Search Results - subject:"SIMULTANEITY"

Structural constant conditional correlation

Weber, Enzo - 2008

A small strand of recent literature is occupied with identifying simultaneity in multiple equation systems through …

Persistent link: https://www.econbiz.de/10010263718

Structural dynamic conditional correlation

Weber, Enzo - 2008

In the literature of identifcation through autoregressive conditional heteroscedasticity, Weber (2008) developed the structural constant conditional correlation (SCCC) model. Besides determining linear simultaneous in uences between several variables, this model considers interaction in the...

Persistent link: https://www.econbiz.de/10010263754

Structural vector autoregressions: Theory of identification and algorithms for inference

Rubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao - 2008

Structural vector autoregressions (SVARs) are widely used for policy analysis and to provide stylized facts for dynamic general equilibrium models. Yet there have been no workable rank conditions to ascertain whether an SVAR is globally identified. When identifying restrictions such as long-run...

Persistent link: https://www.econbiz.de/10010292249

A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results.

Tserkezos, Dikaios; Tsagarakis, Konstantinos - Department of Economics, University of Crete - 2008

simultaneity in structural econometric models. This test is a reliable test and is widely used for testing simultaneity in linear … seriously the power of the test. As their number is getting larger, the probability of rejecting simultaneity with Hausman test …

Persistent link: https://www.econbiz.de/10005040022

Structural Dynamic Conditional Correlation

Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008

important contribution in the estimation of empirical real-data examples. Keywords: Simultaneity, Identi cation, EGARCH, DCC JEL …

Persistent link: https://www.econbiz.de/10005677953

Structural Constant Conditional Correlation

Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008

A small strand of recent literature is occupied with identifying simultaneity in multiple equation systems through … identifying simultaneity in multi- ple equation systems through autoregressive conditional heteroscedasticity. Since this approach … model. Keywords: Simultaneity, Identification, EGARCH, CCC JEL classification: C32, G10 1 This research was supported by the …

Persistent link: https://www.econbiz.de/10005677964

More Tickets, Fewer Accidents: How Cash-Strapped Towns Make for Safer Roads

Makowsky, Michael; Thomas, Stratmann - Volkswirtschaftliche Fakultät, … - 2008

simultaneity problem. Traffic law enforcement may reduce accidents, but police are also likely to be stricter in accident …

Persistent link: https://www.econbiz.de/10005623308

Production function estimation in Stata using the Olley and Pakes method

Yasar, Mahmut; Raciborski, Rafal; Poi, Brian - In: Stata Journal 8 (2008) 2, pp. 221-231

-Douglas production function. Such estimates, however, may suffer from simultaneity and selection biases. Olley and Pakes (1996 … and then introduces a Stata command to implement it. We show that when simultaneity and selection biases are not …

Persistent link: https://www.econbiz.de/10005748368

Measuring Productivity

Gatto, M. Del; Liberto, A. Di; Petraglia, C. - Centro Ricerche Nord Sud (CRENoS) - 2008

Quantifying productivity is a conditio sine qua non for empirical analysis in a number of research fields. The identification of the measure that best fits with the specific goals of the analysis, as well as being data-driven, is currently complicated by the fact that an array of methodologies...

Persistent link: https://www.econbiz.de/10005030826

ON THE RELATIONSHIPS BETWEEN SPATIAL CLUSTERING, INEQUALITY, AND ECONOMIC GROWTH IN THE UNITED STATES : 1969-2000

JANIKAS, Mark V.; REY, Sergio J. - In: Region et Developpement 27 (2008), pp. 13-34

analysis of economic growth, that allows for simultaneity as it relates to inequality. Furthermore, attention is given to the …

Persistent link: https://www.econbiz.de/10009275747