论文检索

半参数模型的一致、异方差稳健 LM 型设定检验AI 解读

ABSTRACT This article develops a heteroskedasticity‐robust Lagrange Multiplier‐type specification test for semiparametric regression models. The test is able to detect a wide class of deviations from the null hypothesis. The test statistic is based on the estimates from the restricted semiparametric model, can be computed in a regression‐based way, and is asymptotically standard normal under the null. I apply the test to Environmental Engel Curves and find that while the…

COVID-19 的 SEIRD 疫情模型识别与估计AI 解读

This paper studies the SEIRD epidemic model for COVID-19. First, I show that the model is poorly identified from the observed number of deaths and confirmed cases. There are many sets of parameters that are observationally equivalent in the short run but lead to markedly different long run forecasts. Second, I show that the basic reproduction number R0 can be identified from the data, conditional on epidemiologic parameters, and propose several nonlinear SUR approaches to…