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Semiparametric panel data estimation : an application to immigrants' homelink effect on US producer trade flows
Ullah, Aman; Mundra, Kusum - In: Handbook of applied econometrics and statistical inference, (pp. 591-608). 2002
Persistent link: https://www.econbiz.de/10001702001
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Puzzles in panel unit root tests of purchasing power parity
Hansen, Gerd - 2001
Persistent link: https://www.econbiz.de/10001615100
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A reassessment of the finance & growth nexus using Monte Carlo evidence
Franz, Thorsten - In: Essays on empirical macro-finance, (pp. 86-123). 2018
Persistent link: https://www.econbiz.de/10012169601
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Growth rate convergence, fact or artifact? : an essay on panel data econometrics
Nerlove, Marc L. - In: Panel data econometrics : future directions : papers in …, (pp. 3-33). 2000
Persistent link: https://www.econbiz.de/10001487983
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Revisiting the environmental Kuznets Curve hypothesis : a dynamic panel VAR analysis
Polemis, Michael - In: Money, trade and finance : recent trends and …, (pp. 237-259). 2021
This study is based on a balanced panel of pollutants (CO2, SO2 and NOx emissions per capita) drawn from the … level of economic growth. The dynamic Panel-VAR results using impulse response functions and variance decomposition support …
Persistent link: https://www.econbiz.de/10012696812
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Corruption, democracy and growth : evidence from emerging market economies
Chatterjee, Amrita - In: Environmental sustainability, growth trajectory and …, (pp. 137-149). 2022
Persistent link: https://www.econbiz.de/10013365271
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Nonparametric modeling in financial time series
Franke, Jürgen; Kreiß, Jens-Peter; Mammen, Enno - In: Handbook of financial time series, (pp. 927-952). 2009
Persistent link: https://www.econbiz.de/10003834268
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International evidence of business-cycle nonlinearity
Rothman, Philip - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 333-341). 1996
Persistent link: https://www.econbiz.de/10001297236
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A model of the real exchange rate
Creedy, John - In: Nonlinear economic models : cross-sectional, times …, (pp. 143-159). 1997
Persistent link: https://www.econbiz.de/10001302942
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On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998
Persistent link: https://www.econbiz.de/10001305354