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310 Sammlungen allgemeiner Statistiken (243)
330 Wirtschaft (240)510 Mathematik (1)630 Landwirtschaft und verwandte Bereiche (1)
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CommunityTitleAuthorSubject
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310 Sammlungen allgemeiner Statistiken (243)
330 Wirtschaft (240)510 Mathematik (1)630 Landwirtschaft und verwandte Bereiche (1)
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2016-03-07Buch
Aggregate Employment,Job PolarizationAnd Inequalities 
A Transatlantic Perspective
Albertini, Julien; Hairault, Jean Olivier; Langot, Francois; Sopraseuth, Thepthida
This paper develops a multi-sectorial search and matching model with endogenous occupational choice in a context of structural change. Our objective is to shed light on the way labor market institutions affect aggregate ...
2014-01-13Buch
Functional stable limit theorems for efficient spectral covolatility estimators 
Altmeyer, Randolf; Bibinger, Markus
We consider noisy non-synchronous discrete observations of a continuous semimartingale. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: onedimensional for the ...
2014-01-09Buch
Structural Vector Autoregressive Analysis in a DataRich Environment 
A Survey
Lütkepohl, Helmus
Large panels of variables are used by policy makers in deciding on policy actions. Therefore it is desirable to include large information sets in models for economic analysis. In this survey methods are reviewed for ...
2014-01-16Buch
Confidence Bands for Impulse Responses 
Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based ...
2014-01-27Buch
Fiscal Devaluation in a Monetary Union 
Engler, Philipp; Ganelli, Giovanni; Tervala, Juha; Voigts, Simon
Between 1999 and the onset of the economic crisis in 2008 real ex-change rates in Greece, Ireland, Italy, Portugal and Spain appreciated relative to the rest of the euro area. This divergence in competitiveness was reflected ...
2014-01-13Buch
A consistent two-factor model for pricing temperature derivatives 
Groll, Andreas; López-Cabrera, Brenda; Meyer-Brandis, Thilo
We analyze a consistent two-factor model for pricing temperature derivatives that incorporates the forward looking information available in the market by specifying a model for the dynamics of the complete meteorological ...
2013-10-11Buch
Intertemporal Consumption and Debt Aversion 
An Experimental Study
Meissner, Thomas
This paper tests how subjects behave in an intertemporal consumption/saving experiment when borrowing is allowed and whether subjects treat debt differently than savings. Two treatments create environments where either ...
2014-01-16Buch
Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models 
Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl
In spite of the widespread use of generalized additive models (GAMs), there is no well established methodology for simultaneous inference and variable selection for the components of GAM. There is no doubt that both, ...
2014-01-20Buch
Structural Vector Autoregressions 
Checking Identifying Long-run Restrictions via Heteroskedasticity
Lütkepohl, Helmut; Velinov, Anton
Long-run restrictions have been used extensively for identifying structural shocks in vector autoregressive (VAR) analysis. Such restrictions are typically just-identifying but can be checked by utilizing changes in ...
2014-01-03Buch
An Extended Single Index Model with Missing Response at Random 
Wang, Qihua; Zhang, Tao; Härdle, Wolfgang Karl
An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. ...
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