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Recent Submissions

  • Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 

    Chen, J; Li, D; Linton, Oliver Bruce; Lu, Z (Taylor & Francis, 2018-06-05)
    We propose two semiparametric model averaging schemes for nonlinear dynamic time series regression models with a very large number of covariates including exogenous regressors and autoregressive lags. Our objective is to ...
  • Shades of red and blue: government ideology and sustainable development 

    Aidt, Toke Skovsgaard; Castro, V; Martins, R (Springer, 2018-06-01)
    We study the effect of government ideology on sustainable development, measured as investment in genuine wealth, in a dynamic panel of 79 countries between 1981 and 2013. We find robust and statistically significant evidence ...
  • The golden hello and political transitions 

    Aidt, Toke Skovsgaard; Albornoz, F; Gassebner, M (2018-03-01)
    © 2017. We analyze the influence of IMF and World Bank programs on political regime transitions. We develop an extended version of Acemoglu and Robinson's [American Economic Review 91, 2001] model of political transitions ...
  • Alternative asymptotics for cointegration tests in large VARs 

    Onatski, Alexey; Wang, Chen
    Johansen s (1988, 1991) likelihood ratio test for cointegration rank of a vector autoregression (VAR) depends only on the squared sample canonical correlations between current changes and past levels of a simple transformation ...

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