Now showing items 1-8 of 8

  • Estimation of the Spatial Weights Matrix under Structural Constraints 

    Bhattacharjee, Arnab; Jensen-Butler, Chris (University of DundeeUniversity of St Andrews, 2011)
    While estimates of models with spatial interaction are very sensitive to the choice of spatial weights, considerable uncertainty surrounds de nition of spatial weights in most studies with cross-section dependence. We ...
  • Financial Distress in Chinese Industry: Microeconomic, Macroeconomic and Institutional Infuences 

    Bhattacharjee, Arnab; Hany, Jie (University of St Andrews, 2010)
    We study the impact of both microeconomic factors and the macroeconomy on the financial distress of Chinese listed companies over a period of massive economic transition, 1995 to 2006. Based on an economic model of ...
  • How much does industry matter in an emerging market economy? 

    Bhattacharjee, Arnab; Majumdar, Sumit K. (University of DundeeUniversity of Texas at Dallas, 2011)
    Theories of firm profitability make different predictions about the relative importance of firm, industry and time specific factors. We assess, empirically, the relevance of these effects over a sixteen year period in ...
  • Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model 

    Bhattacharjee, Arnab; Sun, Qi; Chadha, Jagjit S. (University of St AndrewsUniversity of Kent, 2008)
    We show that a flex-price two-sector open economy DSGE model can explain the poor degree of international risk sharing and exchange rate disconnect. We use a suite of model evaluation measures and examine the role of (i) ...
  • Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal 

    Bhattacharjee, Arnab; de Castro, Eduardo Anselmo; Marques, João Lourenço (University of DundeeUniversity of Aveiro, 2011)
    Spatial heterogeneity, spatial dependence and spatial scale constitute key features of spatial analysis of housing markets. However, the common practice of modelling spatial dependence as being generated by spatial ...
  • Structural Interactions in Spatial Panels 

    Bhattacharjee, Arnab; Holly, Sean (University of St AndrewsUniversity of Cambridge, 2009)
    Until recently, much effort has been devoted to the estimation of panel data regression models without adequate attention being paid to the drivers of diffusion and interaction across cross section and spatial units. We ...
  • Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity 

    Bhattacharjee, Arnab (University of St Andrews, 2009)
    We develop tests of the proportional hazards assumption, with respect to a continuous covariate, in the presence of unobserved heterogeneity with unknown distribution at the individual observation level. The proposed tests ...
  • Understanding Interactions in Social Networks and Committees 

    Bhattacharjee, Arnab; Holly, Sean (University of St Andrews, 2009)
    While much of the literature on cross section dependence has focused mainly on estimation of the regression coefficients in the underlying model, estimation and inferences on the magnitude and strength of spill-overs and ...

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