Sökning: "panel cointegration"

Visar resultat 1 - 5 av 16 avhandlingar innehållade orden panel cointegration.

  1. 1. 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

  3. 2. Testing and Applying Cointegration Analysis in Macroeconomics

    Författare :Åsa Eriksson; Nationalekonomiska institutionen; []
    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 : This thesis focuses on empirical applications and tests of macroeconomic theories. It consists of three fairly distinct essays, bound together by the common theme of the use of cointegration analysis in the empirical macroeconomic analysis. The first chapter is an introductory chapter, while chapter two, three and four contain the three essays. LÄS MER

  4. 3. 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

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

    Författare :Wolfgang Hess; Nationalekonomiska institutionen; []
    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

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

    Författare :Ibrahim Kholilul Rohman; Chalmers tekniska högskola; []
    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