Search Results

Improving the accuracy of the analytical indirect inference estimator for MA models,
Patrick Richard, in Economics Bulletin (2009)
Keywords: MA models, Analytical indirect inference, GLS.

Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads,
Charles Shaw, from University Library of Munich, Germany (2019)
Keywords: time-series, regime-switching, Levy model, OAS

Value-at-Risk models and Basel capital charges,
Adrian F. Rossignolo, Meryem Duygun Fethi and Mohamed Shaban, in Journal of Financial Stability (2012)
Keywords: Value-at-Risk; Extreme Value Theory; Emerging and Frontier markets; Capital Requirements; Stressed VaR;

Structural Models of Competitive Market Behavior: An Estimation Approach Using Disaggregate Data,
Michaela Draganska and Dipak Jain, from Society for Computational Economics (2002)
Keywords: endogeneity, competitive strategy, pricing

Foreign direct investment and corruption in developing economies: Evidence from linear and non-linear panel Granger causality tests,
Roland Craigwell and Allan Wright, in Economics Bulletin (2011)

A small-size macroeconometric model for Pakistan economy,
Muhammad Hanif, Zulfiqar Hyder, M Amin Khan Lodhi, Mahmood ul Hassan Khan and Irem Batool, from University Library of Munich, Germany (2010)
Keywords: Macroeconometric Model, Pakistan

Can green finance reform and innovation policies promote corporate carbon performance?,
Ziwei Li, Xingyu Wang and Zhuang Wu, in Finance Research Letters (2024)
Keywords: Green financial policy; Enterprises; Carbon performance; The difference-in-differences method;

First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study,
Kazuhiko Hayakawa, in Economics Bulletin (2009)
Keywords: dynamic panel data model, first difference, forward orthogonal deviation, GMM

Median voter model cannot solve all the problems of voting system,
Jamal Islam, Dr Haradhan Mohajan and Pahlaj Moolio, from University Library of Munich, Germany (2011)
Keywords: Median voter, Single-peakedness, Single-crossing and Top monotonicity.

Methods of voting system and manipulation of voting,
Jamal Islam, Dr Haradhan Mohajan and Pahlaj Moolio, from University Library of Munich, Germany (2010)
Keywords: Voting system, voting paradox, manipulation of voting, Condorcet winner, dictatorship, strategy-proofness.

Single transferable vote in local and national elections,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2012)
Keywords: Single transferable vote, Tie-breaking in STV, ERS97, Hare and Droop quota.

Minkowski geometry and space-time manifold in relativity,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2013)
Keywords: Causal structure, Geodesics, Ideal points, Minkowski metric, Space-time manifold

Friedmann, Robertson-Walker (FRW) Models in Cosmology,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2013)
Keywords: Big bang, FRW models, homogeneous and isotropic universe, Hubble constant.

General upper limit of the age of the Universe,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2013)
Keywords: Einstein equation, geodesic, Hubble constant, space-time manifold, universe.

Mock Theta Conjectures,
Sabuj Das and Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Mock theta, rank of partition.

Upper Limit of the Age of the Universe with Cosmological Constant,
Dr Haradhan Mohajan, from University Library of Munich, Germany (2013)
Keywords: Einstein equation, Geodesic, Hubble constant, Spacetime manifold, Universe

Generating Functions for and,
Sabuj Das and Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Irrelevant, decreasing order, p-parts

Mock Theta Conjectures,
Sabuj Das and Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Mock theta, rank of partition.

Generating Functions for P1r (n) and P2r (n),
Sabuj Das and Dr Haradhan Mohajan, from University Library of Munich, Germany (2014)
Keywords: Generating functions, number of partitions.

Large-sample inference on spatial dependence,
Peter Robinson, from London School of Economics and Political Science, LSE Library (2008)

The Strange Case of Dr. “Unemployed” and Mr “Hidden” in Italy,
Gaetano Lisi, in Economics Bulletin (2010)
Keywords: underground /hidden /informal /shadow employment (economy), unemployment, models with panel data, simultaneous equations models

Long-run strong-exogeneity,
Christophe Rault, in Economics Bulletin (2011)
Keywords: cointegration, exogeneity, weak exogeneity

TWIN DEFICITS HYPOTHESIS AND HORIOKA-FELDSTEIN PUZZLE IN TRANSITION ECONOMIES,
Aleksander Aristovnik, from University Library of Munich, Germany (2005)

By the Time I Get to Arizona: Estimating the Impact of the Legal Arizona Workers Act on Migrant Outflows,
Wayne Liou and Timothy Halliday, in Economics Bulletin (2016)
Keywords: Migration

Selection Bias Adjustment in Treatment-Effect Models as a Method of Aggregation,
Robert Moffitt, from National Bureau of Economic Research, Inc (1996)

Two-Sample Instrumental Variables Estimators,
Atsushi Inoue and Gary Solon, from National Bureau of Economic Research, Inc (2005)

Testing for Unit Roots with Stationary Covariates,
Graham Elliott and Michael Jansson, from Department of Economics and Business Economics, Aarhus University
Keywords: Unit roots, power envelope, structural VAR's

Technology Modeling: Curvature is not Sufficient for Regularity,
William Barnett, Milka Kirova and Meenakshi Pasupathy, from University Library of Munich, Germany (1999)
Keywords: regularity quadratic technology curvature monotonicity

Empirical Evidence on the Resource Curse Hypothesis in Oil Abundant Economy,
Saqlain Latif Satti, Abdul Farooq and Muhammad Shahbaz, from University Library of Munich, Germany (2013)
Keywords: natural resource abundance, economic growth, cointegration

Finance and Income Inequality in Kazakhstan: Evidence since Transition with Policy Suggestions,
Muhammad Shahbaz, Mita Bhattacharya and Mantu Mahalik, from University Library of Munich, Germany (2017)
Keywords: Kazakhstan, Finance, Inequality, Central Asia

A Comparison of Bias Approximations for the 2SLS Estimator,
Maurice J.G. Bun and Frank Windmeijer, from Tinbergen Institute (2011)
Keywords: bias, instrumental variables, weak instruments

A Multi-Actor Multi-Criteria Analysis of the Performance of Global Cities,
Karima Kourtit, Cathy Macharis and Peter Nijkamp, from Tinbergen Institute (2013)
Keywords: Urbanisation, global cities, multi-criteria analysis, performance, stakeholders, MAMCA, PROMETHEE, GAIA

Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement,
Laura E. Jackson, Ayhan Kose, Christopher Otrok and Michael Owyang, from Federal Reserve Bank of St. Louis (2015)
Keywords: principal components; Kalman filter; data augmentation; business cycles

Linear Adjustment Costs and Seasonal Labour Demand: Unemployment Insurance Experience Rating in Retail Trade,
Patricia Anderson, from Princeton University, Department of Economics, Industrial Relations Section. (1992)
Keywords: employment variability, unemployment, insurance experience rateability, labor demand, adjustment costs

Identification of a triangular random coefficient model using a correction function,
Alyssa Carlson, from Department of Economics, University of Missouri (2022)
Keywords: Endogeneity, Control Function, Random Coefficient, Conditional Linear Projection

Identification of a triangular random coefficient model using a correction function,
Alyssa Carlson, from Department of Economics, University of Missouri (2024)
Keywords: Endogeneity, Control Function, Random Coefficient, Conditional Linear Projection

Identification of a triangular random coefficient model using a correction function,
Alyssa Carlson, from Department of Economics, University of Missouri (2024)
Keywords: Endogeneity, Control Function, Random Coefficient, Conditional Linear Projection

Les conditions de Blanchard et Kahn dans un modèle macro-économétrique à anticipations parfaites,
Jean-Pierre Laffargue, from CEPREMAP (1999)

Econometric Analysis of Forest Conservation: the Finnish Experience,
M. Linden and J. Uusivuori, from Department of Economics (2000)
Keywords: DEMAND ; SUPPLY ; MANAGEMENT ; FOREST CONSERVATION

Testing Purchasing Power Parity in Transformed ECM with Nonstationary Disequilibrium Error (in Korean),
Yun-Yeong Kim and Joon Y. Park, in Economic Analysis (Quarterly) (2008)
Keywords: Purchasing power parity, VAR model, Autoregressive ECM model, Cointegration, Disequilibrium error, Bootstrap inference

The Relationship between Elastic Money Growth and Prices in Countries with the Largest Money Stock: An Econometric Review,
Farah Durani, in International Journal of Economics and Financial Issues (2017)
Keywords: Causality, Co-integration, Money Supply, Inflation, Asset Prices, Stock Indices, Real Estate Indices

Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean),
Hyun Hak Kim, in Economic Analysis (Quarterly) (2015)
Keywords: CPI inflation, Point forecast, Forecast combination, Density forecast

Endogenous effects of midterm grades and evaluations: a simultaneous framework,
Tin-chun Lin, in Economics Bulletin (2009)
Keywords: Student evaluations; Midterm grades

Income convergence in latin america in a smooth transition autoregressive framework: evidence from brazil, mexico, chile and costa rica,
Ahmet Ozyigit, in Economics Bulletin (2009)
Keywords: Income convergence, non-linear income gap, non-linear stationary test, KSS test, Long-run steady state convergence, catching-up, Latin American income gap

Comparing value-at-risk semi-parametric estimators from serial dependent financial data,
Wafa Snoussi and Mhamed-Ali El-Aroui, in Economics Bulletin (2010)
Keywords: Value-at-Risk, Market risk, Dependency, Declustering, Extremal index, Time series-EVT combination, Model risk.

Are domestic Asian markets integrated with the regional one? An empirical assessment,
Khaled Guesmi, in Economics Bulletin (2011)
Keywords: Time-varying Integration, Emerging Markets, ICAPM, Risk Premium, DCC-GARCH.

The tests for the level moment conditions: GMM estimation in a linear dynamic panel data model,
Takuya Hasebe, in Economics Bulletin (2012)
Keywords: GMM, Dynamic panel data, Overidentifying restrictions test

The optimality of non-optimal GMM estimation of parameters of interest and the partial asymptotic efficiency of 2SLS estimation,
Heather Bednarek and Hailong Qian, in Economics Bulletin (2016)
Keywords: GMM estimation, Parameters of interest, Partial asymptotic efficiency, 2SLS estimation, 3SLS estimation, simultaneous equations models

Asymptotic Properties of Pesaran's CD Test Revisited,
Eugene Kouassi and Lexi Setlhare, in Economics Bulletin (2016)
Keywords: C24

Identification through Heteroscedasticity: What If We Have the Wrong Form?,
Tak Wai Chau, in Economics Bulletin (2017)
Keywords: Instrumental Variable Estimation, Endogeneity, Heteroscedasticity, Misspecification, Maximum Likelihood

Multi-episode count data estimation for health care demand,
Hiroaki Masuhara, in Economics Bulletin (2021)
Keywords: count data; multi-episode; geometric distribution; health care demand; finite mixture model; hurdle (two-part) model

Misspecification in allocative inefficiency: A simulation study,
Levent Kutlu, in Economics Letters (2013)
Keywords: Technical inefficiency; Allocative inefficiency; Stochastic frontier; Panel data;

Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables,
Neşe Yıldız, in Economics Letters (2015)
Keywords: Dynamic panel data; Semiparametric methods; Identification;

Time-invariant regressors under fixed effects: Simple identification via a proxy variable,
Matěj Bělín, in Economics Letters (2020)
Keywords: Omitted variable bias; Panel data; Random effects;

Quantile estimation of stochastic frontier models with the normal–half normal specification: A cumulative distribution function approach,
Shirong Zhao, in Economics Letters (2021)
Keywords: Stochastic frontier models; Quantile regressions; Skewed normal distribution; Efficiency;

The “wrong skewness” problem: Moment constrained maximum likelihood estimation of the stochastic frontier model,
Shirong Zhao and Christopher F. Parmeter, in Economics Letters (2022)
Keywords: Maximum likelihood estimation; Efficiency; Half-normal distribution; Moments constraints;

On the consistency of the LIML estimator of a spatial autoregressive model with many instruments,
Xiaodong Liu, in Economics Letters (2012)
Keywords: Limited-information maximum likelihood; Spatial autoregressive models; Many instruments;

First difference estimation of spatial dynamic panel data models with fixed effects,
Fei Jin, Lung-Fei Lee and Jihai Yu, in Economics Letters (2020)
Keywords: Spatial autoregression; Dynamic panels; Fixed effects; First difference; Quasi-maximum likelihood estimation; Bias correction;

Expansión del Tamaño Muestral de las Venta y Stock Inmobiliario del Gran Santiago,
Byron Idrovo, from University Library of Munich, Germany (2009)
Keywords: Muestreo aleatorio simple, bootstrap, venta y Stock inmobiliario

Estimation and inference by stochastic optimization,
Jean-Jacques Forneron, in Journal of Econometrics (2024)
Keywords: Stochastic gradient descent; M-estimation; m out of n and multiplier bootstrap;

The role of the New Development Bank on Economic growth and Development in the BRICS states,
Mixo Sweetness Sithole and Nyiko Worship Hlongwane, from University Library of Munich, Germany (2024)
Keywords: New Development Bank, Economic growth, BRICS, Pooled Mean Group estimator, Granger causality.

Nonlinearities in the response of real GDP to oil price shocks,
Mohamad Karaki, in Economics Letters (2017)
Keywords: Asymmetry; Business cycles; Oil prices; Net oil price;

How do individual sectors respond to macroeconomic shocks? A structural dynamic factor approach applied to Swiss data,
Gregor Bäurle and Elizabeth Steiner, from Swiss National Bank (2013)
Keywords: Sectoral value added, dynamic factor model, sign restrictions

Testing for Granger non-causality using the autoregressive metric,
Francesca Di Iorio and Umberto Triacca, in Economic Modelling (2013)
Keywords: AR metric; Bootstrap test; Granger non-causality; VAR models;

Does Indian economy asymmetrically respond to oil price shocks?,
Abdhut Deheri and M. Ramachandran, in The Journal of Economic Asymmetries (2023)
Keywords: Oil price shock; Asymmetry; Slope test; Impulse response test; India;

Testing for an irrelevant regressor in a simple cointegration analysis,
Daniel Ventosa-Santaulària, in Economics Bulletin (2010)
Keywords: Irrelevant variables, cointegration, t-ratio, statistical inference

Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models,
Cheng Hsiao and Siyan Wang, from Institute of Economic Policy Research (IEPR) (2006)
Keywords: Structural vector autoregressions, Nonstationary time series, Cointegration, Hypothesis testing, Two and Three Stage Least Squares

Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test,
Ilhan Ozturk and Huseyin Kalyoncu, from University Library of Munich, Germany (2007)
Keywords: Real GDP per capita, Stationary, Panel Unit root tests, OECD

Dynamic spatial panel data models with common shocks,
Jushan Bai and Kunpeng Li, in Journal of Econometrics (2021)
Keywords: Panel data models; Spatial interactions; Common shocks; Cross-sectional dependence; Incidental parameters; Maximum likelihood estimation;

Construction of a quantum Yang-Mills theory over the Minkowski space,
Simone Farinelli and Luisa Tibiletti, from University Library of Munich, Germany (2024)
Keywords: Constructive Quantum Field Theory, Yang-Mills Theory, Mass Gap

Program impact evaluation using a matching method with panel data,
Cuong Nguyen, in Economics Bulletin (2012)
Keywords: Treatment effect, impact evaluation, difference-in-differences, matching, propensity score, panel data

Quantile estimation of the stochastic frontier model,
Samah Jradi, Christopher Parmeter and John Ruggiero, in Economics Letters (2019)
Keywords: Quantile function; True quantile; Skewed normal; Efficiency;

Special Issue on Using Econometrics for Assessing Economic Models: An Introduction,
Katarina Juselius, in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2009)
Keywords: CVAR, pre-eminence of theory, general-to-specific, empirical macroeconomic methodology

The maximum number of parameters for the Hausman test when the estimators are from different sets of equations,
Kazumitsu Nawata and Michael McAleer, in Economics Letters (2014)
Keywords: Hausman test; Specification test; Number of parameters; Instrumental variable (IV) model; Box–Cox model; Sample selection bias;

On determination of the number of factors in an approximate factor model,
Liu Jinshan, Pan Jiazhu, Xia Qiang and Xiao Li, in Studies in Nonlinear Dynamics & Econometrics (2023)
Keywords: approximate factor model, cumulative contribution rate, eigenvalue ratio, number of factors, ridge-type method

Invariant tests based on M-estimators, estimating functions, and the generalized method of moments,
Jean-Marie Dufour, Alain Trognon and Purevdorj Tuvaandorj, from CIRANO (2015)
Keywords: Testing, invariance, hypothesis reformulation, reparameterization, measurement unit, estimating function, generalized method of moment (GMM), pseudo-likelihood, M-estimator; Linear exponential model, Nonlinear model, Wald test, Likelihood ratio test, score test, lagrange multiplier test, C(∝) test.,

Estimating the common break date in large factor models,
Liang Chen, in Economics Letters (2015)
Keywords: Structural break; Large factor models; Factor loadings;

An alternative corrected ordinary least squares estimator for the stochastic frontier model,
Christopher F. Parmeter and Shirong Zhao, in Empirical Economics (2023)
Keywords: Production, Efficiency, Type I failure, Type II failure, Absolute value

Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators,
Leopold Simar, Valentin Zelenyuk and Shirong Zhao, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2023)
Keywords: Efficiency ; Non-parametric Efficiency Estimators ; Data Envelopment Analysis ; Free Disposal Hull

An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics,
John Fitzgerald, Peter Gottschalk and Robert Moffitt, from National Bureau of Economic Research, Inc (1998)

Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities,
Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2006)
Keywords: Partial identification, inference, moment inequalities

Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances,
Badi Baltagi, Chihwa Kao and Long Liu, from Center for Policy Research, Maxwell School, Syracuse University (2019)
Keywords: Non-Stationary Panels, Time Trends, Serial Correlation, Wald Type Tests

Simulated minimum distance estimation of dynamic models with errors-in-variables,
Nikolay Gospodinov, Ivana Komunjer and Serena Ng, in Journal of Econometrics (2017)
Keywords: Measurement error; Minimum distance; Simulation estimation; Dynamic models;

Asymptotics for GMM Estimators with Weak Instruments,
James Stock and Jonathan Wright, from National Bureau of Economic Research, Inc (1996)

La régression quantile en pratique,
Pauline Givord and X. Dhaultfoeuille, from Institut National de la Statistique et des Etudes Economiques (2013)
Keywords: Quantile Regression, Quantile Treatment Effect, Instrumental Variable Quantile Regression, Quantile Regression with panel data.

Dynamic Seemingly Unrelated Cointegrating Regression,
Nelson Mark, Masao Ogaki and Donggyu Sul, from National Bureau of Economic Research, Inc (2003)

Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators,
Leopold Simar, Valentin Zelenyuk and Shirong Zhao, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2023)
Keywords: Efficiency ; Non-parametric Efficiency Estimators ; Data Envelopment Analysis ; Free Disposal Hull

Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners,
Leopold Simar, Valentin Zelenyuk and Shirong Zhao, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2023)
Keywords: Efficiency ; Non-parametric Efficiency Estimators ; Data Envelopment Analysis ; Free Disposal Hull ; Aggregate Efficiency

Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners,
Leopold Simar, Valentin Zelenyuk and Shirong Zhao, from University of Queensland, School of Economics (2023)
Keywords: Data Envelopment Analysis, Efficiency, Non-parametric Efficiency Estimators, Free Disposal Hull, Aggregate Efficiency

Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators,
Leopold Simar, Valentin Zelenyuk and Shirong Zhao, from University of Queensland, School of Economics (2022)
Keywords: Efficiency, Non-parametric Efficiency Estimators, Data Envelopment Analysis, Free Disposal Hull