Showing 1 - 10 of 466
We discuss statistical inference problems associated with identification and testability in econometrics, and we …. Nous analysons les problèmes d'inférence associés à l'identification et à la testabilité en économétrie, en soulignant la … emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference …
Persistent link: https://www.econbiz.de/10005100952
This manuscript provides an introduction to statistics and probability method. It is structured around three themes developed in five chapters. The first part is an introduction to probability calculations in which we introduce the notions of elementary probability, probabilized spaces, random...
Persistent link: https://www.econbiz.de/10015251014
In this paper, we use identification-robust methods to assess the empirical adequacy of a New Keynesian Phillips Curve … concerning: (i) identification difficulties, (ii) backward-looking behavior, and (ii) the frequency of price adjustments. Overall … findings underscore the need for employing identificationrobust inference methods in the estimation of expectations …
Persistent link: https://www.econbiz.de/10005101039
Persistent link: https://www.econbiz.de/10001423404
This article analyzes the profitability of the banks in six European countries between 1994 and 1997. We deal with the link between profitability and certain external and interns' determinants of European banking system. Following a methodology of panel analysis with a fixed individual effects...
Persistent link: https://www.econbiz.de/10015218230
We estimate a Cobb-Douglas function using Moroccan data, over the period 1976-1995 and considering two inputs, capital (GFCF) and labor (educational attainment of the workforce). The results show that physical capital and human capital have mostly a positive impact on economic growth. Moreover,...
Persistent link: https://www.econbiz.de/10015225821
Europe is the natural space for the integration of the Middle East and North Africa countries (MENA) and the Central and Eastern Europe Countries (CEEC). By their small economic size, these countries revolve around the European pole with which they perform the bulk of their trade. The...
Persistent link: https://www.econbiz.de/10015226787
findings of the global autocorrelation test provide evidence for the presence of a positive spatial autocorrelation between the …
Persistent link: https://www.econbiz.de/10015262324
Our study examines the progress made by ECOWAS member countries in creating a single currency. It therefore analyses what the last few years have taught us about the convergence and optimality of the ECOWAS zone based on a Mixture Model approach to classification. The variables used come from...
Persistent link: https://www.econbiz.de/10015238186
This study assesses the optimal size of government in the Democratic Republic of Congo. It uses the time series data over the period 1961-2013 and is based on a model using the Armey curve. It takes into account the possible effects of composition of public expenditure (wages and salaries,...
Persistent link: https://www.econbiz.de/10015245441