Econometrics

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This will allow us to identify the conditions under which a poverty trap may arise in a Solow growth model. As we will see, a sufficient investment in education may help poor countries to escape from this trap. Subsequently, we will conduct some econometric analyses to prove that, at the aggregate level, our theoretical conclusions are confirmed by evidence. Keywords: Economic growth, education, poverty trap. JEL: E13, I2, O4. ∗ For helpful comments, I am grateful to W. Baumol, W. Brock, D. Fiaschi

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correlation among assets is crucial in financial applications (e.g. Markovitz theory). The last decade witnessed the advent of high-frequancy data. High frequency data are very peculiar: Unevenly sampled Microstructure effects Huge quantity of data New econometric techniques are needed!       January 2004 – p.2/18 Measuring linear correlation d We assume that p t is the solution of the following stochastic differential equation (SDE): ¡ ¢ £ ¤ dp t p0 µ t dt x σ t dW t

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Le cas marocain Spécification Estimation Validation Conclusion Abstract To investigate the relationship between the endogenous variable: M/P and the two exogenous variables: the interest rate and the gross domestic product (GDP); we follow an econometric approach to knowledge: the specification of the model as a linear model, the estimation of the parameters and the validation. First, to specify the model M/P=kY-hR+Ut, we have defines all the variables (endogenous and exogenous). However, M: the