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需求系统的灵活估计：Copula 方法AI 解读

Summary In this paper we study the own‐price elasticity for gasoline in demand systems involving three expenditure categories in the transportation sector in Canada: gasoline, local transportation, and intercity transportation for Canadian households from 1997 to 2009. In particular, we conduct a replication of Chang and Serletis, (The demand for gasoline: Evidence from household survey data, Journal of Applied Econometrics , 2014, 29 , 291–343) hereafter CS, who—using TSP…

收入与民主：平滑变系数模型的重新考察AI 解读

Summary Acemoglu et al. ( American Economic Review 2008; 98 : 808–842) find no effect of income on democracy when controlling for fixed effects in a dynamic panel model. Work by Moral‐Benito and Bartolucci ( Economics Letters 2012; 117 : 844–847) and Cervellati et al. ( American Economic Review 2014; 104 : 707–719) suggests that the original model might have been misspecified and proposes alternative specifications instead. We formally test these parametric specifications by…

Copula的灵活估计：美国住房危机的应用AI 解读

Zimmer (‘The role of copulas in the housing crisis’, Review of Economics and Statistics 2012; 94: 607–620) provides an interesting case study of the pitfalls of using parametric copulas to understand the US housing crisis in the latter part of 2000s. The original study by Zimmer (2012) employs a finite-mixture copula to illustrate that the symmetry of the Gaussian copula may not be tenable, especially for US housing price data during the time period from 1975:Q2 to 2009:Q1.…

SUMMARY crs is a library for R written by Jeffrey S. Racine (Maintainer) and Zhenghua Nie. This add‐on package provides a collection of functions for spline‐based nonparametric estimation of regression functions with both continuous and categorical regressors. Currently, the crs package integrates data‐driven methods for selecting the spline degree, the number of knots and the necessary bandwidths for nonparametric conditional mean, IV and quantile regression. A function for…

npRmpi：用于并行分布式核估计的 R 软件包AI 解读

The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/ho002/ . Please note: The publisher is not responsible for the content or functionality of any supporting information supplied by the authors. Any queries (other than missing content) should be directed to the corresponding author for the article.