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  • Articles  (9)
  • C52  (9)
  • 2020-2024
  • 1990-1994  (9)
  • Economics  (9)
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  • Articles  (9)
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  • 1
    Electronic Resource
    Electronic Resource
    A dynamic specification of an AIDS import allocation model (1993)
    Springer
    Empirical economics 18 (1993), S. 57-73 
    Details
    ISSN: 1435-8921
    Keywords: C12 ; C32 ; C52 ; F14
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract In this paper we use the first-order autoregressive scheme in order to introduce dynamics into the AIDS model. We also consider the theoretical restrictions of additivity, homogeneity and symmetry, and use two different specifications of the covariance matrix. We estimate the models using import allocation data for the UK 1952–1979 of five EEC countries and test different specifications against each other.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01238879
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    Paper (German National Licenses)
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  • 2
    Electronic Resource
    Electronic Resource
    Alternative interpretations of hours information in an econometric model of labour supply (1993)
    Springer
    Empirical economics 18 (1993), S. 393-415 
    Details
    ISSN: 1435-8921
    Keywords: J22 ; C52 ; C24
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This paper examines the labour supply behaviour of married women in France. A sequence of models is specified and estimated which incorporate different amounts of information on observed weekly hours. In all models the distinction is drawn between search and non-participation among non-workers. We provide extensive specification diagnostics, including Heckman-Andrews tests, as well as Hausman tests for the comparison of different handlings of the hours information. It turns out that distinguishing between part-time, full-time and long hours gives virtually the same results as treating observed hours as reflecting desired hours.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01176195
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  • 3
    Electronic Resource
    Electronic Resource
    New developments in time series econometrics: An overview (1993)
    Springer
    Empirical economics 18 (1993), S. 557-564 
    Details
    ISSN: 1435-8921
    Keywords: C1 ; C22 ; C32 ; C52
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205411
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  • 4
    Electronic Resource
    Electronic Resource
    On the (mis)specification of seasonality and its consequences: An empirical investigation with US data (1993)
    Springer
    Empirical economics 18 (1993), S. 747-760 
    Details
    ISSN: 1435-8921
    Keywords: C22 ; C52
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract It is well known that mis-specification of a trend leads to spurious cycles in detrended data (see, e.g., Nelson and Kang (1981)). Seasonal-adjustment procedures make assumptions, either implicitly or explicitly, about roots on the unit circle both at the zero and seasonal frequencies. Consequently, seasonal-adjustment procedures may produce spurious seasonal variation and other statistically undesirable effects. In this paper we document for a large class of widely used US quarterly macroeconomic series the effects of competing seasonal-adjustment procedures on the univariate time-series properties of the adjusted series. We also investigate which procedures are most appropriate given the properties of the data. Overall, we find very significant differences and evidence that several U.S. macroeconomic time series contain a mixture of deterministic and stochastic seasonal components.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205419
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  • 5
    Electronic Resource
    Electronic Resource
    Using the quadratic Box-Cox for flexible functional form selection and unconditional variance computation (1994)
    Springer
    Empirical economics 19 (1994), S. 639-645 
    Details
    ISSN: 1435-8921
    Keywords: C12 ; C13 ; C52 ; Q11
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Summary A quadratic Box-Cox methodology is presented for choice of flexible functional form that includes consistent computation of variance estimates. Empirical viability of the procedure is investigated by specifying a dual profit function using highly aggregated U.S. agricultural data. Conditional and unconditional variance estimates for the parameters are compared and contrasted. Like-lihood ratio tests are utilized to discriminate among the generalized Leontief, normalized quadratic, translog, and square-rooted quadratic functional forms. Statistical results indicate that the squarerooted quadratic is the preferred choice of functional form for these data, followed by the normalized quadratic.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205820
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  • 6
    Electronic Resource
    Electronic Resource
    An integrated dynamic model for economic development and natural environment: An application to the Greek Sporades Islands (1994)
    Springer
    Annals of operations research 54 (1994), S. 143-174 
    Details
    ISSN: 1572-9338
    Keywords: System dynamics ; tourism development ; recreation ; JEL C44 ; C52 ; Q26
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract This paper presents a modelling study on regional sustainable development. First, the use of formal modelling for studying the multi-level relationship between economic, environmental and development processes is discussed. Such a relationship is analyzed for an island region in Greece. A potential conflict exists here between environmental conservation, local interests and rapid growth in tourism. A dynamic model is used to depict the development of the economies of three main islands and their interactions with the terrestrial and marine environment. The presentation of the case study model is followed by a discussion of scenarios, indicators and simulation results.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF02031732
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  • 7
    Electronic Resource
    Electronic Resource
    A convenient test of functional form for pooled econometric models (1993)
    Springer
    Empirical economics 18 (1993), S. 271-280 
    Details
    ISSN: 1435-8921
    Keywords: C33 ; C52
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This paper demonstrates a parametric test of specification that can be used in validating econometric models employing pooled time series and cross-section data with fixed effects. This Lagrange multiplier test allows for the simultaneous testing of proper model functional form and the presence of nonspherical disturbances, using a combination of the Box-Cox transformation, the double-length regression of Davidson and MacKinnon, and the Bonferroni inducedt-test. Testing procedures are demonstrated using a model of long distance telephone demand in the United States. The illustrative model used is representative of models filed as direct testimony by telephone companies in administrative law proceedings, which usually require rigorous model validation and defenses of model results in a formal hearing room setting. The tests presented in this paper are useful to a wide variety of researchers who use pooled econometric models with fixed effects in their work.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205402
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  • 8
    Electronic Resource
    Electronic Resource
    The sources of the U.S. money demand instability (1993)
    Springer
    Empirical economics 18 (1993), S. 729-743 
    Details
    ISSN: 1435-8921
    Keywords: C22 ; C51 ; C52
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract The structural stability of money demand relations has been the issue of a substantial number of empirical studies. In most studies for the U.S. structural breaks were found in the 1970s and the 1980s. In the present study a money demand function is specified in error-correction-form which involves realM1, realGNP, the deflator and a short-term interest rate. Using flexible least squares it is shown for the U.S. that the long-run coefficients ofM1, GNP and the interest rate are relatively stable over a period of more than 30 years while the deflator does not enter the relation. The instability of the relation is mainly due to changes in the short-term dynamics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205418
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  • 9
    Electronic Resource
    Electronic Resource
    Testing for liquidity constraints among households: An international analysis (1994)
    Springer
    Empirical economics 19 (1994), S. 709-715 
    Details
    ISSN: 1435-8921
    Keywords: C22 ; C52 ; E21
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract A testable implication for optimizing households minimizing a dynamic loss function but encountering borrowing constraints is forwarded. It is argued that in an error correction model of consumers' expenditures, an asymmetric reaction by households to disequilibrium error reveals the presence of borrowing constraints in the market. A test of this implication for the 11 OECD countries shows that significant liquidity constraints are present for most countries. The proposed setup can be used to test the previously maintained assumption of symmetric reactions to disequilibrium errors in the ECM models.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205825
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