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Externalities in the matching of workers and firms in Britain
Burgess, Simon M.; Profit, Stefan - 1998
We provide empirical evidence on the nature of spatial externalities in a matching model for the UK. We use a monthly … theory. For example, we find that conditional on local labour market conditions, high unemployment levels in neighbouring … ; externalities ; spatial dependence ; unemployment outflows …
Persistent link: https://www.econbiz.de/10009576211
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Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - 2002
In this paper we introduce a bootstrap procedure to test parameter restrictions in vector autoregressive models which is robust in cases of conditionally heteroskedastic error terms. The adopted wild bootstrap method does not require any parametric specification of the volatility process and...
Persistent link: https://www.econbiz.de/10009663846
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Time varying market price of risk in the CAPM approaches, empirical evidence and implications
Hafner, Christian M.; Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001377689
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Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916170
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Regression quantiles with errors-in-variables
Ioannides, D. A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916755
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How to improve the performances of DEA/FDH estimators in the presence of noise?
Simar, Léopold (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916770
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Confidence intervals for state price densities
Hlávka, Zdeněk (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916784
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MD*Book and XQC/XQS - an architecture for reproducible research
Klinke, Sigbert (contributor); Lehmann, Heiko (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916797
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About sense and nonsense of non- and semiparametric analysis in applied econometrics
Sperlich, Stefan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916809
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Asymptotic theory for m-estimators of boundaries
Knight, Keith (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916817