论文检索

函数型数据的拟合优度检验AI 解读

Economic data are frequently generated by stochastic processes that can be modelled as occurring in continuous time. That is, the data are treated as realizations of a random function (functional data). Sometimes an economic theory model specifies the process up to a finite-dimensional parameter. This paper develops a test of the null hypothesis that a given functional data set was generated by a specified parametric model of a continuous-time process. The alternative…

发送者—接收者博弈中的学习与沟通：计量研究AI 解读

Abstract This paper compares stimulus response (SR) and belief‐based learning (BBL) using data from experiments with sender–receiver games. The environment, extensive form games played in a population setting, is novel in the empirical literature on learning in games. Both the SR and BBL models fit the data reasonably well in games where the preferences of senders and receivers are perfectly aligned and where the population history of the senders is known. The test results…

含异质性的均衡工资分布估计AI 解读

Equilibrium search models generalize the one-sided models used earlier by endogenizing the wage offer distribution. Attempts to estimate versions of these equilibrium n search models have been unsuccessful, ironically because the predicted wage distribution did not fit the wage data. In this paper we extend the applicability of search models by introducing firm heterogeneity to account for the shape of the wage density. The resulting estimation problem is difficult, but we…

比例风险模型的广义矩设定检验AI 解读

This article describes a generalized moments specification test of the semiparametric proportional hazards model of Cox. In contrast to other specification tests for this model, the generalized moments test is applicable in the presence of continuous explanatory variables and does not require assigning the data to predetermined cells. The results of a Monte Carlo investigation suggest that the generalized moments test has good finite-sample properties and that it is more…

比例风险模型的广义矩设定检验AI 解读

This article describes a generalized moments specification test of the semiparametric proportional hazards model of Cox. In contrast to other specification tests for this model, the generalized moments test is applicable in the presence of continuous explanatory variables and does not require assigning the data to predetermined cells. The results of a Monte Carlo investigation suggest that the generalized moments test has good finite-sample properties and that it is more…

删失回归模型的设定检验：参数与半参数方法AI 解读

We define a hierarchy of parametric and semiparametric specifications for censored regression models that is ordered according to the strength of the assumptions that are made. We review the estimation techniques and specification tests that are available at each level of the hierarchy. The estimation and testing procedures are illustrated by applying them to a model of strike duration. Several tests (some graphical) are able to detect errors in standard parametric…

失业会持续多久？使用 CPS 数据的错觉与偏差AI 解读

Most data used to study the durations of unemployment spells come from the Current Population Survey, which is a point-in-time survey and gives an incomplete picture of the underlying duration distribution.We introduce a new sample of completed unemployment spells obtained from panel data and apply CPS sampling and reporting techniques to replicate the type of data used by other researchers.Predicted duration distributions derived from this CPS-like data are then compared to…

摘要暂缺