Results 61 to 70 of about 181,747 (177)
Projection estimators for autoregressive panel data models [PDF]
In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable.
Frank Windmeijer, Steve Bond
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Testing the law of one price in food markets: evidence for Colombia using disaggregated data [PDF]
This paper applies stationarity tests to examine evidence of market integration for a relatively large sample of food products in Colombia. We fi nd little support for market integration when using the univariate KPSS tests for stationarity.
Ana María Iregui, Jesús Otero
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Detecting long-range dependence in non-stationary time series
, 2016 An important problem in time series analysis is the discrimination between non-stationarity and longrange dependence. Most of the literature considers the problem of testing specific parametric hypotheses of non-stationarity (such as a change in the mean)
Dette, Holger +2 more
core +1 more source
Impact of FDI on Tax Revenue in Pakistan [PDF]
Pakistan Journal of Commerce and Social Sciences, 2013 The study attempts to find the impact of foreign direct investment on tax revenue in Pakistan. Foreign direct investment and gross domestic product per person employed are used as independent variables and tax revenue is taken as dependent variable ...
Haider Mahmood, A.R. Chaudhary
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Nominal interest rates and stationarity [PDF]
This paper investigates the (break) stationarity null hypothesis using data for 25 interest rates with different maturities and risk characteristics in Canada and the US.
Hyunsok Kim +2 more
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ANALYSIS OF MATHEMATICAL MODELS USED FOR ECONOMETRICAL TIME SERIES FORECASTING
Российский технологический журнал, 2019 In the paper changes of the Russian citizens’ welfare are explored. The time lapse of the data is: 2000-2018. In the first part of the paper the representative individual samples of “The Russian Longitudinal Monitoring Survey - Higher School of Economics
D. A. Petrusevich
doaj +1 more source
Analysis of the Local Quasi-Stationarity of Measured Dual-Polarized MIMO Channels
, 2014 It is common practice in wireless communications to assume strict or wide-sense stationarity of the wireless channel in time and frequency. While this approximation has some physical justification, it is only valid inside certain time-frequency regions ...
Ascheid, Gerd +3 more
core +1 more source
Optimal Policy under Commitment and Price Level Stationarity [PDF]
This paper proposes a simple analytical method to determine the stationarity of an unnormalized variable from the solution to a normalized model i.e. a model whose variables must be expressed in relative terms or must be differenced for a solution to ...
Gino Cateau
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Intergenerational equity and stationarity [PDF]
We consider quasi-orderings of infinite utility streams satisfying the strong Pareto axiom (i.e., Paretian quasi-orderings) and study the question of how strong a notion of intergenerational equity one can impose on these quasi-orderings without ...
Gerhard Sorger +2 more
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