Similar Search Results

Towards Understanding the Normalization in Structural VAR Models

Kociecki, Andrzej - 2013

integral part of identification of a model, we provide a general characterization of the normalization. In consequence some the …The aim of the paper is to study the nature of normalization in Structural VAR models. Noting that normalization is the …

Persistent link: https://www.econbiz.de/10015237453

The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019

Gomez-Sorzano, Gustavo - 2006

Abstract: This paper continues a research born in 1993 as a consequence of the concern regarding the increase in Colombian violence, and especially for its escalation during the 1990’s, its objective is to create an econometric model capable of forecasting the path of terrorist murder under...

Persistent link: https://www.econbiz.de/10015241218

On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies

Ringle, Christian M.; Götz, Oliver; Wetzels, Martin; … - 2009

The broader goal of this paper is to provide social researchers with some analytical guidelines when investigating structural equation models (SEM) with predominantly a formative specification. This research is the first to investigate the robustness and precision of parameter estimates of a...

Persistent link: https://www.econbiz.de/10015216969

Lauksaimniecības nozares stratēģiskās attīstības sistēmdinamikas modelēšana

Kalniņš, Juris Roberts; Skribans, Valerijs; … - 2009

In the paper two main development models are shown: agriculture industry development model based on the estimations of experts (model of experts) and agriculture science development model. The experts of the Republic of Latvia Ministry of Agriculture take part in the preparation of the model...

Persistent link: https://www.econbiz.de/10015219377

The state of the art in Canadian macroeconomic modelling

Grady, Patrick - 1985

The Department of Finance employs extensively a large macroeconomic model of the Canadian economy -- the QFS model(Quarterly Forecasting and Simulation Model) -- for economic and fiscal forecasting and simulation exercises. As with any large macroeconomic model, and particularly one that plays a...

Persistent link: https://www.econbiz.de/10015219703

Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana

Bianchi, Carlo; Calzolari, Giorgio; Sartori, Franco - 1982

The estimation method of Two Stage Least Squares (2SLS) with Principal Components (2SPC) is applied to a medium-sized nonlinear econometric model of the Italian Economy.

Persistent link: https://www.econbiz.de/10015221540

Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach

Cadogan, Godfrey - 2010

This paper provides a sectoral examination of the impact of trade policies and custom valuation procedures on estimating time varying import content of Japanese transplant automobiles. Using monthly data from 1985 to 1992, we introduce an error correction model (ECM) and a state space VAR model...

Persistent link: https://www.econbiz.de/10015223684

Testing for partial exogeneity with weak identification

Doko Tchatoka, Firmin - 2011

under both the null hypothesis (level) and the alternative hypothesis (power), with or without identification. We show that … the usual chi-squares critical values are still applicable even when identification is weak. So, all proposed tests can be … described as robust to weak instruments. We also show that test consistency may still hold even if the overall identification …

Persistent link: https://www.econbiz.de/10015232516

The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model

Barnett, William A.; Usui, Ikuyasu - 2006

We conduct a Monte Carlo study of the global regularity properties of the Normalized Quadratic model. We particularly investigate monotonicity violations, as well as the performance of methods of locally and globally imposing curvature. We find that monotonicity violations are especially likely...

Persistent link: https://www.econbiz.de/10015233542

Nonlinear and Complex Dynamics in Economics

Barnett, William A.; Serletis, Apostolos; Serletis, Demitre - 2012

This paper is an up-to-date survey of the state-of-the-art in dynamical systems theory relevant to high levels of dynamical complexity, characterizing chaos and near chaos, as commonly found in the physical sciences. The paper also surveys applications in economics and �finance. This survey...

Persistent link: https://www.econbiz.de/10015233708