Blar i Statistics Norway's Open Research Repository (SNORRe) på emneord "JEL classification: C15"

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    • A state space approach for estimating VAR models for panel data with latent dynamic components 

      Raknerud, Arvid (Discussion Papers;No. 295, Working paper, 2001)
      Abstract: The econometric literature offers various modeling approaches for analyzing micro data in combination with time series of aggregate data. This paper discusses the estimation of a VAR model that allows unobserved ...

    • Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors : a case study 

      Skjerpen, Terje (Discussion Papers;No. 532, Working paper, 2008)
      Abstract: Estimation of standard errors of Engel elasticities within the framework of a linear structural model formulated on two-wave panel data is considered. The complete demand system is characterized by measurement ...

    • Noisy signals in target zone regimes theory and Monte Carlo experiments 

      Holden, Steinar; Kolsrud, Dag; Vikøren, Birger (Discussion Papers;No. 160, Working paper, 1995)
      Previous empirical evidence indicates that uncovered interest rate parity (UIP) does not hold for target zone exchange rates, like those in the European Monetary System and in the Nordic countries. We explore a target zone ...

    • Non-Bayesian multiple imputation 

      Bjørnstad, Jan F. (Discussion Papers;No. 421, Working paper, 2005)
      Abstract: Multiple imputation is a method specifically designed for variance estimation in the presence of missing data. Rubin’s combination formula requires that the imputation method is “proper” which essentially means ...

    • Simulated maximum likelihood using tilted importance sampling 

      Brinch, Christian N. (Discussion Papers;No. 540, Working paper, 2008)
      Abstract: This paper develops the important distinction between tilted and simple importance sampling as methods for simulating likelihood functions for use in simulated maximum likelihood. It is shown that tilted ...

    • Two-Stage sampling from a prediction point of view 

      Bjørnstad, Jan F.; Ytterstad, Elinor (Discussion Papers;No. 383, Working paper, 2004)
      Abstract: This paper considers the problem of estimating the population total in two-stage cluster sampling when cluster sizes are unknown, making use of a population model arising basically from a variance component ...

    • Unit roots, polynomial transformations and the environmental Kuznets curve 

      Liu, Gang; Skjerpen, Terje; Swensen, Anders Rygh; Telle, Kjetil (Discussion Papers;No. 443, Working paper, 2006)
      Abstract: Time-series regressions including non-linear transformations of an integrated variable are not uncommon in various fields of economics. In particular, within the Environmental Kuznets Curve (EKC) literature, ...