Prewhitening bias in HAC estimation
Article Abstract:
A study using asymptotic expansions and simulations to analyze the bias generated in heteroskedasticity and autocorrelation consistent estimation using prewhitening filters is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2005
Science & research, Research, Simulation methods, Simulation, Asymptotic expansions, Autocorrelation (Statistics), Heteroscedasticity
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2005
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Leaning into the wind: a structural VAR investigation of UK monetary policy
Article Abstract:
The effects of United Kingdom's new monitory policy are evaluated by using structural vector auto regression (VAR).
Publisher: Blackwell Publishers Ltd.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2005
Government expenditures, Evaluation, Economic policy, Monetary policy, Vector analysis
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2005
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Unemployment experiences of young men: on the road to stable employment?
Article Abstract:
The employment trends in youth employment in the United Kingdom, during 1982-1998, are examined.
Publisher: Blackwell Publishers Ltd.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2004
Forecasts, trends, outlooks, Analysis, Forecasts and trends, Market trend/market analysis, Youth, Youth employment
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2004
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Subjects list: United Kingdom, Usage
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