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Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions

This paper proposes a new nonparametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping, and the highest density region ..

In: Empirical Economics 55 (2018), 4, S. 1389-1411 | Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
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Getting the Within Estimator of Cross-level Interactions in Multilevel Models with Pooled Cross-sections: Why Country Dummies (Sometimes) Do Not Do the Job

Multilevel models with persons nested in countries are increasingly popular in cross-country research. Recently, social scientists have started to analyze data with a three-level structure: persons at level 1, nested in year-specific country samples

In: Sociological Methodology (2019), im Ersch. [online first: 2018-11-15] | Marco Giesselmann, Alexander W. Schmidt-Catran
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On the Importance of Testing Structural Identification Schemes and the Potential Consequences of Incorrectly Identified Models

Identification schemes are of essential importance in structural analysis. This paper focuseson testing a commonly used long-run structural parameter identification scheme claiming to identifyfundamental and non-fundamental shocks to stock prices. ..

In: Quantitative Finance and Economics 2 (2018), 1, S. 106-126 | Anton Velinov
SOEP Brown Bag Seminar

Informationen zu SOEPhelp

Soephelp ist ein Stata-ado, mit dem im Datensatz gespeicherte Metadatendokumentation mittels des Stata-viewers nutzerfreundlich dargestellt werden kann. Es ist geplant, es mit der nächsten SOEP-Core-Datenweitergabe den DatennutzerInnen zur ...

19.12.2018| Marvin Petrenz
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g.citation: Scientific Citation for Individual GRASS GIS Software Modules

The authors introduce the GRASS GIS add-on module g.citation. The module extends the existing citationcapabilities of GRASS GIS, which until now only provide for automated citation of the software projectas a whole, authored by the GRASS Development

In: PeerJ Preprints (2018), 6, e27206v1, 7 S. | Peter Löwe, Vaclav Petras, Markus Neteler, Helena Mitasova
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Anchored Calibration: From Qualitative Data to Fuzzy Sets

Combining qualitative data and qualitative comparative analysis (QCA) holds great analytic potential because it allows for detailed insights into social processes as well as systematic cross-case comparisons. But despite many applications, continuous

In: Forum: Qualitative Sozialforschung 18 (2017), 3, Art. 14, 12 S. | Nicolas Legewie

InGRID2 – Summer school

The summer school “Advanced research on integration of migrants and refugees” and “EU-SILC training workshop: Comparative research on migration” of InGRID2 aims at training doctoral students or early-career researchers. It is ...

22.10.2018| Sandra BohmannNicolas LegewieMaria MetzingHeike Evi NachtigallJürgen Schupp
Diskussionspapiere 1764 / 2018

Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

Tests for identification through heteroskedasticity in structural vector autoregressive analysis are developed for models with two volatility states where the time point of volatility change is known. The tests are Wald type tests for which only the

2018| Helmut Lütkepohl, Mika Meitz, Aleksei NetŠunajev, Pentti Saikkonen
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