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Empirical Investment Functions, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Shaikh, A. (1990, August). Empirical investment functions [Handwritten notes]. Unpublished manuscript.

• Shaikh, A. (2005, June 12). ECM regression output for LNYJPN, 1969–2000 [Regression output]. Unpublished manuscript.

• Shaikh, A. (2005, June 12). ADL regression output for LNYJPN, 1969–2000 [Regression output]. Unpublished manuscript.

• Shaikh, A. (1990, August 15). Empirical fixed investment functions [Handwritten notes discussing expectation models and empirical results for U.S. manufacturing]. Unpublished manuscript.

• Shaikh, A. (1990, August 10). gk vs. u for manufacturing, 1926–1985 [Graph]. Unpublished manuscript.

• Shaikh, A. (1990, August 11). gk (scaled) vs. Ut for manufacturing [Graph]. Unpublished manuscript.

• Shaikh, A. (1990, August 7). Empirical …

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A Bootstrap Test For Conditional Symmetry, Liangjun Su, Sainan Jin

Research Collection School Of Economics

This paper proposes a simple consistent non-parametric test of conditional symmetry based on the principle of characteristic functions. The test statistic is shown to be asymptotically normal under the null hypothesis of conditional symmetry and consistent against any conditional asymmetric distributions. We also study the power against local alternatives, propose a bootstrap version of the test, and conduct a small Monte Carlo simulation to evaluate the finite-sample performance of the test.

Comment: A Selective Overview Of Nonparametric Methods In Financial Econometrics, Peter C. B. Phillips, Jun Yu

Research Collection School Of Economics

These comments concentrate on two issues arising from Fan’s overview. The first concerns the importance of finite sample estimation bias relative to the specification and discretization biases that are emphasized in Fan’s discussion. Past research and simulations given here both reveal that finite sample effects can be more important than the other two effects when judged from either statistical or economic viewpoints. Second, we draw attention to a very different nonparametric technique that is based on computing an empirical version of the quadratic variation process. This technique is not mentioned by Fan but has many advantages and has accordingly attracted …

An Analytical Framework Of Science Parks And Technology Districts With An Application To Singapore, Francis Koh, Winston T. H. Koh, Ted Feichin Tschang

Research Collection School Of Economics

This paper analyzes the question: What does it take for science parks and technology districts to evolve and grow? We propose an analytical framework to examine the gestation, evolution, and sustainability of science parks and related but broader regional phenomena such as technology districts. The framework comprises three aspects of a science park's development: growth mechanisms, level of technological capabilities, and nature of its integration with national or global markets. The main growth mechanisms we identify are government-led infrastructure provision, agglomeration effects, and continual self-renewal through the creation of new businesses. We apply this framework to analyze Singapore's science park …