Search Results - subject:"Schätzung" - EconBiz

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Maximum likelihood estimation of the I(2) model under linear restrictions

Doornik, Jurgen A. - In: Econometrics : open access journal 5 (2017) 2, pp. 1-20

Estimation of the I(2) cointegrated vector autoregressive (CVAR) model is considered. Without further restrictions, estimation of the I(1) model is by reduced-rank regression (Anderson (1951)). Maximum likelihood estimation of I(2) models, on the other hand, always requires iteration. This paper...

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Exclusion restrictions in dynamic binary choice panel data models

Chen, Songnian; Khan, Shakeeb Adnan; Tang, Xun - 2018

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Uniform inference in panel autoregression

Chao, John C.; Phillips, Peter C. B. - 2017

The effect of constitutional commitment to social security on social expenditure schemes

Cammeraat, Emile - 2017

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Autoregressive wild bootstrap inference for nonparametric trends

Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - 2017

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Is there a long-term relationship among European sovereign bond yields?

Schaeffer, Ian; Ramírez, Miguel D. - In: Business and Economic Research : BER 7 (2017) 1, pp. 68-86

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The efficency of banks credit portfolio allocation, an application of kernel density estimation on a panel of Albanian banking system data

Tanku, Altin; Dushku, Elona; Ceca, Kliti - 2017

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Petrochemical products market and stock market returns : empirical evidence from Tehran stock exchange

Shavvalpour, Saeed; Khanjarpanah, Hossein; Zamani, Farhad; … - In: Iranian economic review : journal of University of Tehran 21 (2017) 2, pp. 383-403

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Output and pollution abatement in a U.S. state emission function

Empora, Neophyta; Mamuneas, Theofanis P.; Stengos, Thanasēs - 2017

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Air pollution spillovers and U.S. state productivity growth

Empora, Neophyta - 2017

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