Search Results - subject:"Simultaneous Equation Model"

Service department cost allocations using the net services model and the MDTERM function in Excel

Keller, Anthony Craig - In: Journal of accounting education 33 (2015) 3, pp. 241-255

Persistent link: https://www.econbiz.de/10011340229

A multimarket analysis of inter-dependent consumer response sensitivities

Voleti, Sudhir - In: Review of marketing science 13 (2015) 1, pp. 59-93

Persistent link: https://www.econbiz.de/10011378623

Estimating the Effects of Democratization in African Countries : A Simultaneous Equations Approach

Green, Alan - 2015

This paper analyzes impacts of democratization in Africa, including effects of improved, property rights on economic growth and of greater political participation on civil violence. Democracy is endogenous to economic growth and other outcomes, which hampers most, empirical analysis. This paper...

Persistent link: https://www.econbiz.de/10013013778

A Discrete-Time Model for Daily S&P500 Returns and Realized Variations : Jumps and Leverage Effects

Bollerslev, Tim; Kretschmer, Uta; Pigorsch, Christian; … - 2008

We develop an empirically highly accurate discrete-time daily stochastic volatility model that explicitly distinguishes between the jump and continuous time components of price movements using nonparametric realized variation and Bipower variation measures constructed from high-frequency...

Persistent link: https://www.econbiz.de/10014217079

Interdependent Durations

Honoré, Bo E.; Paula, Áureo de - 2008

This paper studies the identification of a simultaneous equation model where the variable of interest is a duration … resembles a classical simultaneous equation model in which endogenous variables interact with observable and unobservable …

Persistent link: https://www.econbiz.de/10014220014

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 influences between several variables, this model considers interaction in the...

Persistent link: https://www.econbiz.de/10003796131

Classical identification : a viable road for data to inform structural modeling

Hammersland, Roger (contributor) - 2008

the economy a simultaneous equation model is constructed on Norwegian aggregate data. In this model, while innovations to … exact identifying restrictions of a structural or simultaneous equation model. As long as the exact identifying restrictions … simultaneous equation model is constructed using Norwegian aggregate data. In the case of Norway, it turns out that to illustrate …

Persistent link: https://www.econbiz.de/10003766600

Structural constant conditional correlation

Weber, Enzo (contributor) - 2008

A small strand of recent literature is occupied with identifying simultaneity in multiple equation systems through autoregressive conditional heteroscedasticity. Since this approach assumes that the structural innovations are uncorrelated, any contemporaneous connection of the endogenous...

Persistent link: https://www.econbiz.de/10003636117

A study on the two-way causal relationship between industrial structure evolution and economic growth : empirical test based on 40 years of reform and opening-up in China

Liu, Qingjie; Hu, Biliang - In: Global journal of emerging market economies 11 (2019) 1/2, pp. 98-118

Persistent link: https://www.econbiz.de/10012150094

Voluntary mobility of employees for better job opportunities given a temporary contract : insights regarding an age-varying association between the two events

Mussida, Chiara; Zanin, Luca - In: The B.E. journal of economic analysis & policy 19 (2019) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10012027079