Convegno Banca d'Italia - CIDE: Ricerche quantitative per la politica economica, Perugia, 15-18 dicembre 1999

Consiglio Nazionale delle Ricerche - Biblioteca Centrale - P.le Aldo Moro, 7 , Rome / CNR - Consiglio Nazionale delle RichercheSIGLEITItal

OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances

We show that OLS and GLS are asymptotically equivalent in the linear regression model with AR(p)-disturbances and a wide range of trending regressors, and that OLS-based statistical inference is still meaningful after proper adjustment of the test-statistics. (orig.)Available from TIB Hannover: RR 8460(1998,43) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEDEGerman

The power of residual-based tests for cointegration when residuals are fractionally integrated

Available from TIB Hannover: RR 8460(1998,42) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEDeutsche Forschungsgemeinschaft (DFG), Bonn (Germany); Stiftung Volkswagenwerk, Hannover (Germany)DEGerman

Does trade liberalization lead to productivity increases? A case study of Bolivian manufacturing

The impact of a more open trade regime on productivity is often cited as a major argument for trade liberalization. The paper reviews the theoretical arguments linking trade liberalization and productivity growth and the existing empirical evidence. It then provides an analysis of the Bolivian experience since the mid-1980s, paying particular attention to three main mechanisms through which liberalization might lead to increased productivity. It concludes that there is no evidence that the Bolivian trade reforms have led to improved productivity performance

A comparison of different nonparametric methods for inference on additive models

Available from TIB Hannover: RR 8460(2001,22) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEDEGerman