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A Two-Stage Approach to Spatio-Temporal Analysis with Strong and Weak Cross-S...
An understanding of the spatial dimension of economic and social activity requires methods that can separate out the relationship between spatial units that is due to the effect... -
Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Ha...
This paper assesses intra-sectoral spillovers in total factor productivity (TFP) across Chinese producers in the chemical industry using panel data on 12,552 firms observed over... -
Using OLS to Estimate and Test for Structural Changes in Models with Endogeno...
We consider the problem of estimating and testing for multiple breaks in a single-equation framework with regressors that are endogenous, i.e. correlated with the errors. We... -
Limited information estimation and evaluation of DSGE models (replication data)
We advance the proposition that dynamic stochastic general equilibrium (DSGE) models should not only be estimated and evaluated with full information methods. These require that... -
Multivariate partial adjustment of financial ratios: a Bayesian hierarchical ...
In this paper we propose a multivariate extension of the partial adjustment model of financial ratios. To that end, we use a dynamic factor model which assumes that financial...
