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Performance of various estimators in dynamic panel data models
(Centro de Investigación y Docencia Económicas, 2011)
Size distortions of tests for heteroskedasticity, cross-sectional correlation and autocorrelation in dynamic panel data models
(Centro de Investigación y Docencia Económicas, 2011)
Growth convergence?: Evidence from markov-switching models using panel data
(Centro de Investigación y Docencia Económicas, 2011)
Growth convergence?: Evidence from markov-switching models using panel data
(Centro de Investigación y Docencia Económicas, 2011)
Modeling GARCH processes in panel data: Monte Carlo simulations and applications
(Centro de Investigación y Docencia Económicas, 2011)
Consumption-wealth ratio and expected stock returns: evidence from panel data
(2015-03-20)
This paper investigates the role of consumption-wealth ratio on predicting future stock returns through a panel approach. We follow the theoretical framework proposed by Lettau and Ludvigson (2001), in which a model derived ...
The corruption in South America. An approach from the forensic audit
(2019)
Corruption has been forged as one of the key pillars on which governments at the global level focus much of their combat policies. The present research work analyzed doctrinally and empirically the indicators designed and ...
Elasticity of substitution between capital and labor: a panel data approach
(Escola de Pós-Graduação em Economia da FGV, 2004-05-13)
This paper estimates the elasticity of substitution of an aggregate production function. The estimating equation is derived from the steady state of a neoclassical growth model. The data comes from the PWT in which different ...