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A stractThe theory of wage indexation implies that if workers are more risk averse than firms, then workers will pay a price in order to obtain wage indexation. This prediction is tested on a sample of 3,115 U.S. manufacturing collective bargaining negotiations from 1967 to 1982. The dependent variable is the expected real wage level taking into account expected cost of living payments (Colas). Using instrumental variables or fixed effects techniques to account for the…

回归分位数及相关经验过程的强一致性AI 解读

The strong consistency of regression quantile statistics (Koenker and Bassett [4]) in linear models with iid errors is established. Mild regularity conditions on the regression design sequence and the error distribution are required. Strong consistency of the associated empirical quantile process (introduced in Bassett and Koenker [1]) is also established under analogous conditions. However, for the proposed estimate of the conditional distribution function of Y, no…

误差成分模型的工具变量估计AI 解读

On propose des estimateurs efficaces en considerant des hypotheses alternatives sur les sources d'endogeneite et les proprietes de variance-covariance des perturbations

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三阶超越对数效用函数AI 解读

This article examines the advantages of estimating a third-order rather than a second-order translog utility function in a theoretical and empirical context. It is demonstrated that the rigor of tests for appropriate functional form is increased by increasing the order of approximation. An empirical example demonstrates that a second-order approximation can lead to inconsistent parameter estimates, whereas the third-order translog allows for better modeling of the preference…

误差具有序列相关的交叉滞后面板模型AI 解读

Cross-lagged panel studies are studies in which two or more variables are measured for a large number of subjects at each of several points in time. The variables divide naturally into two sets, and the purpose of the analysis is to estimate and test the cross-effects between the two sets. One approach to this analysis is to treat the cross-effects as parameters in regression equations. This study contributes to this approach by extending the regression model to a…

实验面板数据中的样本流失与劳动供给反应AI 解读

Sample attrition is a potentially serious problem for analysis of panel data, particularly experimental panel data. In this article, a variety of estimation procedures are used to assess the importance of attrition bias in labor supply response to the Seattle and Denver Income Maintenance Experiments (SIME/DIME). Data from Social Security Administration earnings records and the SIME/DIME public use file are used to test various hypotheses concerning attrition bias. The study…

实验面板数据中的样本流失与劳动供给反应：替代校正程序研究AI 解读

Philip K. Robins, Richard W. West, Sample Attrition and Labor Supply Response in Experimental Panel Data: A Study of Alternative Correction Procedures, Journal of Business & Economic Statistics, Vol. 4, No. 3 (Jul., 1986), pp. 329-338

分段线性预算约束的计量经济学：综述与最大似然方法阐释AI 解读

Robert Moffitt, The Econometrics of Piecewise-Linear Budget Constraints: A Survey and Exposition of the Maximum Likelihood Method, Journal of Business & Economic Statistics, Vol. 4, No. 3 (Jul., 1986), pp. 317-328

分段线性预算约束的计量经济学AI 解读

In this article maximum likelihood techniques for estimating consumer demand functions when budget constraints are piecewise linear are exposited and surveyed. Consumer demand functions are formally derived under such constraints, and it is shown that the functions are themselves nonlinear as a result. The econometric problems in estimating such functions are exposited, and the importance of the stochastic specification is stressed, in particular the specification of both…

条件经验过程AI 解读

We prove a Donsker-type invariance principle for a nearest-neighbor-type conditional empirical process. As an application we show asymptotic normality of conditional quantiles and derive large-sample distribution-free tests and confidence bands for a conditional distribution function.

汇总数据、生态回归与投票转移AI 解读

Voting data typically comprise the marginal distributions of votes cast at two successive elections. The fact that these obtain separately for many voting precincts or areas enables one to estimate the actual transition probabilities for movements between the options available to the voter at each election. An aggregated compound multinomial model is proposed. This allows log-linear dependence on various covariates and specifies a simple and illuminating structure of random…

用潜在马尔可夫模型估计多期面板中的回答误差AI 解读

When direct measures of response error are not available in multiwave panel data, latent Markov chain models can provide a useful framework for analysis of response errors. These models permit the estimation of real change and response error even when the observations are widely spaced. This methodology is illustrated with Social Security Administration panel data from the years 1971, 1972, and 1974 (see Frohlich 1975 and Social Security Administration 1979a,b) on…

马来西亚儿童健康、母乳喂养与存活：随机效应Logit方法AI 解读

This study examines the possibility that estimation of the effect of breast-feeding on infant survival is affected by selection bias, in that children who are healthier at birth may be more likely to be breast-fed. Data are from the 1976 Malaysian Family Life Survey. "Ordinary logit models for breast-feeding and survival are estimated, and the results suggest that selection is indeed present. For example, children of higher birth weight appear to be more likely to be…

汇总数据、生态回归与投票转移AI 解读

Voting data typically comprise the marginal distributions of votes cast at two successive elections. The fact that these obtain separately for many voting precincts or areas enables one to estimate the actual transition probabilities for movements between the options available to the voter at each election. An aggregated compound multinomial model is proposed. This allows log-linear dependence on various covariates and specifies a simple and illuminating structure of random…

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零支出与恩格尔曲线估计AI 解读

Abstract Over the brief interview periods typical of budget surveys (such as the U.K. Family Expenditure Survey) households' recorded expenditures are liable to be misleading indicators of their underlying consumption. Most starkly, a household may not be observed to purchase commodities that it nevertheless consumes. This paper considers the implications of such measurement errors for the estimation of demand systems, and derives a consistent estimator for the special case…

联立方程 Tobit 模型的外生性检验及其劳动供给应用AI 解读

A test of weak exogeneity in the simultaneous equation Tobit model is proposed and illustrated using a female labour supply model estimated using cross-section data. The test statistic can be simply output from any standard Tobit maximum likelihood package, and is asymptotically efficient. The procedure provides consistent estimators for the simultaneous Tobit model whose asymptotic covariance matrix is a simple extension of the usual Tobit formula. We also provide the…

用于处理与对照比较的渐近最优平衡处理不完全区组设计子类AI 解读

Incomplete block designs for estimation of treatment-control differences are studied. A class of designs for this purpose, called balanced treatment incomplete block designs, has recently been proposed and studied by several authors. Here, a relatively small subclass of these designs is shown to contain the asymptotically optimal design under the criterion of minimizing the length of simultaneous confidence intervals for treatment-control differences. These results can be…

价格调整的频率AI 解读

Data on the newsstand prices of American magazines is used to investigate the determinants of the frequency of nominal price change. Magazine price changes, often coming after real prices have fallen by one quarter, provide strong evidence for monopolistic sticky price models. The data is examined by applying a fixed effects logit specification to the price change rule implied by a target-threshold model of a firm facing general price inflation, an uncertain future and…

线性 logit 模型中的奇异性与自回归扰动AI 解读

The implications of including autoregressive disturbances in linear logit models of demand systems are explored. It is argued that the normality assumption of the error terms is more appropriate in the linear logit model than in a share equation model with additive disturbances (commonly found in the literature). Autoregressive disturbances and their implications for model estimation are discussed in that context. Both theoretical arguments and empirical evidence are…