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Now showing items 351-370 of 980

Title: Forecasting with VARMA Models Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Fractional Integration and Cointegration Testing Using the Sample Mean Author(s): DEMETRESCU, Matei Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: The convergence rate of the sample mean of fractionally integrated processes is exploited to build test statistics for the fractional integration parameter d of univariate series, as well as for the rank of fractional ...
Title: Fractional Integration in the Purchasing Power Parity Author(s): GIL-ALANA, Luis A. Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Frictional Matching: Evidence from Law School Admission Author(s): COURTY, Pascal; PAGLIERO, Mario Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We measure friction in the matching of students and law schools as the number of unnecessary student applications and school admissions that have to be undertaken per actual matriculation. We show that friction increases ...
Title: Friendship Selection Author(s): RIVAS, Javier Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We model the formation of friendships as repeated cooperation within a set of heterogeneous players. The model builds around three of the most important facts about friendship: friends help each other, there is reciprocity ...
Title: Fringe Size and Cartel Stability Author(s): MARTIN, Stephen Date: 1990 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: The Fully Modified OLS Estimator as a System Estimator: A Monte-Carlo Analysis Author(s): KOSTIAL, Kristina Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Functional Weak Limit Theory for Rare Outlying Events Author(s): GEORGIEV, Iliyan Date: 2002 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Futures Market Contracting When You Don't Know Who the Optimists Are Author(s): HARSTAD, Ronald Morris; PHLIPS, Louis Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Futures Markets, Speculation and Monopoly Pricing. Author(s): BRIANZA, Tiziano; PHLIPS, Louis; RICHARD, Jean-Francois Date: 1990 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: A General Test of Gaming Author(s): COURTY, Pascal; MARSCHKE, Gerald Date: 2004 Type of Publication: Working Paper Series/Report no.: Discussion Paper
Title: A General Test of Gaming Author(s): COURTY, Pascal; MARSCHKE, Gerald Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity Author(s): HERWARTZ, Helmut; LUETKEPOHL, Helmut Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: In the presence of generalized conditional heteroscedasticity (GARCH) in the residuals of a vector error correction model (VECM), maximum likelihood (ML) estimation of the cointegration parameters has been shown to be ...
Title: Genuine Savings and the Voracity Effect Author(s): VAN DER PLOEG, Frederick Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Many resource-rich countries have negative genuine saving rates, so deplete their exhaustible natural resource wealth faster than they build up wealth in other assets. This phenomenon is stronger in more fractionalized ...
Title: Granger's Representation Theorem and Multicointegration Author(s): ENGSTED, Tom; JOHANSEN, Soren Date: 1997 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Granger-Causal Analysis of VARMA-GARCH Models Author(s): WOŹNIAK, Tomasz Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Recent economic developments have shown the importance of spillover and contagion effects in financial markets. Such effects are not limited to relations between the levels of financial variables but also impact on their ...
Title: Gravity and Information:Heterogeneous Firms, Exporter Networks and the ‘Distance Puzzle’ Author(s): KRAUTHEIM, Sebastian Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Distance effects in empirical gravity equations appear to be too high to be explained by transport costs alone. Moreover, despite the strong and ongoing reduction of transport costs, the estimated coefficients are rather ...
Title: Growth Effects from Trade and Technology Author(s): ZANFORLIN, Luisa Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Growth Externalities, Unions, and Long-term Wage Accords Author(s): ZAGLER, Martin Date: 2000 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Growth in Euro Area Labour Quality Author(s): SCHWERDT, Guido; TURUNEN, Jarkko Date: 2006 Type of Publication: Working Paper Series/Report no.: ECB Working Paper

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