Search Results - subject:"Standard errors"

Determinants of renewable energy growth: A global sample analysis

Aguirre, Mariana; Ibikunle, Gbenga - In: Energy Policy 69 (2014) C, pp. 374-384

We investigate factors influencing country-level renewable energy growth by applying FEVD and PCSE estimation methods in a unique sample analysis. With a longer time series (1990–2010) and a broader sample size of countries (including Brazil, Russia, India, China and South Africa) than...

Persistent link: https://www.econbiz.de/10010783812

Information Matrices and Standard Errors for MLEs of Item Parameters in IRT

Yuan, Ke-Hai; Cheng, Ying; Patton, Jeff - In: Psychometrika 79 (2014) 2, pp. 232-254

that is the middle piece of a sandwich-type covariance matrix. Monte Carlo results indicate that standard errors (SEs …

Persistent link: https://www.econbiz.de/10010848144

The determinants of credit spreads changes in global shipping bonds

Kavussanos, Manolis G.; Tsouknidis, Dimitris A. - In: Transportation Research Part E: Logistics and … 70 (2014) C, pp. 55-75

-adjusted standard errors are utilized, thus rendering results in the extant literature ambigious. The main determinants of global cargo …

Persistent link: https://www.econbiz.de/10010931066

Carbon dioxide emissions intensity of Portuguese industry and energy sectors: A convergence analysis and econometric approach

Moutinho, Victor; Robaina-Alves, Margarita; Mota, Jorge - In: Renewable and Sustainable Energy Reviews 40 (2014) C, pp. 438-449

corrected standard errors estimator. We concluded that there is sigma convergence for all ratios with exception of fossil fuel …

Persistent link: https://www.econbiz.de/10011077341

Investor sentiment and bond risk premia

Laborda, Ricardo; Olmo, Jose - In: Journal of Financial Markets 18 (2014) C, pp. 206-233

This article studies the statistical significance of the set of market sentiment variables proposed by Baker and Wurgler (2006) to predict the risk premium on U.S. sovereign bonds. We show that these variables can be summarized in one single market sentiment factor similar in spirit to the...

Persistent link: https://www.econbiz.de/10010753254

Estimation of standard errors and treatment effects in empirical economics : methods and applications

Hübler, Olaf - In: Journal for labour market research 47 (2014) 1/2, pp. 43-62

Persistent link: https://www.econbiz.de/10010258169

Resurrecting weighted least squares

Romano, Joseph P.; Wolf, Michael - 2014

consistent (HC) standard errors. However, we argue for reintroducing the practice of reweighting the data, since doing so can … estimator can also be accompanied by HC standard errors without knowledge of the functional form of conditional …

Persistent link: https://www.econbiz.de/10010402669

Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo

Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - In: Econometric reviews 33 (2014) 1/4, pp. 3-35

Persistent link: https://www.econbiz.de/10010357826

The determinants of credit spreads changes in global shipping bonds

Kavussanos, Manolis G.; Tsouknidis, Dimitris A. - In: Transportation research / E : an international journal 70 (2014), pp. 55-75

Persistent link: https://www.econbiz.de/10010433412

Investor sentiment and bond risk premia

Laborda, Ricardo; Olmo, Jose - In: Journal of financial markets 18 (2014), pp. 206-233

Persistent link: https://www.econbiz.de/10010442457