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Chapter 3. Gravity Equations: Workhorse,Toolkit, and Cookbook

Head, Keith; Mayer, Thierry - In: Handbook of international economics : Volume 4, (pp. 131-195). 2014

This chapter focuses on the estimation and interpretation of gravity equations for bilateral trade. This necessarily involves a careful consideration of the theoretical underpinnings since it has become clear that naive approaches to estimation lead to biased and frequently misinterpreted...

Persistent link: https://www.econbiz.de/10014025383

Estimating the gravity equation with the actual number of exporting firms

Minondo, Asier; Requena Silvente, Francisco - In: Estudios de economía 40 (2013) 1, pp. 5-19

To estimate correctly the effect of variable trade costs on firms’ exports, the gravity equation should control for the number of firms that participate in foreign markets. Due to the absence of these data, previous studies control for this omitted variable using econometric strategies that...

Persistent link: https://www.econbiz.de/10009766156

Estimating the gravity equation with the actual number of exporting firms

Minondo, Asier; Requena Silvente, Francisco - 2011

Persistent link: https://www.econbiz.de/10010436359

Measuring the distance between sets of ARMA models

Triacca, Umberto - In: Econometrics : open access journal 4 (2016) 3, pp. 1-11

A distance between pairs of sets of autoregressive moving average (ARMA) processes is proposed. Its main properties are … discussed. The paper also shows how the proposed distance finds application in time series analysis. In particular it can be … used to evaluate the distance between portfolios of ARMA models or the distance between vector autoregressive (VAR) models. …

Persistent link: https://www.econbiz.de/10011506519