A note on the equivalence of specification tests in the two-factor multivariate variance components model

Kang, Suk Bok

doi:10.1016/0304-4076(85)90119-8

Cited by 25 publications

(11 citation statements)

References 8 publications

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“…The The price indices corresponding to the above ten expenditure groups of 47 regions are obtained from the Shohisha Bukka Shisu Nenpo (Consumer Price Index Report) in time 19 See Hauseman and Taylor (1981) and Kang (1985). series form (1985 = 100).…”

Section: The Datamentioning

confidence: 99%

Some Empirical Evidence on Demand System* and Optimal Commodity Taxation

Asano

Fukushima

2006

Japanese Econ Rev

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We have two major tasks in this paper. The first is to obtain a reasonable estimate of the Japanese demand system, which includes leisure, income and commodity choices. The second is to compute and evaluate the optimal tax equilibrium. The estimation result, based on the Almost Ideal Demand System, is found to be consistent with the microeconomic theory. We evaluate the optimal commodity tax structure by calculating the equilibria under lumpsum, optimal commodity and uniform commodity taxation schemes. The deadweight losses under uniform taxation are very small, and the optimal commodity tax rates are strikingly close to uniform. JEL Classification Numbers: C33, D12, D61, H21.

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Section: The Datamentioning

confidence: 99%

Some Empirical Evidence on Demand System* and Optimal Commodity Taxation

Asano

Fukushima

2006

Japanese Econ Rev

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“…In the two-way case, since the QUE procedure is based on the FE residuals, for coherence we use the same FE residuals, and then the corresponding M × 1 consistent centered residuals f it , also in the within-between procedure. 5 Kang (1985) uses the between time periods estimator to build the equivalent tests for the two-way error components model. the two-way ECM.…”

Section: The Within-between Proceduresmentioning

confidence: 99%

A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data

Platoni

Sckokai

Moro

2012

Econometric Reviews

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This article considers the two-way error components model (ECM) estimation of seemingly unrelated regressions (SUR) on unbalanced panel by generalized least squares (GLS). As suggested by Biørn (2004) for the one-way case, in order to use the standard results for the balanced case the individuals are arranged in groups according to the number of times they are observed. Thus, the GLS estimator can be interpreted as a matrix weighted average of the group specific GLS estimators with weights equal to the inverse of their respective covariance matrices.

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“…In linear regression models, this procedure generates results that are analogous to 2SLS, however, the CF approach is able to solve the endogeneity in a number of nonlinear models such as the fractional response model applied in this paper in contrast to 2SLS; see Wooldridge (2010) for details. projection in line with Kang (1985). 6 Let us propose the linear first-stage reducedform model for Lang ij as…”

Section: Sensitivity Analysis Endogeneity Bias Of Common Language On mentioning

confidence: 99%

Cultural Integration and Export Variety Overlap across Countries

Egger¹,

Lassmann²

2016

The Economics of Language Policy

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. This paper assesses the role of a larger degree of common language use between the populations of two countries on the so-called extensive product margin of trade. We focus on the overlap of products exported or imported between any pair of countries. The results suggest that the effect of varying aspects of sharing a common language on the variety overlap is both positive and important. The effect of sharing a common spoken language exceeds the one of common native language, implying that a larger overlap in language proficiency is quantitatively more important than a higher cultural proximity. Terms of use: Documents in EconStor mayJEL-Code: C310, F140, F150, Z100.

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A note on the equivalence of specification tests in the two-factor multivariate variance components model

Cited by 25 publications

References 8 publications

Some Empirical Evidence on Demand System* and Optimal Commodity Taxation

Some Empirical Evidence on Demand System* and Optimal Commodity Taxation

A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data

Cultural Integration and Export Variety Overlap across Countries

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