Mostrando recursos 241 - 260 de 359

  1. Satisfação e valor do recreio balnear

    Morais, Diogo Gonçalo Lima
    Dissertação de Mestrado, Ciências Económicas e Empresariais, 11 de Dezembro de 2015, Universidade dos Açores.

  2. On Intergenerational Transmission of Reading Habits in Italy: Is a Good Example the Best Sermon?

    Mancini, Anna Laura; Monfardini, Chiara; Pasqua, Silvia
    We use the last two waves of the Italian Time Use Survey to analyse the intergenerational transmission of reading habits. This can be explained by both cultural and educational transfers from parents to children and by imitative behaviour. Imitation is of particular interest, since it suggests the direct influence parents can have on a child’s preference and habit formation, and opens the way for active policies promoting good parenting behaviour. We investigate the imitative behaviour of children using a household fixed-effects model, where we identify the impact of the parents’ role by exploiting the different exposure of siblings to parents’...

  3. Unit root inference for non-stationary linear processes driven by infinite variance innovations

    Cavaliere, Giuseppe; Georgiev, Iliyan; Taylor, Robert
    The contribution of this paper is two-fold. First, we derive the asymptotic null distribution of the familiar augmented Dickey-Fuller [ADF] statistics in the case where the shocks follow a linear process driven by in…nite variance innovations. We show that these distributions are free of serial correlation nuisance parameters but depend on the tail index of the in…nite variance process. These distributions are shown to coincide with the corresponding results for the case where the shocks follow a …nite autoregression, provided the lag length in the ADF regression satis…es the same o(T1=3) rate condition as is required in the …nite variance...

  4. Building a Structural Model: Parameterization and Structurality

    Mouchart, Michel; Orsi, Renzo
    A specific concept of structural model is used as a background for discussing the structurality of its parameterization. Conditions for a structural model to be also causal are examined. Difficulties and pitfalls arising from the parameterization are analyzed. In particular, pitfalls when considering alternative parameterizations of a same model are shown to have lead to ungrounded conclusions in the literature. Discussion of observationally equivalent models related to different economic mechanisms are used to make clear the connection between an economicall meaningful parameterization and an economically meaningful decomposition of a complex model. The design of economic policy is used for drawing some...

  5. Sieve-based inference for infinite-variance linear processes

    Cavaliere, Giuseppe; Georgiev, Iliyan; Taylor, Robert
    We extend the available asymptotic theory for autoregressive sieve estimators to cover the case of stationary and invertible linear processes driven by independent identically distributed (i.i.d.) infinite variance (IV) innovations. We show that the ordinary least squares sieve estimates, together with estimates of the impulse responses derived from these, obtained from an autoregression whose order is an increasing function of the sample size, are consistent and exhibit asymptotic properties analogous to those which obtain for a finite-order autoregressive process driven by i.i.d. IV errors. As these limit distributions cannot be directly employed for inference because they either may not exist...

  6. Économétrie spatiale appliquée des microdonnées

    Dubé, Jean; Legros, Diego
    220 pages

  7. L’analyse de la criminalité à Chicago : de nouvelles perspectives offertes par l’économétrie spatiale à une question ancienne

    Delbecq, Benoît; Guillain, Rachel; Legros, Diego
    International audience

  8. Matrices de pondérations et contexte spatio-temporel en économétrie spatiale

    Dubé, Jean; Baumont, Catherine; Legros, Diego
    International audience

  9. Économétrie spatiale des effets environnementaux et sociaux des mesures de développement rural de la politique agricole commune

    Dupraz, Pierre; Desjeux, Yann; Latruffe, Laure; Cahuzac, Eric; MAIGNE, Elise
    absent

  10. Econométrie et données spatiales - Une introduction à la pratique

    Jayet, Hubert
    International audience

  11. Econométrie et données spatiales - Une introduction à la pratique

    Jayet, Hubert
    International audience

  12. Utilisation de la procédure PLS de SAS pour l'estimation de coûts de production des exploitations agricoles du RICA

    Desbois, D.
    Partie : Econométrie et panels Diffusion du document : INRA Laboratoire d'Economie forestière et agricole 14 rue Girardet 54042 Nancy Cedex (FRA)

  13. Utilisation de la procédure PLS de SAS pour l'estimation de coûts de production des exploitations agricoles du RICA

    Desbois, D.
    Partie : Econométrie et panels Diffusion du document : INRA Laboratoire d'Economie forestière et agricole 14 rue Girardet 54042 Nancy Cedex (FRA)

  14. Estimation économétrique des coûts de production agricole

    Desbois, D.
    Session 6 : Econométrie et estimation

  15. Estimation économétrique des coûts de production agricole

    Desbois, D.
    Session 6 : Econométrie et estimation

  16. Correcting for attrition in panel data using inverse probability weighting : an application to the european bank system

    Afonso, Lutcy Menezes
    Mestrado em Econometria Aplicada e Previsão

  17. Size, Trend, and Policy Implications of the Underground Economy

    Orsi, Renzo; Raggi, Davide; Turino, Francesco
    We study the underground economy in a dynamic and stochastic general equilibrium framework. Our model combines limited tax enforcement with an otherwise standard two-sector neoclassical stochastic growth model. The Bayesian estimation of the model based on Italian data provides evidence in favor of an important underground sector in Italy, with a size that has steadily increased over the whole sample period. We show that this pattern is due to a persistent increase in taxation. Fiscal policy experiments suggest that a moderate tax cut, along with a stronger effort in the monitoring process, causes a sensitive reduction in the size of...

  18. Misspecification and Expectations Correction in New Keynesian DSGE Models

    Angelini, Giovanni; Fanelli, Luca
    Abstract: This paper focuses on the dynamic misspecification that characterizes the class of small-scale New-Keynesian models and provides a `natural' remedy for the typical difficulties these models have in accounting for the rich contemporaneous and dynamic correlation structure of the data, generally faced with ad hoc shock specifications. We suggest using the `best fitting' statistical model for the data as a device through which it is possible to adapt the econometric specification of the New-Keynesian model. The statistical model may feature an autocorrelation structure that is more involved than the autocorrelation structure implied by the structural model's reduced form solution under rational expectations, and it is treated...

  19. A procura de gasolina em Portugal no período 1960-2008 : cálculo das elasticidades de curto e longo prazo

    Fonseca, Ricardo Jorge Medeiros
    Dissertação de Mestrado em Ciências Empresariais.

  20. Modelação do interesse de vídeos de música medido pelo número de procuras na internet via Google Trends

    Lima, Maria Mabel de Barros
    Mestrado em Econometria Aplicada e Previsão

Aviso de cookies: Usamos cookies propias y de terceros para mejorar nuestros servicios, para análisis estadístico y para mostrarle publicidad. Si continua navegando consideramos que acepta su uso en los términos establecidos en la Política de cookies.