Sökning: "Panel Cointegration"

Visar resultat 6 - 10 av 16 avhandlingar innehållade orden Panel Cointegration.

  1. 6. Regional and Industrial Growth Patterns in 20th Century Western Europe

    Författare :Kerstin Enflo; Ekonomisk-historiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Data Envelopment Analysis DEA ; distribution dynamics; cointegration; general purpose technology; development block; technical change; regional growth; convergence;

    Sammanfattning : This thesis deals with various aspects of growth, convergence and technological change, all analysed from an empirical perspective. A common theme throughout the six chapters is the analysis of economic historical questions of productivity growth with the use of quantitative statistical techniques. LÄS MER

  3. 7. Wavelet Analysis of Economic Time Series

    Författare :Fredrik N G Andersson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freight transportation activity; wavelet analysis; cointegration; inflation; bandspectrum regression; money; coreinflation;

    Sammanfattning : Economic theory commonly distinguishes between different time horizons such as the short run and the long run. Models with many time horizons are easily studied in the frequency domain, because the various time horizons are associated with a particular frequency or band of frequencies. LÄS MER

  4. 8. Essays on Panel Data with Multidimensional Unobserved Heterogeneity

    Författare :Yana Petrova; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Factor-Augmented Panel Regression; Interactive Effects; Unknown Factors; CCE Estimation; Principal Components;

    Sammanfattning : This thesis contributes to econometric methodology in terms of estimation and inference in static panel data models with unobserved multidimensional heterogeneity. When not properly accounted for, unobserved heterogeneity may introduce bias into the parameter estimates associated with covariates of interest, such as treatment indicators or determinants of macroeconomic indicators. LÄS MER

  5. 9. 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

  7. 10. Empirical Studies in Demography and Macroeconomics

    Författare :Mattias Bruér; Thomas Lindh; David Canning; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Demography; Nationalekonomi; Economics; Nationalekonomi;

    Sammanfattning : Essay 1 examines the age-structure effects on Swedish inflation both within sample and out-of-sample. Within sample, time-series regressions indicate age structure to have significant explanatory power on Swedish inflation. LÄS MER