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利用显示偏好数据识别风险偏好的全局问题AI 解读

The concept of parameter identification (for a given specification) is differentiated from global identification (which specification is right). First-order conditions for production under risk are shown to admit many alternative specification pairs representing risk preferences and either perceived price risk, production risk, or the deterministic production structure. Imposing an arbitrary specification on any of the latter three determines which risk preference…

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稳定分布滞后的存在性AI 解读

This paper attempts to determine conditions under which distributed lag analysis is appropriate. Results indicate that lag functions are stable and linear under fairly general (but constant) objective criteria and decision constraints as long as the underlying economic environment is characterized by a stationary Gauss-Markov process, and observed environmental variables are Gaussian perturbations of that process. The results appear particularly useful for specifying the lag…

计量与谱分析程序 EASAI 解读

and FORTRAN IV which is designed to accommodate most researchers' everyday econometric needs. However, this program is particularly useful when spectral methods are combined (in an ex post sense) with regression and simultaneous equations estimation., Residuals from regression or simultaneous equations estimation are easily saved by EAS and used in later spectral computations by using only two program statements.1 All spectral computations are highly efficient since the fast…