A Test for Growth Stability in Non-renewable Resources, The Case of OPEC [PDF]
The increased growth of oil consumption, particularly in developing countries, has turned oil into a strategic commodity in the world. Therefore, identifying factors affecting supply and demand in oil market and the study of price changes are of a great
Ali Emami Meibodi +2 more
doaj
A single equation model that is often used ignores the interdependence between response variables. Frequently encountered variables that have a two-way relationship.
Supriyanto Supriyanto
doaj +1 more source
The spatial impact of local infrastructural investment in New Zealand [PDF]
In this paper we estimate the impact of local authority infrastructure spending in New Zealand using spatial econometric modeling, with the infrastructure spending itself endogenously determined.
Arthur Grimes +4 more
core +1 more source
Fear of floating and fear of pegging: An empirical anaysis of de facto exchange rate regimes in developing countries [PDF]
This paper uses a panel probit model with simultaneous equations to explain the joint determination of de facto and de jure exchange rate regimes in developing countries since 1980.
von Hagen, Jürgen, Zhou, Jizhong
core
Effectiveness of the Inflation-Targeting Framework in the Egyptian Economy
The primary goal of the present study was to assess the efficacy of the inflation-targeting framework (ITF) within the Egyptian economy. This was achieved by scrutinizing the monetary policy framework (MPF) from 2005 to 2022 and measuring its ...
Omar Mahmoud Al-Amary
doaj +1 more source
Economic growth, human capital, and energy consumption in Algeria: evidence from cointegrating polynomial regression and a simultaneous equations model. [PDF]
Bouznit M +2 more
europepmc +1 more source
ADMISSIBLE SIGNIFICANCE TESTS IN SIMULTANEOUS EQUATION MODELS [PDF]
Consider testing the null hypothesis that a single structural equation has specified coefficients. The alternative hypothesis is that the relevant part of the reduced form matrix has proper rank, that is, that the equation is identified. The usual linear model with normal disturbances is invariant with respect to linear transformations of the ...
openaire +2 more sources
EMPIRICAL LIKELIHOOD ESTIMATORS OF THE LINEAR SIMULTANEOUS EQUATIONS MODEL [PDF]
Information theoretic estimators are specified for a system of linear simultaneous equations, including maximum empirical likelihood, maximum empirical exponential likelihood, and maximum log Euclidean likelihood.
Judge, George G. +2 more
core +1 more source
An Econometric Model of a Firm’s Financial Statements [PDF]
This paper reports the construction and testing of an econometric model designed to represent a firm’s financial statements. More specifically, the paper aims at showing how a firm’s financial statements can be empirically explained by means of a ...
Otavio De Medeiros
core
An Efficient Software Method for Econometric Simulation [PDF]
The purpose of this article is to show a software method which helps a researcher to find the practically best simultaneous equations model among many possible simultaneous equations model candidates.
Onishi, H.H.
core

