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Stochastic Trends, Demographics and Demand Systems

Attfield, Clifford - School of Economics, Finance and Management, University … - 2004

Techniques for determining the number of stochastic trends generating a set of non-stationary panel data are applied to budget shares for a number of commodity groups from the Family Expenditure Survey (FES) for the UK for the years 1973-2001. It is argued that some stochastic trends in macro...

Persistent link: https://www.econbiz.de/10005022148

Model selection in the presence of nonstationarity

Kim, Jae-Young - In: Journal of Econometrics 169 (2012) 2, pp. 247-257

This paper studies model selection methods in the presence of nonstationarity. We focus on the Bayesian model selection … criteria in the presence of nonstationarity. In particular, we study the Bayesian model selection rule in detail and derive … three alternative forms of it in the presence of nonstationarity. One important feature of the Bayesian model selection …

Persistent link: https://www.econbiz.de/10011052288

Demand Systems With Nonstationary Prices

Lewbel, Arthur; Ng, Serena - Department of Economics, Boston College - 2000

nonlinear functions of relative prices, and standard methods for dealing with nonstationarity in linear models cannot be used … nonstationarity of aggregate demand errors, based on aggregation of consumers with heterogeneous preferences in a slowly changing …

Persistent link: https://www.econbiz.de/10004968870

Long-Run Structural Modelling

Pesaran, M; Shin, Yongcheol - School of Economics, University of Edinburgh - 2004

The paper develops a general framework for identification, estimation, and hypothesis testing in cointegrated systems when the cointegrating coefficients are subject to (possibly) non-linear and cross-equation restrictions, obtained from economic theory or other relevant a priori information. It...

Persistent link: https://www.econbiz.de/10005086777

Internet Use and Depression Among the Elderly

Ford, George S.; Ford, Sherry G. - 2014

The American Recovery and Reinvestment Act of 2009 directs over $7 billion to expand broadband Internet availability and adoption in the United States. One target of such funding is the elderly population, a group of Americans for which broadband adoption is relatively low. An interesting...

Persistent link: https://www.econbiz.de/10014202243

Technique of Generation of Scenario for Simulation within the Area Evolutionary Models (Szenariogenerierungstechnik Fur Simulationen Im Bereich Evolutionare Modelle)

Signer, Martin - 2005

In this paper there's a simulation study on evolutionary finance models from Evstigneev/Hens/Schenk-Hoppe and applies the scenario generation algorithm from Hoyland/Kaut/Wallace with moment matching. Further it shows with different dividend models which investment strategies perform best under...

Persistent link: https://www.econbiz.de/10014069001

LONG-RUN STRUCTURAL MODELLING

Pesaran, M. Hashem; Shin, Yongcheol - In: Econometric Reviews 21 (2002) 1, pp. 49-87

Persistent link: https://www.econbiz.de/10005644493

Characteristics of demand for antibiotics in primary care: an almost ideal demand system approach

Filippini, Massimo; Masiero, Giuliano; Moschetti, Karine - USI Università della Svizzera italiana - 2007

We model demand for different classes of antibiotics used for respiratory infections in outpatient care using a linear approximate almost ideal demand system approach. We compute elasticities to socioeconomic determinants of consumption and own- and cross- price elasticities between different...

Persistent link: https://www.econbiz.de/10005113162

Characteristics of demand for antibiotics in primary care: an almost ideal model

Filippini, Massimo; Masiero, Giuliano; Moschetti, Karine - Dipartimento di Ingegneria Gestionale, Università … - 2007

We model demand for di¤erent classes of antibiotics used for respiratory infections in outpatient care using a linear approximate almost ideal demand system approach. We compute elasticities to socioeconomic determinants of consumption and own- and cross- price elasticities between di¤erent...

Persistent link: https://www.econbiz.de/10008852198

Estimating linear dependence between nonstationary time series using the locally stationary wavelet model

Sanderson, Jean; Fryzlewicz, Piotr; Jones, M. W. - London School of Economics (LSE) - 2010

Large volumes of neuroscience data comprise multiple, nonstationary electrophysiological or neuroimaging time series recorded from different brain regions. Accurately estimating the dependence between such neural time series is critical, since changes in the dependence structure are presumed to...

Persistent link: https://www.econbiz.de/10010745344

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