Journal article | Zeitschriftenartikel
Modelling the Dynamics of Market Shares in a Pooled Data Setting
The objective of this paper is twofold: first, to study the applicability of the widely used Autoregressive Distributed Lag Model (ARDL) in a pooled data setting. Second, it is to analyze Chile’s market shares in the EU in the period 1988–2002, pointing to application problems that might jeopardize the model and searching for estimation methods that deal with the problem of inter-temporal and cross-sectional correlation of the disturbances. To estimate the coefficients of the ARDL model, Feasible Generalized Least Squares (FGLS) is utilized within the Three Stage Least Squares (3SLS) framework. A computation of errors is added to highlight the susceptibility of the model to problems related to the underlying model assumptions.
- ISSN
-
1466-4283
- Umfang
-
Seite(n): 823-835
- Sprache
-
Englisch
- Anmerkungen
-
Status: Postprint; begutachtet (peer reviewed)
- Erschienen in
-
Applied Economics, 43(7)
- Thema
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Wirtschaft
Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Volkswirtschaftstheorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Nowak-Lehmann D., Felicitas
Herzer, Dierk
Vollmer, Sebastian
Martínez-Zarzoso, Inmaculada
- Ereignis
-
Veröffentlichung
- (wann)
-
2009
- DOI
- URN
-
urn:nbn:de:0168-ssoar-242166
- Rechteinformation
-
GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln
- Letzte Aktualisierung
-
21.06.2024, 16:27 MESZ
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Objekttyp
- Zeitschriftenartikel
Beteiligte
- Nowak-Lehmann D., Felicitas
- Herzer, Dierk
- Vollmer, Sebastian
- Martínez-Zarzoso, Inmaculada
Entstanden
- 2009
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