Results 31 to 40 of about 2,365 (218)
Economies, 2023 The present study examines the relationship between FDI inflows and export performance in Bangladesh by considering the issue of structural breaks utilizing annual time-series data from 1972 to 2019.
Sayed Farrukh Ahmed +2 more
doaj +1 more source
Frontiers in Public Health, 2022 This paper assesses the stochastic convergence of relative per capita ecological footprints within BRICS countries over the period 1961–2017 in the field of Public Health. Our initiatives have targeted ecological Indicator and health behaviors. Using the
Jinshun Wu
doaj +1 more source
Structural Breaks in the International Dynamics of Inflation [PDF]
Review of Economics and Statistics, 2013 This paper proposes an iterative procedure to discriminate between structural breaks in the coefficients and the disturbance covariance matrix of a system of equations, with recursive procedures then identifying individual coefficient shifts and separating volatility from correlation breaks.
Erdenebat Bataa +3 more
openaire +3 more sources
Unit Roots and Structural Breaks [PDF]
, 2018 This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have been made.
openaire +3 more sources
ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS [PDF]
Econometric Theory, 2002 This paper proposes robust M-estimators of dynamic linear models with a structural break of unknown location. Rates of convergence and limiting distributions for the estimated shift point and the estimated regression parameters are derived. The analysis is carried out in the framework of possibly dependent observations and also with trending ...
openaire +2 more sources
Robust GMM tests for structural breaks [PDF]
Journal of Econometrics, 2004 We propose a class of new robust GMM tests for endogenous structural breaks. The tests are based on supremum, average and exponential functionals derived from robust GMM estimators with bounded influence function. We study the theoretical local robustness properties of the new tests and show that they imply a uniformly bounded asymptotic sensitivity of
Patrick Gagliardini +2 more
openaire +3 more sources
Tie-breaking semantics and structural totality
Proceedings of the eleventh ACM SIGACT-SIGMOD-SIGART symposium on Principles of database systems - PODS '92, 1992 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christos H. Papadimitriou +1 more
openaire +3 more sources
The Effect of Gas Price Increase on Household Consumption in Semnan after the First Stage Implementation of Targeted Subsidies [PDF]
مدلسازی اقتصادسنجی, 2014 Â Government subsidies are one of the most important challenges in Iranâs economy, especially concerning the field of energy. The main objective of this paper is to examine the impact of natural gas price shocks on consumption of Semnan household Gas ...
Azadeh Mehrabian, Sajed Kashefi
doaj +1 more source
Structural Breaks, Cointegration and the Fisher Effect [PDF]
SSRN Electronic Journal, 2009 There is scant empirical support in the literature for the Fisher effect in the long run, though it is often assumed in theoretical models. We argue that a break in the cointegrating relation introduces a spurious unit root that leads to a rejection of cointegration.
Beyer, Andreas +2 more
openaire +3 more sources
On the Forecast Combination Puzzle
Econometrics, 2019 It is often reported in the forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods.
Wei Qian +3 more
doaj +1 more source