Sökning: "Panel Cointegration"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Panel Cointegration.

  1. 1. Essays on Panel Cointegration

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Joakim Westerlund; Lunds universitet.; Lund University.; [2005]
    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 : Popular Abstract in Swedish Denna avhandling utvecklar nya tekniker för analys av kointegrationssamband i paneldata. Det första kapitlet är en introduktion medan de resterande sex innehåller avhandlingens huvudsakliga bidrag. LÄS MER

  2. 2. Testing and Applying Cointegration Analysis in Macroeconomics

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Åsa Eriksson; Lunds universitet.; Lund University.; [2005]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; Fiscal policy; Government consumption; Private consumption; Unemployment; Hypothesis testing; Wage formation; Panel cointegration; Cointegration analysis; ekonomisk teori; economic policy; Nationalekonomi; ekonomisk politik; ekonometri; ekonomiska system;

    Sammanfattning : Popular Abstract in Swedish Avhandlingen består av tre uppsatser som behandlar empiriska tillämpningar av makroekonomiska teorier. Uppsatserna är fristående från varandra, men knyts samman genom att kointegrationsanalys används i de empiriska analyserna. LÄS MER

  3. 3. On Bootstrap Evaluation of Tests for Unit Root and Cointegration

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Jianxin Wei; Uppsala universitet.; [2014]
    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

  4. 4. The Analysis of Duration and Panel Data in Economics

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Wolfgang Hess; Lunds universitet.; Lund University.; [2010]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Exchange Rate Model; Homogeneity Testing; Panel Cointegration; Pooling; Duration of Trade; Unemployment Duration; Proportional Hazards; Unobserved Heterogeneity; Hazard Rate; Discrete-Time Duration Model; Threshold Excess Model;

    Sammanfattning : This thesis is divided into two distinct parts. The first part contains three chapters dealing with the analysis of duration data from an econometric perspective and with application to trade durations. LÄS MER

  5. 5. On the weightless economy: Evaluating ICT sectors in the European, Asian and African regions

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Ibrahim Kholilul Rohman; [2012]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; probit; Gini coefficient; Europe; economic growth; ICT sectors; panel cointegration; diffusion; Asia; Africa; panel data; broadband; input-output; production; weightless economy; cellular;

    Sammanfattning : One of the most distinctive characteristics of the weightless economy is the increasingly important role of the Information and Communication Technology (ICT) sectors, which, according to the OECD (2009), consist of ICT products and media and content products. The ICT sectors have been identified as contributing significantly to the economy through production, measured by the value of the ICT outputs produced and the spillover effects to the other sectors, and the diffusion due to the higher penetration rate of ICT products and services and the impact of the end-users. LÄS MER