Showing 1 - 10 of 50
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005100952
Persistent link: https://www.econbiz.de/10003396605
Persistent link: https://www.econbiz.de/10012550253
Persistent link: https://www.econbiz.de/10013414932
It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), Stock and Wright (2000, Econometrica),...
Persistent link: https://www.econbiz.de/10005101049
This paper make an overview of the copula theory from a practical side. We consider different methods of copula … Gaussian copulae but also Hierarchical Archimedean Copulae. Afterwards we provide an empirical part to support the theory. …
Persistent link: https://www.econbiz.de/10008552435
The paper presents the research results on detection of structural breaks in copula models of multivariate time …
Persistent link: https://www.econbiz.de/10009018538
The author constructs a formal analytic framework to simulate the impact of various economic shocks on the household debt-service ratio, using data from the Canadian Financial Monitor (CFM) survey. The impact of these shocks on individual households depends on the socio-economic characteristics...
Persistent link: https://www.econbiz.de/10010279859
The author constructs a formal analytic framework to simulate the impact of various economic shocks on the household debt-service ratio, using data from the Canadian Financial Monitor (CFM) survey. The impact of these shocks on individual households depends on the socio-economic characteristics...
Persistent link: https://www.econbiz.de/10003852899
Whereas the process of integration economic is accentuated in Europe, regional integration dynamics of space seems to be a crucial issue. Reflexions engaged, in particular through the SDEC, aim at promoting a voluntarist policy of polycentric adjustment of European space. Thus we are led to...
Persistent link: https://www.econbiz.de/10005379208