论文检索

贝叶斯分位数回归方法AI 解读

Abstract This paper is a study of the application of Bayesian exponentially tilted empirical likelihood to inference about quantile regressions. In the case of simple quantiles we show the exact form for the likelihood implied by this method and compare it with the Bayesian bootstrap and with Jeffreys' method. For regression quantiles we derive the asymptotic form of the posterior density. We also examine Markov chain Monte Carlo simulations with a proposal density formed…

正交参数与面板数据AI 解读

This paper describes a class of consistent estimators for short panels with fixed effects. The method is to find an orthogonal reparametrization of the fixed effects and then to integrate the new effects from the likelihood with respect to an appropriately chosen prior density. The resulting marginal posterior densities of the common parameters have modes that are shown to be consistent in the models examined here. The main result concerns the first-order autoregressive…

摘要暂缺

带生存结局的面板数据：HIV 阳性患者住院分析AI 解读

This article provides an analysis of the hospitalization experience of a panel of HIV-positive patients. It is part of a program of work designed to study the medical expenditures of such patients and their variation both between people and over time. We model the joint distribution of the inpatient episodes and the survival times of a panel of patients over 15 months. The model induces correlation between hospitalization and death via an unmeasured, person-specific, frailty…

摘要暂缺

最优求职模型中的精确结构推断AI 解读

This paper is a study of the exact posterior distributions of parameters in a stationary optimal job search model. The author exploits the simple latent structure of the search model when all job offers are observed to stimulate posterior distributions of structural parameters when the latent structure is imperfectly observed. These simulations enable him to show the unusual shape of the job search likelihood when the data are durations and accepted wages. The author also…

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

保留工资的计量经济学分析AI 解读

This paper describes an analysis of survey data on unemployed people who reported their asking wage and the wage they expected to earn. We show that if agents' behavior is described by the standard optimal job search model, one can use these data to deduce structural parameters rather than estimate them, and we report our deductions from two surveys^1 of British unemployed people.

摘要暂缺

摘要暂缺

异方差数据中的分组估计量AI 解读

This paper gives numerical comparisons of the efficiency of Ordinary Least Squares (OLS) and Grouping Estimators in simple linear regression. The disturbances are assumed to have unequal variances, and an assumption is made about the form of this heteroscedasticity. It is shown that for some types of heteroscedasticity a Grouping Estimator can be more efficient than Ordinary Least Squares.

关于一个变量测量误差模型的札记AI 解读

We consider an errors in variables model in which the ‘true’ part of the determining variable is generated by a simple forecasting mechanism. It is shown that the Least Squares errors in variables bias can be interpreted in terms of the parameters of the forecasting mechanism; and that the ‘standard’ result for this bias may no longer hold in this situation. An empirical illustration of the results is given.

摘要暂缺