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bivariate time series process of panel data with mixed continuous and discrete dependent variables. The approach is used to …
Persistent link: https://www.econbiz.de/10010260895
The UK's Equal Opportunities Commission has recently drawn attention to the 'hidden brain drain' when women working part-time are employed in occupations below those for which they are qualified. These inferences were based on self-reporting. We give an objective and quantitative analysis of the...
Persistent link: https://www.econbiz.de/10010268437
. For these purposes, panel unit root tests are employed to improve power against univariate counterparts. Since cross … section correlation is a distinct feature of the underlying panel data, results are based on various second generation panel …
Persistent link: https://www.econbiz.de/10010297530
In this paper we want to discuss macroscopic and microscopic properties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...
Persistent link: https://www.econbiz.de/10010301759
application to the estimation of panel data models with an infinite number of weak factors and a finite number of strong factors …
Persistent link: https://www.econbiz.de/10010276230
This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and … applications, running horse races between heterogeneous and homogeneous panel data models using out of sample forecasts. …
Persistent link: https://www.econbiz.de/10010295814
an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10011605146
available and widely used datasets. We present results on the identification of social networks from observational panel data …-varying networks. We then describe how high-dimensional estimation techniques can be used to estimate the interactions model based on …
Persistent link: https://www.econbiz.de/10014480409
I present empirical results on the contribution of three key drivers of inflation in Denmark: an inflation trend anchored by inflation expectations; the Danish business cycle; and an energy price cycle. All three drivers contribute significantly to the development of inflation and explain most of...
Persistent link: https://www.econbiz.de/10014563915
We investigate the possibility of exploiting partial correlation graphs for identifying interpretable latent variables underlying a multivariate time series. It is shown how the collapsibility and separation properties of partial correlation graphs can be used to understand the relation between...
Persistent link: https://www.econbiz.de/10010306285