Search Results - subject:"structural form"

Codependent VAR Models and the Pseudo-Structural Form

Trenkler, Carsten; Weber, Enzo - 2012

-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated …

Persistent link: https://www.econbiz.de/10011441812

Codependent VAR Models and the Pseudo-Structural Form

Trenkler, Carsten; Weber, Enzo - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 2012

-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated …

Persistent link: https://www.econbiz.de/10010904014

Codependent VAR Models and the Pseudo-Structural Form

Trenkler, Carsten; Weber, Enzo - Wirtschaftswissenschaftliche Fakultät, Universität … - 2012

-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated … testing are only possible if the codependence restrictions can be uniquely imposed. Applying the pseudo-structural form, our …

Persistent link: https://www.econbiz.de/10010552054

Codependent VAR models and the pseudo-structural form

Trenkler, Carsten; Weber, Enzo - 2012

-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated …

Persistent link: https://www.econbiz.de/10011489949

Structural Models, Information and Inherited Restrictions

Buck, Andrew J.; Lady, George M. - Economics Department, Temple University - 2011

The derived structural estimates of the system beta Y = gamma Z | delta U impose identifying restrictions on the reduced form estimates ex post. Some or all of the derived structural estimates are presented as evidence of the modelâ€™s efficacy. In fact, the reduced form inherits a great...

Persistent link: https://www.econbiz.de/10011144248

Channels Through Which Human Capital Inequality Influences Economic Growth

Castelló-Climent, Amparo - Institut d'Economia Internacional (IEI), Universitat Jaume I - 2011

This paper empirically investigates the theoretical predictions of some of the channels through which human capital inequality may discourage investment and growth. In a cross-section of countries over the period 1960-2000, findings reveal that, all other things being equal, a greater degree of...

Persistent link: https://www.econbiz.de/10008835208

Structural Sign Patterns and Reduced Form Restrictions

Buck, Andrew J.; Lady, George M. - Economics Department, Temple University - 2011

This paper reconsiders the degree to which the sign patterns of hypothesized structural arrays limit the possible outcomes for the sign pattern of the corresponding estimated reduced form. To now, the conditions under which any such restrictions would apply were believed to be very narrow, are...

Persistent link: https://www.econbiz.de/10010685206

The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values

Calzolari, Giorgio; Neri, Laura - Dipartimento di Statistica, Informatica, Applicazioni … - 2010

Given a set of continuous variables with missing data, we prove in this paper that the iterative application of a simple “least-squares estimation/multivariate normal simulation” procedure produces an efficient parameters estimator. There are two main assumptions behind our proof: (1) the...

Persistent link: https://www.econbiz.de/10008631487

Forecasting Based On Open Var Model

Pecican, Eugen St. - In: Journal for Economic Forecasting (2010) 1, pp. 59-69

Considering as a starting point certain advantages and limits of the VAR model, we propose an opening to include some approaches suggested particularly by economic theory, such as economic policy role and that concerning corrections applied to restore an equilibrium state or a forecast error. In...

Persistent link: https://www.econbiz.de/10008457170

A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market

Rikkers, Frieda; Thibeault, Andre E. - In: Multinational Finance Journal 13 (2009) 3-4, pp. 229-264

The objective of this research is to develop a structural form probability of default model for small and medium …, broad applicability, limited data requirements, and powerful in predicting default. The structural form model is developed … differs significantly between defaulted and non-defaulted firms.The structural form model can be used on its own, or as an …

Persistent link: https://www.econbiz.de/10010937129