Econometric Studies: A Festschrift in Honour of Joachim Frohn |
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Contents
On the Equivalence of two Standard FTests in Linear Regression | 15 |
The Reduced Form of a Block Recursive Model | 31 |
The Case of Ordinal Explanatory Variables | 49 |
Stratified Regression Estimation in Logistic Populations | 55 |
A Comparison of the Ridge and the Iteration Estimator | 73 |
Diagnostic Quality of Residuals in Regression Analyses of Time Series | 89 |
Lag Selection in Subset VAR Models with an Application to a US Monetary System | 107 |
GeneraltoSpecific Reductions of Vector Autoregressive Processes | 129 |
Puzzles in Panel Unit Root Tests of Purchasing Power Parity | 247 |
On the Dynamics of Individual Wage Rates Heterogeneity and Stationarity of Wage Rates of West German Men | 267 |
Payment Schemes and Market Shares An Econometric Study with Establishment Data | 293 |
Willingness of Germans to Move Abroad | 315 |
Estimation of Discrete Response Models with Missclassified Dependent Variables | 333 |
SimulationBased Estimation of Tobit Model with Random Effects | 347 |
Literate Econometrics | 369 |
The Case of Statistical Databases | 375 |
Output Financial Markets and Growth An Extension of the Blanchard StockMarket Approach | 157 |
Forecasting Money Market Rates in the Unified Germany | 183 |
Does the Duration Model Matter? | 201 |
Evidence for Chinese Stock Markets | 223 |
The Case of Tanzania | 389 |
A Study of the Behaviour of the Rice Farmer in Taiwan under Uncertainty | 403 |
Common terms and phrases
addition adjustment analysis applied approach assumed assumption average capital coefficients cointegration compared conditional considered correction correlation covariance dependent distribution duration dynamics Econometrics Economics effects efficiency empirical equation error estimator exchange expected fertilizer Figure fixed forecast function German given growth higher important included increase indicate individual input interest Journal land limit linear market share matrix mean measure methods model selection move normal observations obtained panel parameters PCGets performance period positive possible present procedure production rates reduced regression regressors relation residuals respectively restricted rice sample selection share significant simulation specification squares standard statistical strategies structural Table term tion true unit root values variables variance vector volatility wage zero
Bibliographic information
| Title | Econometric Studies: A Festschrift in Honour of Joachim Frohn Volume 8 of Empirische Wirtschaftsforschung und Ökonometrie |
| Author | Joachim Frohn |
| Editors | Ralph Friedmann, Lothar Knüppel, Helmut Lütkepohl |
| Edition | illustrated |
| Publisher | LIT Verlag Münster, 2001 |
| ISBN | 3825855996, 9783825855994 |
| Length | 434 pages |
| Subjects | › Business & Economics / General |
| Export Citation | BiBTeX EndNote RefMan |