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This dissertation examines the relationship between public infrastructure and regionaleconomic productivity in China. Based on a panel data set for 29 regions of China for a17-year period of 1987-2003, a three-step nonstationary panel analytical procedure isconducted to investigate whether...
Persistent link: https://www.econbiz.de/10009458909
This dissertation collects two papers regarding the econometric and economic theoryand testing of the predictability of asset returns. It is widely accepted that stockreturns are not only predictable but highly so. This belief is due to an abundanceof existing empirical literature fi nding often...
Persistent link: https://www.econbiz.de/10009464841
nonstationarity in crop yields using these tests versus using modified versions of these tests (Ng and Perron, 2001) that are assumed …
Persistent link: https://www.econbiz.de/10009444349
In this paper, we apply time series techniques for panel data to the environmental Kuznets curve (EKC) model. Within the literature that estimates emissions-income relations in the EKC context, little attention has been paid to the time series properties of the data and in particular to whether...
Persistent link: https://www.econbiz.de/10009451659
This dissertation consists of three independent sections: In the first part, focusing on the auto industry we look at the challenges and solution strategies of employing build-to-order (BTO) with global supply. We consider some familiar tools for managing domestic supply and exploit them for...
Persistent link: https://www.econbiz.de/10009475770
Of the five finalists, the winning team included Siddharth Coelho-Prabhu, Arpit Dharia, Akshay Kotak, Jason Kumar, Shyam Mehta, and Ranjini Ragunathan with adviser John Vande Vate who worked on a project with Intel titled, Designing Cost-Effective Distribution Strategies for Intel's Proposed...
Persistent link: https://www.econbiz.de/10009476033
This dissertation consists of three essays on modeling and parameter estimation for covariance non-stationary processes. The first essay considers the non-linear deformation of time scale for G(lambda)-stationary processes developed by Jiang, Gray and Woodward [2006]. After the appropriate...
Persistent link: https://www.econbiz.de/10009431199
This study estimates cointegration models by applying the Engle-Granger (1989) two-step es-timation procedure, the Phillip-Ouliaris (1990) residual-based test and Johansen's multivariatetechnique. The cointegration techniques are tested on the Raotbl3 data set, the World EconomicIndicators data...
Persistent link: https://www.econbiz.de/10009457718
Plans are far advanced to form a second monetary union, the West African Monetary Zone (WAMZ), in Africa. While much attention is being placed on convergence criteria and preparedness of the five aspiring member states, less attention is being placed on how the dynamics of inflation in...
Persistent link: https://www.econbiz.de/10009465860
implied preference for the timing of uncertainty resolution as well as different stationarity assumptions.The first part of …
Persistent link: https://www.econbiz.de/10009476176