Sökning: "cross-sectional dependence"

Visar resultat 1 - 5 av 39 avhandlingar innehållade orden cross-sectional dependence.

  1. 1. Essays on Fiscal Policy, Private Consumption and Non-Stationary Panel Data

    Författare :Kristian Jönsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; economic systems; economic theory; econometrics; Economics; Cross-Sectional Dependence; Output Convergence; Unit Root; Stationarity; Panel Data; Government Consumption; Non-Keynesian Effects; Private Consumption; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; Fiscal Policy;

    Sammanfattning : In the first essay of this thesis, we examine whether the effects of fiscal expansions and contractions exert a symmetric influence on the relationship between fiscal policy and private consumption. Our results indicate a considerable asymmetry across fiscal expansions and contractions. LÄS MER

  3. 2. Testing Homogeneity and Unit Root Restrictions in Panels

    Författare :Johan Blomquist; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary panels; Panel unit root tests; Cross-sectional dependence; Homogeneity testing;

    Sammanfattning : This thesis is divided into two distinct parts. The first part contains three chapters, co-authored with Joakim Westerlund, that deal with the analysis of unit root testing, and the second part consists of two chapters on slope homogeneity testing. LÄS MER

  4. 3. Essays on Panel Cointegration

    Författare :Joakim Westerlund; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Cross-Sectional Dependence; Common factor restriction; Feldstein-Horioka Puzzle; Fisher Hypothesis; economic policy; economic theory; economic systems; Economics; econometrics; Structural Break.; Sieve Bootstrap; Information Criteria; Residual-Based Cointegration Test; Panel Cointegration; Monte Carlo Simulation; Model Selection; International R D Spillovers; International Health Care Expenditures;

    Sammanfattning : This thesis develops new techniques for analyzing cointegrated relationships in panel data. The first chapter is introductory while the remaining six contain the main contributions. LÄS MER

  5. 4. On Bootstrap Evaluation of Tests for Unit Root and Cointegration

    Författare :Jianxin Wei; Rolf Larsson; Thomas Holgersson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-stationary time series; unit root test; bootstrap; asymptotic refinement; cointegration; panel unit root test; cross-sectional dependence;

    Sammanfattning : This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series.The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. LÄS MER

  7. 5. Forest Dependence in Developing Countries : Analysis of household perceptions, energy, and food security in Tanzania

    Författare :Matilda Ntiyakunze Stanslaus; Jesper Stage; Razack Lokina; Lars Hultkrantz; Luleå tekniska universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Sammanfattning : This thesis explores forest dependence in developing countries by examining households’ perceptions about their forest use and dependence, energy choices and the links between forests and food security in a case study of Tanzania. Paper (I) reviews selected economic literature related to the role of household heterogeneities on forest dependence and on energy choices. LÄS MER