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The Computation of Full Information Maximum Likelihood Estimates As Iterative Seemingly Unrelated Regressions Estimates

Dagenais, M.G. - Département de Sciences Économiques, Université de … - 1975

Persistent link: https://www.econbiz.de/10005731913

A Skeleton Key to the Econometrics of the Producer's Behavior

Bronsard, C.; Salvas-Bronsard, L. - Département de Sciences Économiques, Université de … - 1988

This Paper Presents the Producer's Decision-Making Problem in Order to Test a Model of the Joint Determination of Physical and Financial Factor Demands. a Structural Model Is Defined in Which the Three Basic Neoclassical Models of the Producer's Behavior Are Embodied. the Structural Model...

Persistent link: https://www.econbiz.de/10005731971

Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?

Kilian, L. - Research Seminar in International Economics, University … - 1997

Long-horizon regression tests are widely used in empirical finance, despite evidence of severe size distortions. I … bootstrap test greatly reduces the size distortions of conventional long-horizon regression tests. I also find that long …-horizon regression tests do not have power advantages against economically plausible alternatives. The apparent lack of higher power at …

Persistent link: https://www.econbiz.de/10005734392

The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag-Selection in Unit Root Tests.

Taylor, A.M.R. - Department of Economics, University of Birmingham - 1999

In this paper the author uses numerical techniques to investigate the finite sample porperties of data-based approaches to selecting the lag truncation order in the context of the augmented Dickey-Fuller unit root test in a general autoregressice first-order integrated moving-average model.

Persistent link: https://www.econbiz.de/10005738233

A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors.

Johansen, S. - Department of Economics, European University Institute - 1999

A correction factor, depending on sample size and parameters, is found for the likelihood ratio test for some linear hypotheses on the cointegrating space in a vector autoregressive model, where the adjustment coefficients are known. The main idea is to condition on the common trends when making...

Persistent link: https://www.econbiz.de/10005744267

A Bartlett Correction Factor for Tests on the Cointegrating Relations.

Johansen, S. - Department of Economics, European University Institute - 1999

Likelihood ratio tests for restrictions on contegrating vectors are asymptotically X2 distributed. For some values of the parameters this asymptotic distribution does not give a good approximation to the finite sample distribution. In this paper we derive the Bartlett correction factor for the...

Persistent link: https://www.econbiz.de/10005744329

Omitted variable bias and cross section regression

Stoker, Thomas M. - Sloan School of Management, Massachusetts Institute of … - 1983

Persistent link: https://www.econbiz.de/10005749091

Social capital and entrepreneurship inside an Italian cluster: empirical investigation

Boari, Christina; Presutti, Manuela - Uppsala University, Department of Business Studies - 2004

This paper aims to explain the role of local context in the development of start-ups’ social networks, according to a sociological perspective of entrepreneurship, which considers social capital as a main factor of success for the growth of young firms. This research problem is dealt with in...

Persistent link: https://www.econbiz.de/10005750513

Job satisfaction and affective commitment: a study of employees in the tourism industry in Sarawak, Malaysia

Yew, Lew Tek - In: World Review of Entrepreneurship, Management and … 4 (2008) 1, pp. 85-101

regression analysis was used to analyse the data of the study. Satisfaction towards salary was found to have a significant …

Persistent link: https://www.econbiz.de/10005753547

REGRESSION-BASED INFERENCE IN LINEAR TIME SERIES MODELS WITH INCOMPLETE DYNAMICS.

WOOLDRIDGE, J.M. - Economics Department, Massachusetts Institute of … - 1990

Persistent link: https://www.econbiz.de/10005574376