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Monitoring structural change in dynamic econometric models (replication data)
The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of... -
Simple solutions to the initial conditions problem in dynamic, nonlinear pane...
I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear unobserved effects models. Rather than attempting to obtain the... -
Evidence on purchasing power parity from univariate models: the case of smoot...
Recent research has found that trend-break unit root tests derived from univariate linear models do not support the hypothesis of long-run purchasing power parity (PPP) for US... -
Robust inference concerning recent trends in US environmental quality (replic...
Understanding trends in environmental quality is important for individuals and policymakers. Typically, trends in environmental quality are determined solely through comparisons... -
An algorithm to reduce the occupational space in gender segregation studies (...
This paper presents an algorithm based on the bootstrap to select an admissible aggregation level, that is, the minimum number of occupational categories that yield a gender... -
Duration dependence in the exit rate out of unemployment in Belgium. Is it tr...
On the basis of aggregate data for the early 1990s, we analyse the determinants of unemployment duration for laid-off male workers in Wallonia (Belgium). Our results indicate...
