Sökning: "VECM"

Hittade 2 avhandlingar innehållade ordet VECM.

1. 1. Empirical Essays on Housing Allowance, Housing Wealth, and Aggregate Consumption

   Författare :Jie Chen; Rune Wigren; Zan Yang; Geoffrey Meen; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; housing allowance; housing policy; tenure choice; homeownership; endogeneity; 2SCMLP; welfare trap effect; difference-in-difference; interaction effect; housing wealth; VECM; permanent-transitory; variance decomposition; wealth effect; Nationalekonomi; Economics; Nationalekonomi;

   Sammanfattning : This dissertation consists of four self-contained essays.Essay I (with Cecilia Enström Öst) investigates whether housing allowance affects recipients’ tenure choice in Sweden. LÄS MER

3. 2. 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