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Regional consumption inequalities in Jordan: Empirical study
Shahateet, Mohammed; Al-Tayyeb, Saud - 2007
influenced by the statistical approach of Analyses Of Variance (ANOVA). This approach tests regional variations in consumption on …
Persistent link: https://www.econbiz.de/10015243393
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A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence
DO ANGO, Simplicio; AMBA OYON, Claude Marius - 2016
The purpose of the study is to analyze the nature of inflation and unemployment rates -in Africa and its regions- allowing cross-sectional dependence among their countries. The paper contributes to the literature assessing the stochastic properties of unemployment and inflation using the...
Persistent link: https://www.econbiz.de/10015256374
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Efficient Market Hypothesis: Evidence from the JSE equity and bond markets
Guduza, Sinazo; Phiri, Andrew - 2017
This study investigates weak form efficiency for 4 stock and 7 bond market return under the Johannesburg Stock Exchange (JSE) using monthly data spanning from 2002 to 2016. Our empirical strategy consists of using both individual and panel based unit root testing procedures. Moreover, we split...
Persistent link: https://www.econbiz.de/10015258713
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Nyquist Frequency in Sequentially Sampled Data
Faghih, Nezameddin; Faghih, Ali - 2008
This paper studies the sequential sampling scheme as a solution to the problem of aliasing, where the sampling interval is restricted to a minimum allowable value. Sequential sampling is analyzed and it is proved that when the sampling ratio is an integral number, the associated spectral...
Persistent link: https://www.econbiz.de/10015216309
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Subset hypotheses testing and instrument exclusion in the linear IV regression
Doko Tchatoka, Firmin - 2010
This paper explores the sensitivity of plug-in based subset tests to instrument exclusion in linear IV regression. Recently, identification-robust statistics based on plug-in principle have been developed for testing hypotheses specified on subsets of the structural parameters. However, their...
Persistent link: https://www.econbiz.de/10015226151
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Partial identification of the distribution of treatment effects and its confidence sets
Fan, Yanqin; Park, Sang Soo - 2009
In this paper, we study partial identification of the distribution of treatment effects of a binary treatment for ideal randomized experiments, ideal randomized experiments with a known value of a dependence measure, and for data satisfying the selection-on-observables assumption respectively....
Persistent link: https://www.econbiz.de/10015230920
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Confidence sets for some partially identified parameters
Fan, Yanqin; Park, Sang Soo - 2010
In this paper, we first re-visit the inference problem for interval identified parameters originally studied in Imbens and Manski (2004) and later extended in Stoye (2008). We take the general criterion function approach and establish a new confidence interval that is asymptotically valid under...
Persistent link: https://www.econbiz.de/10015230921
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Yeni Klasik kurama göre bütçe politikalarının değerlendirilmesi
Bilgili, Faik - 1999
The New Classical theorem asserts that (a) the individuals with rational expectations do not change their consumption … consumption decisions of the individuals, at least in the long term. This paper analyzes if demand sided fiscal policies are … paper follows impulse-response (IR) functions through VAR models in which consumption, GDP, tax and debt series are employed …
Persistent link: https://www.econbiz.de/10015257140
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Keynesian Models, Detrending, and the Method of Moments
MAO TAKONGMO, Charles Olivier - 2019
One important question in the Keynesian literature is whether we should detrend data when estimating the parameters of a Keynesian model using the moment method. It has been common in the literature to detrend data in the same way the model is detrended. Doing so works relatively well with...
Persistent link: https://www.econbiz.de/10015262850
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Bayesian Approaches to Shrinkage and Sparse Estimation
Korobilis, Dimitris; Shimizu, Kenichi - 2021
In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/noparametric inference is the norm in several fields of applied econometric work....
Persistent link: https://www.econbiz.de/10015265696