Properties of Unit Root Tests with Heterogeneous and Dependent Errors PDF Download
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Author: Kiwhan Kim
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 238
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Book Description
Author: Kiwhan Kim
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 238
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Book Description
Author: Perron, Pierre
Publisher: Montréal : Dép. de sciences économiques, Université de Montréal
ISBN:
Category :
Languages : en
Pages : 32
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Book Description
Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528
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Book Description
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Author: Donald W. K. Andrews
Publisher: Cambridge University Press
ISBN: 9780521844413
Category : Business & Economics
Languages : en
Pages : 606
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Book Description
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Author: Myunghwan Seo
Publisher:
ISBN:
Category :
Languages : en
Pages : 31
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Book Description
There is a growing literature on unit root testing in threshold autoregressive models. This paper makes two contributions to the literature. First, an asymptotic theory is developed for unit root testing in a threshold autoregression, in which the errors are allowed to be dependent and heterogeneous, and the lagged level of the dependent variable is employed as the threshold variable. The asymptotic distribution of the proposed Wald test is non-standard and depends on nuisance parameters. Second, the consistency of the proposed residual-based block bootstrap is established based on a newly developed asymptotic theory for this bootstrap. It is demonstrated by a set of Monte Carlo simulations that the Wald test exhibits considerable power gains over the ADF test that neglects threshold effects. The law of one price hypothesis is investigated among used car markets in the US.
Author: Måns Söderbom
Publisher: Routledge
ISBN: 1135093407
Category : Business & Economics
Languages : en
Pages : 463
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Book Description
Understanding why so many people across the world are so poor is one of the central intellectual challenges of our time. This book provides the tools and data that will enable students, researchers and professionals to address that issue. Empirical Development Economics has been designed as a hands-on teaching tool to investigate the causes of poverty. The book begins by introducing the quantitative approach to development economics. Each section uses data to illustrate key policy issues. Part One focuses on the basics of understanding the role of education, technology and institutions in determining why incomes differ so much across individuals and countries. In Part Two, the focus is on techniques to address a number of topics in development, including how firms invest, how households decide how much to spend on their children’s education, whether microcredit helps the poor, whether food aid works, who gets private schooling and whether property rights enhance investment. A distinctive feature of the book is its presentation of a range of approaches to studying development questions. Development economics has undergone a major change in focus over the last decade with the rise of experimental methods to address development issues; this book shows how these methods relate to more traditional ones. Please visit the book's website at www.empiricalde.com for online supplements including Stata files and solutions to the exercises.
Author: Angélique Herzberg
Publisher: Springer
ISBN: 3658070919
Category : Political Science
Languages : en
Pages : 336
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Book Description
Since the mid-1990s, sustainability of large and persistent current account positions have been attracting much attention from policy makers and economists alike. Alongside global imbalances, sustainability of imbalances within the euro area, which started widening shortly after the introduction of the euro, raised much concern. While there exists a large body of theoretical and empirical literature on sustainability of external imbalances, a systematic survey has been lacking so far. Angélique Herzberg fills this gap by examining a broad range of established sustainability measures concerning their applicability to the various global and intra-euro imbalances of the recent past. Furthermore, the author examines the existence of feedback effects from an economy ́s net international investment position to its trade balance.
Author: economics letters
Publisher:
ISBN:
Category :
Languages : en
Pages : 878
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Book Description
Author:
Publisher: Varna University of Management
ISBN:
Category : Business & Economics
Languages : en
Pages : 436
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Book Description
The European Journal of Tourism Research is an open-access academic journal in the field of tourism, published by Varna University of Management, Bulgaria. Its aim is to provide a platform for discussion of theoretical and empirical problems in tourism. Publications from all fields, connected with tourism such as tourism management, tourism marketing, tourism sociology, psychology in tourism, tourism geography, political sciences in tourism, mathematics, tourism statistics, tourism anthropology, culture and tourism, heritage and tourism, national identity and tourism, information technologies in tourism and others are invited. Empirical studies need to have either a European context or clearly stated implications for the European tourism industry. The journal is open to all researchers. Young researchers and authors from Central and Eastern Europe are encouraged to submit their contributions. The journal is indexed in Scopus and Clarivate Analytics' Emerging Sources Citation Index. The European Journal of Tourism Research is a Platinum open-access journal. There are no charges for publication. The editorial team welcomes your submissions to the European Journal of Tourism Research.
Author:
Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493
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Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
