This contribution studies the application of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models. VAR models have become one of the most applied models for the analysis of multivariate time series. Econometric standard software usually provides parameter estimators that...

This paper analyses whether the productivity gains associated with learning-by-exporting (controlling for self-selection) depend on the intensity of the firm exporting activity. Results from a representative ample of Spanish manufacturing firms indicate that the yearly average gains in...