<?xml version="1.0" encoding="UTF-8"?>
<rss xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:taxo="http://purl.org/rss/1.0/modules/taxonomy/" version="2.0">
  <channel>
    <title>EconStor Collection: Working Paper Series, School of Economics and Finance, Queen Mary, University of London</title>
    <link>http://hdl.handle.net/10419/55149</link>
    <description />
    <textInput>
      <title>The Collection's search engine</title>
      <description>Search the Channel</description>
      <name>search</name>
      <link>http://www.econstor.eu/simple-search</link>
    </textInput>
    <item>
      <title>A note on an iterative least squares estimation method for ARMA and VARMA models</title>
      <link>http://hdl.handle.net/10419/62938</link>
      <description>Title: A note on an iterative least squares estimation method for ARMA and VARMA models
&lt;br/&gt;
&lt;br/&gt;Authors: Kapetanios, George
&lt;br/&gt;
&lt;br/&gt;Abstract: In this note we suggest a new iterative least squares method for estimating scalar and vector ARMA models. A Monte Carlo study shows that the method has better small sample properties than existing least squares methods and compares favourably with maximum likelihood estimation as well.</description>
      <pubDate>Mon, 29 Oct 2001 22:58:59 GMT</pubDate>
    </item>
    <item>
      <title>Boosting estimation of RBF neural networks for dependent data</title>
      <link>http://hdl.handle.net/10419/62937</link>
      <description>Title: Boosting estimation of RBF neural networks for dependent data
&lt;br/&gt;
&lt;br/&gt;Authors: Kapetanios, George; Blake, Andrew P.
&lt;br/&gt;
&lt;br/&gt;Abstract: This paper develops theoretical results for the estimation of radial basis function neural network specifications, for dependent data, that do not require iterative estimation techniques. Use of the properties of regression based boosting algorithms is made. Both consistency and rate results are derived. An application to nonparametric specification testing illustrates the usefulness of the results.</description>
      <pubDate>Sun, 29 Oct 2006 22:58:59 GMT</pubDate>
    </item>
    <item>
      <title>Productivity, exporting and the learning-by-exporting hypothesis: Direct evidence from UK firms</title>
      <link>http://hdl.handle.net/10419/62936</link>
      <description>Title: Productivity, exporting and the learning-by-exporting hypothesis: Direct evidence from UK firms
&lt;br/&gt;
&lt;br/&gt;Authors: Crespi, Gustavo; Criscuolo, Chiara; Haskel, Jonathan
&lt;br/&gt;
&lt;br/&gt;Abstract: Case study evidence suggests that exporting firms learn from their clients. But econometric evidence, mostly using exporting and TFP growth, is mixed. We use a UK panel data set with firm-level information on exporting and productivity. Our innovation is that we also have direct data on the sources of learning (in this case about new technologies). Controlling for fixed effects we have two main findings. First, we find firms who exported in the past are more likely to then report that they learnt from buyers (relative to learning from other sources). Second, firms who had learned from buyers (more than they learnt from other sources) in the past are more likely to then have productivity growth. This suggests some support for the learning-by-exporting hypothesis, though is not clear whether firms deserve an exporting subsidy.</description>
      <pubDate>Sat, 29 Oct 2005 22:58:59 GMT</pubDate>
    </item>
    <item>
      <title>Uncover latent PPP by dynamic factor error correction model (DF-ECM) approach: Evidence from five OECD countries</title>
      <link>http://hdl.handle.net/10419/62935</link>
      <description>Title: Uncover latent PPP by dynamic factor error correction model (DF-ECM) approach: Evidence from five OECD countries
&lt;br/&gt;
&lt;br/&gt;Authors: Qin, Duo
&lt;br/&gt;
&lt;br/&gt;Abstract: This study measures purchasing power parity (PPP) by means of the dynamic-factor errorcorrection model (DF-ECM) approach. Under this new approach, PPP is embedded in latent disequilibrium factors, which are extracted from a large variable set of bilateral price disparities; the factors are then used as error-correction leading indicators to explain exchange rate and inflation. Modelling experiments on five OECD countries using monthly data show promising results, which reverse the common belief that PPP is at best a very long-run relationship at the macro level.</description>
      <pubDate>Sat, 29 Oct 2005 22:58:59 GMT</pubDate>
    </item>
  </channel>
</rss>

