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固定效应矩阵指数非平衡面板模型估计：美国对外直接投资存量应用AI 解读

In this article, we consider a matrix exponential unbalanced panel data model that allows for (i) spillover effects using matrix exponential terms, (ii) unobserved heterogeneity across entities and time, and (iii) potential heteroscedasticity in the error terms across entities and time. We adopt a likelihood based direct estimation approach in which we jointly estimate the common parameters and fixed effects. To ensure that our estimator has the standard large sample…

用于简单假设检验的贝叶斯稳健卡方检验AI 解读

In this paper, we introduce a new Bayesian chi-squared test based on an adjusted quadratic loss function for testing a simple null hypothesis. We show that the asymptotic null distribution of our suggested test is a central chi-squared distribution under some assumptions required for the Bayesian large sample theory. We refer to our test as the Bayesian robust chi-squared test, since it is robust to parametric misspecification in the alternative model. That is, the limiting…