Results 41 to 50 of about 9,732 (181)
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns [PDF]
This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross section dependence. A popular method for modelling such dependence uses a factor error structure.
George Kapetanios, M. Hashem Pesaran
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A VECX* model of the Swiss economy [PDF]
This paper applies the modelling strategy of Garratt, Lee, Pesaran and Shin (2003) to the estimation of a structural cointegrated VAR model that relates the core macroeconomic variables of the Swiss economy to current and lagged values of a number of key
Katrin Assenmacher-Wesche +1 more
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Pricing-to-market of Brazilian exports: a case of vehicle currency invoicing [PDF]
EconomiAPurpose – Brazil uses the dollar as a vehicle currency to invoice its exports. This fact produces a tendency toward equalizing the prices of products in dollars in the international market and reducing the ability of firms to practice pricing-to-market ...
Sérgio Kannebley Júnior +2 more
doaj +1 more source
A duration model of irreversible oil investment: Theory and empirical evidence
, 1994 The aim of this paper is to analyse the implications of the theory of irreversible investment under uncertainty for investment in oil fields on the United Kingdom Continental Shelf (UKCS).
FAVERO, CARLO AMBROGIO +2 more
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AN EMPIRICAL ANALYSIS OF CURRENT ACCOUNT SUSTAINABILITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES
Journal of Business Administration and Social Studies, 2021 In the study, in order to analyze the sustainability of the current account balance in Central and Eastern European Countries, the stationarity of the Current Account Balance / GDP (%) variable emphasized in the theoretical literature was analyzed using
Elmas DEMİRCİOĞLU KARABIYIK +1 more
doaj
Im-Pesaran and Shin unit root tests and autocorrelation test.
Im-Pesaran and Shin unit root tests and autocorrelation test.
Wendy Irena Guerra Castillo (18010694) +3 more
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Abrasive Properties of Three DifferentToothpastes
Frontiers in Dentistry, 2008 Objective: The main purpose of this study was to develop a simple reproducible system to compare abrasive effects of three different toothpastes. Materials and Methods: A specific mold was used to fabricate 37 samples made of po-lymethylmethacrylate ...
S. Shahabi +2 more
doaj
International Journal of Management Studies, 2009 This study examines the impacts of trade openness and fiscal policy on economic growth in Malaysia between 1970 and 2003 using the autoregressive distributed lag (ARDL) approach and bounds test as proposed by Pesaran et al. (2001).
Hussin Abdullah +2 more
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Macroeconometric Modelling with a Global Perspective
, 2006 This paper provides a synthesis and further development of a global modelling approach introduced in Pesaran, Schuermann and Weiner (2004), where country specific models in the form of VARX* structures are estimated relating a vector of domestic ...
Smith, Ron P. +4 more
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Panels with Nonstationary Multifactor Error Structures
, 2006 The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models. Recent work by Pesaran (2006) suggests a method which makes use of cross-sectional averages to provide valid inference for stationary panel
Pesaran, Mohammad Hashem +3 more
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