets. The study used...

Persistent link: https://www.econbiz.de/10005119105

Sims, Christopher Albert (born 1942)

Boumans, Marcel - Palgrave Macmillan

Christopher Sims is one of the leaders in time-series econometrics and empirical macroeconomics and is well known for … introducing the VAR approach to econometrics and macroeconomic modelling. Sims' main contribution to empirical macroeconomics was … to show how macro-econometric modeling should be revised so as to meet the Lucas Critique test. The VAR approach did not …

Persistent link: https://www.econbiz.de/10011141077

Functional Indirect Inference.

Billio, M.; Monfort, A. - 1999

The class of paremetric dynamic latent variable models is becoming more and more popular in economics and finance. Dynamic disequilibrium models, latent factor models, switching regimes models, stochastic volatility models are only few examples of this class of models. Inference in this calss...

Persistent link: https://www.econbiz.de/10005780820

Empirical Methods for International Trade

Feenstra, Robert C. (contributor) - The MIT Press

most recent work in econometrics applied to international trade, main sections of the book cover: cross-country analysis …

Persistent link: https://www.econbiz.de/10005756486

Solutions Manual to Accompany Intermediate Public Economics

Hashimzade, Nigar; Hindriks, Jean; Myles, Gareth D. - The MIT Press

the exercises analyzing data, the authors have kept the econometrics simple both in the estimation package employed and in …

Persistent link: https://www.econbiz.de/10005756487

Unemployment Insurance in Theory and Practice

Holmlund, B. - Research School of Economics, College of Business and … - 1997

A hallmark of modern labour economics is the close interplay between the development of theory, data sources and econometric testing. The evolution of the economic analysis of unemployment insurance (UI) provides a good illustration. The economics of UI has been a very active research area over...

Persistent link: https://www.econbiz.de/10004967993