Results 161 to 170 of about 52,136 (244)

Tensor Changepoint Detection and Eigenbootstrap

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta   +2 more
wiley   +1 more source

Distributional dynamics of child mortality in Africa: quantile evidence from economic, environmental, and demographic transitions. [PDF]

open access: yesFront Public Health
Ridwan M   +7 more
europepmc   +1 more source

The Economic Effects of ‘Excessive’ Financial Deepening

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We study the causal implications of high levels of financial deepening for economic development and banking crises in a panel of countries over the past seven decades. We adopt a factor‐augmented heterogeneous difference‐in‐differences estimator and find, in contrast to the existing literature, that very high levels of financial development do
Rachel Cho   +2 more
wiley   +1 more source

Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence [PDF]

open access: yes
This paper presents a new approach to estimation and inference in panel data models with unobserved common factors possibly correlated with exogenously given individual-specific regressors and/or the observed common effects.
M. Hashem Pesaran
core  

The Role of Labour Market Institutions in Shaping Euro Area Monetary Policy Transmission

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We examine how labour market institutions shape monetary policy transmission in euro area countries. A theoretical model suggests that higher union density flattens the Phillips curve, amplifying output responses while dampening the inflation effects of monetary shocks. This is empirically confirmed using an interacted panel VAR.
Maximilian Boeck, Christian Glocker
wiley   +1 more source

On Robustness to Random Breaks in Panel Data

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT One of the attractions of panel data is the ability to pool information regarding parameters that are common across the cross‐section. In fact, pooling is standard even though there are often reasons to believe that parameters are not common. One reason for this practice is that there is quite some evidence to suggest that estimators of common
Yousef Kaddoura, Joakim Westerlund
wiley   +1 more source

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