Search Results - subject:"Differencing" - EconBiz

Functional differencing in networks

Bonhomme, Stéphane; Dano, Kevin - In: Revue économique : revue bimestrielle 75 (2024) 1, pp. 147-175

Persistent link: https://www.econbiz.de/10014518672

Nonfractional long-range dependence: Long memory, antipersistence, and aggregation

Vera-Valdés, J. Eduardo - In: Econometrics 9 (2021) 4, pp. 1-18

This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in actual data. One of the advantages of our model is that it is less brittle than fractionally integrated processes. In particular, we showed that the antipersistent phenomenon is...

Persistent link: https://www.econbiz.de/10012705255

Nonfractional long-range dependence : long memory, antipersistence, and aggregation

Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 4, pp. 1-18

This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in actual data. One of the advantages of our model is that it is less brittle than fractionally integrated processes. In particular, we showed that the antipersistent phenomenon is...

Persistent link: https://www.econbiz.de/10012697497

Instrumental-variable estimation of exponential regression models with two-way fixed effects with an application to gravity equations

Jochmans, Koen; Verardi, Vincenzo - 2021 - This version: November 19, 2021

Persistent link: https://www.econbiz.de/10012698501

Measuring the effect of health events in the labour market

Duguet, Emmanuel - 2021

Persistent link: https://www.econbiz.de/10012430582

Smooth robust multi-horizon forecast

Martinez, Andrew B.; Castle, Jennifer; Hendry, David F. - 2021

Persistent link: https://www.econbiz.de/10012492619

Has consumption inequality mirrored income inequality : new evidence from a Korean household panel

Kwon, Sanguk; Ni, Shawn X. - In: Applied economics letters 30 (2023) 6, pp. 719-723

Persistent link: https://www.econbiz.de/10013553908

Semiparametric estimation of a sample selection model with a binary endogenous regressor : the effect of chronicity in labour supply

Moreno-Mencía, Patricia; Cantarero-Prieto, David; … - In: Applied economics 55 (2023) 15, pp. 1682-1699

Persistent link: https://www.econbiz.de/10013554970

City subcenter as a regional development policy : impact on the property market

Li, Ling; Xia, Fangzhou - In: Journal of regional science 63 (2023) 3, pp. 643-673

Persistent link: https://www.econbiz.de/10014364993

Finite difference solutions of the CEV PDE

Thakoor, Nawdha - In: International Journal of Financial Markets and … 9 (2023) 1/2, pp. 59-75

Persistent link: https://www.econbiz.de/10014311707

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