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2003-06-25ZeitschriftenartikelHow labour organization may affect technology adoption: an analytical framework analysing the case of integrated pest management Integrated Pest Management (IPM) is an important component of sustainable agriculture. Farmers who switch from a more capital-intensive pesticide-based pest management strategy to IPM have to substitute capital with labour. ...
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2014-12-22ZeitschriftenartikelHidden markov structures for dynamic copulae Understanding the time series dynamics of a multi-dimensional dependency structure is a challenging task. Multivariate covariance driven Gaussian or mixed normal time varying models have only a limited ability to capture ...
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2012-01-19ZeitschriftenartikelA consistent nonparametric test for causality in quantile This paper proposes a nonparametric test of Granger causality in quantile. Zheng (1998, Econometric Theory 14, 123–138) studied the idea to reduce the problem of testing a quantile restriction to a problem of testing a ...
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2010-10-11ZeitschriftenartikelOn rate optimality for ill-posed inverse problems in econometrics In this paper we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. ...
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2005-04-22ZeitschriftenartikelA note on testing restrictions for the cointegration parameters of a VAR with I(2) variables We give a brief introduction to the vector autoregressive model for cointegrated I(2) variables and show how some plausible economic relations can be formulated in the I(2) framework in such a way that likelihood ratio ...
