Search Results - subject:"STATIONARITY"

On the persistence of Spanish unemployment rates

Romero-Ávila, Diego; Usabiaga, Carlos - In: Empirical Economics 35 (2008) 1, pp. 77-99

-sectional correlation in addition to the panel stationarity test of Carrión-i-Silvestre et al. (Econom J 8:159–175, 2005) which allows for …

Persistent link: https://www.econbiz.de/10010994362

A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models

Hudson, Brent; Gerlach, Richard - In: TEST: An Official Journal of the Spanish Society of … 17 (2008) 3, pp. 606-627

Persistent link: https://www.econbiz.de/10005004353

Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence

Barassi, Marco; Cole, Matthew; Elliott, Robert - In: Environmental & Resource Economics 40 (2008) 1, pp. 121-137

Persistent link: https://www.econbiz.de/10005684175

Measuring serial dependence in categorical time series

Weiß, Christian; Göb, Rainer - In: AStA Advances in Statistical Analysis 92 (2008) 1, pp. 71-89

Persistent link: https://www.econbiz.de/10005598108

The quest for a fiscal rule: Italy, 1861–1998

Ricciuti, Roberto - In: Cliometrica, Journal of Historical Economics and … 2 (2008) 3, pp. 259-274

The Italian fiscal history is characterised by a number of fiscal consolidations. In this study, we characterise fiscal policy in terms of non-linear deterministic processes. We find that government spending and taxes can be described as being non-linear trend stationary processes instead of...

Persistent link: https://www.econbiz.de/10005609152

Purchasing Power Parity before and after the Adoption of the Euro

Zhou, Su; Bahmani-Oskooee, Mohsen; Kutan, Ali M. - In: Review of World Economics (Weltwirtschaftliches Archiv) 144 (2008) 1, pp. 134-150

Persistent link: https://www.econbiz.de/10005613661

Strong convergence rates for the estimation of a covariance operator for associated samples

Henriques, Carla; Oliveira, Paulo - In: Statistical Inference for Stochastic Processes 11 (2008) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10005616070

Is Asian per capita GDP panel stationary?

Narayan, Paresh - In: Empirical Economics 34 (2008) 3, pp. 439-449

Persistent link: https://www.econbiz.de/10005758398

Real Exchange Rate Stationarity in Latin America and Relative Purchasing Power Parity: A Regime Switching Approach

Holmes, Mark - In: Open Economies Review 19 (2008) 2, pp. 261-275

Persistent link: https://www.econbiz.de/10005715095

Large deviations for the empirical mean of associated random variables

Henriques, Carla; Eduardo Oliveira, Paulo - In: Statistics & Probability Letters 78 (2008) 6, pp. 594-598

We find conditions under which the sequence of empirical means of associated random variables, , satisfies the large deviation principle.

Persistent link: https://www.econbiz.de/10005259352