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1407 results, from 1
  • Externe referierte Aufsätze

    An Alternative Bootstrap for Proxy Vector Autoregressions

    We propose a new bootstrap algorithm for inference for impulse responses in structural vector autoregressive models identified with an external proxy variable. Simulations show that the new bootstrap algorithm provides confidence intervals for impulse responses which often have more precise coverage than and similar length to the competing moving-block bootstrap intervals. An empirical example shows ...

    In: Computational Economics im Ersch. (2023), [online first: 2022-11-09] | Martin Bruns, Helmut Lütkepohl
  • SOEPcampus

    SOEPcampus after Work -

    The German Socio-Economic Panel Study is a representative panel study for the German population, collecting data on a broad variety of topics of everyday life, including general wellbeing, household composition, educational aspirations and educational status, income and occupational biographies, leisure time activities, housing, health, political orientation and more. With its long running panel...

    09.11.2022| Sandra Bohmann
  • SOEPcampus

    Learn to use the SOEP over Lunch

    The German Socio-Economic Panel Study is a representative panel study for the German population, collecting data on a broad variety of topics of everyday life, including general wellbeing, household composition, educational aspirations and educational status, income and occupational biographies, leisure time activities, housing, health, political orientation and more. With its long running panel...

    26.10.2022| Sandra Bohmann
  • SOEPcampus

    SOEPcampus@Home

    The German Socio-Economic Panel Study is a representative panel study for the German population, collecting data on a broad variety of topics of everyday life, including general wellbeing, household composition, educational aspirations and educational status, income and occupational biographies, leisure time activities, housing, health, political orientation and more. With its long running panel...

    25.08.2022| Sandra Bohmann
  • Research Project

    Linked Open Research Data for Social Science Pilot Study (LORDpilot)

    The re-use of research data is an integral part of research practice in the social and economic sciences. To find relevant data, researchers need adequate search facilities. However, a comprehensive, thematic search for research data that is not limited to individual survey programs is difficult. Because individual survey programs use their own terminology to describe their data and the...

    Current Project| German Socio-Economic Panel study
  • SOEPcampus

    SOEPcampus@European University Viadrina

    This 1/2 day workshop offers a first and practically oriented introduction into the sophisticated data source of the SOEP. Participants will be introduced to the content of the study, its data-structure, sample selection and weighting strategy and they will be provided with an overview over the study documentation. Additionally we will discuss the specific potentials for longitudinal data analyses...

    09.02.2023| Sandra Bohmann
  • SOEPcampus

    Learn to use the SOEP over Lunch

    The German Socio-Economic Panel Study is a representative panel study for the German population, collecting data on a broad variety of topics of everyday life, including general wellbeing, household composition, educational aspirations and educational status, income and occupational biographies, leisure time activities, housing, health, political orientation and more. With its long running panel...

    18.01.2023| Sandra Bohmann
  • SOEP Annual Report / 2022

    SOEP Annual Report 2021

    2022| The SOEP Team
  • Report

    SOEP-IS for new research questions: call for proposals for the 2023 survey

    Researchers in Germany and abroad are invited to submit proposals for the next round of the SOEP Innovation Sample (SOEP-IS). For those not yet familiar with SOEP-IS, this unique random sample of German households (N = 2,800 households with about 4,000 respondents) offers great potential as a source of household micro-data, particularly for researchers seeking information that is not available in SOEP-Core—for ...

    25.05.2022| David Richter
  • Diskussionspapiere 2005 / 2022

    Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies

    We propose a test for time-varying impulse responses in heteroskedastic structural vector autoregressions that can be used when the shocks are identified by external proxy variables as a group. The test can be used even if the shocks are not identified individually. The asymptotic analysis is supported by small sample simulations which show good properties of the test. An investigation of the impact ...

    2022| Martin Bruns, Helmut Lütkepohl
1407 results, from 1
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