To the best of our knowledge, most of the few methodological studies which analyze the impact of faked interviews on survey results are based on 'artificial fakes' generated by project students in a 'laboratory environment'. In contrast, panel data provide a unique opportunity to identify data...

To the best of our knowledge, most of the few methodological studies which analyze the impact of faked interviews on survey results are based on ?artificial fakes? generated by project students in a ?laboratory environment?. In contrast, panel data provide a unique opportunity to identify data...

To the best of our knowledge, most of the few methodological studies which analyze the impact of faked interviews on survey results are based on “artificial fakes” generated by project students in a “laboratory environment”. In contrast, panel data provide a unique opportunity to...

To the best of our knowledge, most of the few methodological studies which analyze the impact of faked interviews on survey results are based on "artificial fakes" generated by project students in a "laboratory environment". In contrast, panel data provide a unique opportunity to identify data...

To the best of our knowledge, most of the few methodological studies which analyze the impact of faked interviews on survey results are based on "artificial fakes" generated by project students in a "laboratory environment". In contrast, panel data provide a unique opportunity to identify data...

It is well known that in a vector autoregressive (VAR) model Granger non-causality is characterized by a set of restrictions on the VAR coefficients. This characterization has been derived under the assumption of non-singularity of the covariance matrix of the innovations. This note shows that...

The method of instrumental variables (IV) and the generalized method of moments (GMM), and their applications to the estimation of errors-in-variables and simultaneous equations models in econometrics, require data on a sufficient number of instrumental variables that are both exogenous and...

This paper focuses on finding starting-values for the estimation of Vector STAR models. Based on a Monte Carlo study, different procedures are evaluated. Their performance is assessed with respect to model fit and computational effort. I employ (i) grid search algorithms and (ii) heuristic...

This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of mean summed square error. Simulation results show that the plug-in bandwidths perform well, relative to cross-validated bandwidths, in non-uniform designs. We further find that...

Examinations of the dynamics of daily returns and volatility in stock markets of the U.S., Hong Kong and mainland China (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from the U.S. to the other three markets; but no...