Narrow search
Showing 1 - 10 of 18,373
Cover Image
Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic … chapter is motivated by the principle that, whenever possible, estimation methods should rely on routines available in … sampling inherent in survey longitudinal data, (3) incorporation of predetermined variables in estimation, and (4 …
Persistent link: https://www.econbiz.de/10014024953
Cover Image
Misspecification Testing in a Class of Conditional Distributional Models
Rothe, Christoph - 2012
We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...
Persistent link: https://www.econbiz.de/10013110184
Cover Image
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
Johansen, Soren; Juselius, Katarina; Frydman, Roman; … - 2008
between Germany and USA. The data analyzed consist of nominal exchange rates, relative prices, US in.ation rate, two long …
Persistent link: https://www.econbiz.de/10014217147
Cover Image
Cross-Sectional Universalities in Financial Time Series
Zumbach, Gilles O. - 2013
When estimating process on financial time series, the usual method is to postulate the equations for the process and to estimate the parameter values for each time series. The implicit assumption is that the equations are universal (i.e. identical for all assets), while the parameters are...
Persistent link: https://www.econbiz.de/10013071400
Cover Image
Forecast Evaluation in Large Cross-Sections of Realized Volatility
Katsouris, Christis - 2022
In this paper, we consider the forecast evaluation of realized volatility measures under cross-section dependence using equal predictive accuracy testing procedures. We evaluate the predictive accuracy of the model based on the augmented cross-section when forecasting Realized Volatility. Under...
Persistent link: https://www.econbiz.de/10013306884
Cover Image
Money, income and causality : an open economy reexamination
Hachemi, Aliouche el- - 1992
Persistent link: https://www.econbiz.de/10000864884
Cover Image
The predictive performance of fundamental inflation concepts : an application to the euro area and the United States
McKnight, Stephen; Mihailov, Alexander; Patterson, Kerry D. - 2014
Persistent link: https://www.econbiz.de/10010359843
Cover Image
An empirical study of trade openness and inflation in India
Chhabra, Megha; Alam, Qamar - In: Decision : official journal of Indian Institute of … 47 (2020) 1, pp. 79-90
Persistent link: https://www.econbiz.de/10012419170
Cover Image
Non-tariff barriers, market access, and trade
Mathä, Thomas - 2001
This paper analyses the effects of non-tariff barriers, in terms of both variable and fixed export costs, on trade structure. The relationship between fixed and variable trade costs determines whether international trade emerges. If trade emerges, only variable, but not fixed export costs,...
Persistent link: https://www.econbiz.de/10010281294