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计量经济学实践：方法与应用论文集AI 解读

Part 1 Specification analysis and aggregation. Part 2 Distributed lags. Part 3 Errors in variables and panel data. Part 4 Applications. Part 5 Data issues.

产出价格不可观测且内生时常用规模报酬估计量的不一致性AI 解读

This paper explores the inconsistency of common scale estimators when output is proxied by deflated sales, based on a common output deflator across firms. The problem arises when firms operate in an imperfectly competitive environment and prices differ between them. In particular, we show that this problem reveals itself as a downward bias in the scale estimates obtained from production function regressions, under a variety of assumptions about the pattern of technology,…

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面板数据中的变量测量误差AI 解读

Panel data based on various longitudinal surveys have become ubiquitous in economics in recent years. Estimation using the analysis of covariance approach allows for control of various "individual effects" by estimation of the relevant relationships from the "within" dimension of the data. Quite often, however, the "within" results are unsatisfactory, "too low" and insignificant. Errors of measurement in the independent variables whose relative importance gets magnified in…

计数数据的计量模型：专利与研发关系的应用AI 解读

This paper focuses on developing and adapting statistical models of counts (nonnegative integers) in the context of panel data and using them to analyze the relationship between patents and R & D expenditures. Since a variety of other economic data come in the form of repeated counts of some individual actions or events, the methodology should have wide applications. The statistical models we develop are applications and generalizations of the Poisson distribution. Two…

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自相关误差下若干两阶段回归方法的小样本性质AI 解读

In a linear regression model, when errors are autocorrelated, several asymptotically efficient estimators of parameters have been suggested in the literature. In this paper we study their small sample efficiency using Monte Carlo methods. While none of these estimators turns out to be distinctly superior to the others over the entire range of parameters, there is a definite gain in efficiency to be had from using some two-stage procedure in the presence of moderate high…

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