Narrow search
Showing 21 - 30 of 2,237
Cover Image
Testing for a unit root with near-integrated volatility
Boswijk, Herman Peter - 2001 - Rev.
This paper considers tests for a unit root when the innovations follow a near-integrated GARCH process. We compare the asymptotic properties of the likelihoodratio statistic with that of the least-squares based Dickey-Fuller statistic. We first useasymptotics where the GARCH variance process is...
Persistent link: https://www.econbiz.de/10011317451
Cover Image
Cointegration, identification and exogeneity : inference in structural error correction models
Boswijk, Herman Peter - 1992
Persistent link: https://www.econbiz.de/10013265215
Cover Image
A European-Type Wage Equation from an American-Style Labor Market: Evidence from a Panel of Norwegian Manufacturing Industries in the 1930s
Bårdsen, Gunnar; Doornik, Jurgen; Klovland, Jan Tore - 2004
Using a newly constructed panel of manufacturing industry data for interwar Norway, we estimate a long-run wage curve for the 1930s that has all the modern features of being homogeneous in prices, proportional to productivity, and having an unemployment elasticity of −0.1. This result is more...
Persistent link: https://www.econbiz.de/10012143618
Cover Image
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s
Bårdsen, Gunnar; Doornik, Jurgen; Klovland, Jan Tore - Norges Bank - 2004
Using a newly constructed panel of manufacturing industry data for interwar Norway, we estimate a long-run wage curve for the 1930s that has all the modern features of being homogeneous in prices, proportional to productivity, and having an unemployment elasticity of -0.1. This result is more...
Persistent link: https://www.econbiz.de/10005481441
Cover Image
A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s
Bårdsen, Gunnar; Doornik, Jurgen; Klovland, Jan Tore - Norges Bank - 2004
Using a newly constructed panel of manufacturing industry data for interwar Norway, we estimate a long-run wage curve for the 1930s that has all the modern features of being homogeneous in prices, proportional to productivity, and having an unemployment elasticity of -0.1. This result is more...
Persistent link: https://www.econbiz.de/10005481443
Cover Image
A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries
Bårdsen, Gunnar; Doornik, Jurgen; Klovland, Jan Tore - Institutt for Samfunnsøkonomi, Norges … - 2000
We present an econometric analysis of wage behaviour in Norway during the interwar years. Applying GMM estimation methods to a newly constructed panel of manufacturing industry data, we find that the interwar years do not seem to be such an anomalous time period as has been suggested with...
Persistent link: https://www.econbiz.de/10005764102
Cover Image
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
Doornik, Jurgen; Ooms, Marius - In: Studies in Nonlinear Dynamics & Econometrics 8 (2007) 2, pp. 1218-1218
Practical aspects of likelihood-based inference and forecasting of series with long memory are considered, based on the arfima(p; d; q) model with deterministic regressors. Sampling characteristics of approximate and exact first-order asymptotic methods are compared. The analysis is extended...
Persistent link: https://www.econbiz.de/10005007690
Cover Image
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
Doornik, Jurgen; Ooms, Marius - In: Studies in Nonlinear Dynamics & Econometrics 8 (2004) 2, pp. 1218-1218
Practical aspects of likelihood-based inference and forecasting of series with long memory are considered, based on the arfima(p; d; q) model with deterministic regressors. Sampling characteristics of approximate and exact first-order asymptotic methods are compared. The analysis is extended...
Persistent link: https://www.econbiz.de/10005584875
Cover Image
Wage behaviour during the interwar years : are there any puzzles left? ; Evidence from a panel of Norwegian manufacturing industries
Bårdsen, Gunnar; Doornik, Jurgen A.; Klovland, Jan Tore - 2000
Persistent link: https://www.econbiz.de/10001514852
Cover Image
Constructing historical Euro-zone data
Beyer, Andreas; Doornik, Jurgen A.; Hendry, David F. - 2000
Persistent link: https://www.econbiz.de/10001503813