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Time-Series Estimation of Structural Import Demand Equations

1997-10-01 Business & Economics
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Release : 1997-10-01
Genre : Business & Economics
Kind : eBook
Book Rating : 346/5 ( reviews)

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Book Synopsis Time-Series Estimation of Structural Import Demand Equations by : Mr.Abdelhak Senhadji

Download or read book Time-Series Estimation of Structural Import Demand Equations written by Mr.Abdelhak Senhadji. This book was released on 1997-10-01. Available in PDF, EPUB and Kindle. Book excerpt: This paper derives a structural import demand equation and estimates it for a large number of countries, using recent time series techniques that address the problem of nonstationarity. Because the statistical properties of the different estimators have been derived only asymptotically, econometric theory does not offer any guidance when it comes to comparing different estimators in small samples. Consequently, the paper derives the small-sample properties of both the ordinary-least-squares (OLS) and the fully-modified (FM) estimators using Monte Carlo methods. It is shown that FM dominates OLS for both the short- and long-run elasticities.

Time-Series Estimation of Structural Import Demand Equations

2006
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Release : 2006
Genre :
Kind : eBook
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Book Synopsis Time-Series Estimation of Structural Import Demand Equations by : Abdelhak Senhadji

Download or read book Time-Series Estimation of Structural Import Demand Equations written by Abdelhak Senhadji. This book was released on 2006. Available in PDF, EPUB and Kindle. Book excerpt: This paper derives a structural import demand equation and estimates it for a large number of countries, using recent time series techniques that address the problem of nonstationarity. Because the statistical properties of the different estimators have been derived only asymptotically, econometric theory does not offer any guidance when it comes to comparing different estimators in small samples. Consequently, the paper derives the small-sample properties of both the ordinary-least-squares (OLS) and the fully-modified (FM) estimators using Monte Carlo methods. It is shown that FM dominates OLS for both the short- and long-run elasticities.

Time-series Estimations of Structural Import Demand Equations

1997 Cointegration
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Release : 1997
Genre : Cointegration
Kind : eBook
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Book Synopsis Time-series Estimations of Structural Import Demand Equations by : Abdelhak Senhadji

Download or read book Time-series Estimations of Structural Import Demand Equations written by Abdelhak Senhadji. This book was released on 1997. Available in PDF, EPUB and Kindle. Book excerpt:

Time Series Analysis of Export Demand Equations

1998-10 Business & Economics
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Release : 1998-10
Genre : Business & Economics
Kind : eBook
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Book Synopsis Time Series Analysis of Export Demand Equations by : Mr.Abdelhak Senhadji

Download or read book Time Series Analysis of Export Demand Equations written by Mr.Abdelhak Senhadji. This book was released on 1998-10. Available in PDF, EPUB and Kindle. Book excerpt: The paper estimates export demand elasticities for a large number of developing and developed countries, using time-series techniques that account for the nonstationarity in the data. The average long-run price and income elasticities are found to be approximately -1 and 1.5, respectively. Thus, exports do react to both the trade partners’ income and to relative prices. Africa faces the lowest income elasticities for its exports, while Asia has both the highest income and price elasticities. The price and income elasticity estimates have good statistical properties.

Time-series Estimation of Structural Import Demand Equations

1997 Demand functions (Economic theory).
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Release : 1997
Genre : Demand functions (Economic theory).
Kind : eBook
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Book Synopsis Time-series Estimation of Structural Import Demand Equations by : A. Senhadji Semlali

Download or read book Time-series Estimation of Structural Import Demand Equations written by A. Senhadji Semlali. This book was released on 1997. Available in PDF, EPUB and Kindle. Book excerpt:

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