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直接效用函数中随机偏好变动的序列相关理论AI 解读

Methods of maximum-likelihood search (eg., Hildreth-Lu) for single equations models with autocorrelated disturbances are not easily extended to the multi-equation systems encountered in econometric studies of consumer demand. The obstacle is the large dimension of the space of independent serial correlation coefficients to be partitioned and searched. This paper treats stochastic disturbance vectors in demand/expenditure systems as functions of random disturbances in…

若干工具变量检验程序的改进AI 解读

This paper is concerned with Cornish–Fisher corrections of some instrumental variables test statistics. The tests based on the corrected statistics have size with error of a smaller order of magnitude than the original tests. Symmetric Edgeworth-corrected confidence regions are also defined for the structural parameters. All these corrections are given as analytic formulas that require only limited information, so their implementation is a relatively easy task.

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劳动力状态间总转移流量的估计AI 解读

We present and apply an adjustment procedure for the Bureau of the Census and Bureau of Labor Statistics gross labor-force flows data that addresses two major defects in the data. First, an adjustment procedure is developed to take account of individuals with missing labor-force classifications who are not missing at random. Second, we provide a procedure for adjustment for individuals with spurious labor-force transitions arising because of classification errors in either…

秩删失数据的最大似然回归AI 解读

Linear regression is a common method for analyzing continuous, cardinal data, but it is inappropriate when the dependent variable is an ordinal ranking. The model proposed for analyzing these data sets is the general linear model u = Xβ + ε, where the rank of the dependent variable u is observed instead of its value. A description is given for a numerical algorithm to evaluate the likelihood function that is efficient enough to permit maximum likelihood estimation of…

利用收入分类横截面数据估计电力需求的短期收入弹性AI 解读

This study uses the 1980 energy application survey conducted by Ontario Hydro to estimate a short-run or conditional demand for electricity model. Two-step inference procedures are developed to take account of the special nature of the data in which the income variable is recorded in categorical form. Comparisons of short-run income elasticities with other studies, using the complete information of income variable, are also made.

秩删失数据的最大似然回归AI 解读

Linear regression is a common method for analyzing continuous, cardinal data, but it is inappropriate when the dependent variable is an ordinal ranking. The model proposed for analyzing these data sets is the general linear model u = Xβ + ε, where the rank of the dependent variable u is observed instead of its value. A description is given for a numerical algorithm to evaluate the likelihood function that is efficient enough to permit maximum likelihood estimation of…

利用横截面分组数据估计电力需求的短期收入弹性AI 解读

This study uses the 1980 energy application survey conducted by Ontario Hydro to estimate a short-run or conditional demand for electricity model. Two-step inference procedures are developed to take account of the special nature of the data in which the income variable is recorded in categorical form. Comparisons of short-run income elasticities with other studies, using the complete information of income variable, are also made.

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The bias and first four cumulants of the empirical logit transformation of a binomial variate are studied by means of asymptotic expansions and exact computation. The covariance of the empirical logit and its estimated variance is derived. Neither the +½ correction of Haldane (1955) and Anscombe (1956) nor the −½ suggested by Cox (1970) for weighted logit regression is universally effective in reducing bias. Other corrections are considered. The distribution of the empirical…

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对《相对剥夺曲线及其应用》的评论AI 解读

The article by Kakwani (1984) introduced a measure of inequality that is weighted to take account of a sense of deprivation an individual may feel on seeing others who are better off. In the second part of the article, Kakwani presented estimates of deprivation using Australian data. I would like, first, to comment on the welfare implications of the measure of relative deprivation proposed in the article and, second, to point out some crucial assumptions underlying the use…

医院利用空间分布的多项 Logit 模型AI 解读

Effective planning and management of multi-institutional health care systems require models to explain and predict hospital utilization in a region. In this study, a multinomial logit model has been formulated and estimated for inpatient hospital utilization in a region. Various measures and indexes that account for the relative attractiveness of hospitals are used in the specification of the model. A data base of more than 130,000 patient records is used to estimate the…

失业会持续多久？使用 CPS 数据的错觉与偏差AI 解读

Most data used to study the durations of unemployment spells come from the Current Population Survey, which is a point-in-time survey and gives an incomplete picture of the underlying duration distribution.We introduce a new sample of completed unemployment spells obtained from panel data and apply CPS sampling and reporting techniques to replicate the type of data used by other researchers.Predicted duration distributions derived from this CPS-like data are then compared to…

一般结构方程中工具变量估计量的联合与边际密度AI 解读

Starting from the conditional density of the instrumental variable (IV) estimator given the right-hand-side endogenous variables, we provide an alternative derivation of Phillips' result on the joint density of the IV estimator for the endogenous coefficients, and derive an expression for the marginal density of a linear combination of these coefficients. In addition, we extend Phillips' approximation to the joint density to 0( T −2 ,) and show how this result can be used to…

核分位数估计量的渐近正态性AI 解读

Multidimensional asymptotic normality of the kernel quantile estimator is established under fairly general conditions on the underlying distribution function and on the kernel. Sharpening these assumptions, one can utilize the proof to achieve also a bound for the rate of convergence which entails the comparison of the kernel estimator with the empirical quantile on the basis of their covering probabilities.

截断数据下的分布函数估计AI 解读

Let $\mathscr{P}$ be a finite population with $N \geq 1$ elements; for each $e \in \mathscr{P}$, let $X_e$ and $Y_e$ be independent, positive random variables with unknown distribution functions $F$ and $G$; and suppose that the pairs $(X_e, Y_e)$ are i.i.d. We consider the problem of estimating $F, G$, and $N$ when the data consist of those pairs $(X_e, Y_e)$ for which $e \in \mathscr{P}$ and $Y_e \leq X_e$. The nonparametric maximum likelihood estimators (MLEs) of $F$ and $G$…

多重社会关系的统计分析AI 解读

Loglinear models are adapted for the analysis of multivariate social networks, a set of sociometric relations among a group of actors. Models that focus on the similarities and differences between the relations and models that concentrate on individual actors are discussed. This approach allows for the partitioning of the actors into blocks or subgroups. Some ideas for combining these models are described, and the various models and computational methods are applied to the…

税收抵扣对慈善捐赠水平影响的一致估计AI 解读

When charitable contributions are tax deductible, the marginal price of charitable giving in other consumption foregone per dollar of contributions is generally less than unity. Further, if the income tax schedule is a progressive step function, the marginal price of contributions is generally a rising step function of the level of contributions. The problem of estimating a contributions demand function for individuals is therefore complicated by the spurious correlation…

基于消费的跨期资本资产定价模型：商品期货价格检验AI 解读

ABSTRACT In this paper we extend the multigood futures pricing model of Grauer and Litzenberger [9] to a dynamic discrete time setting. We then test the model using data on futures prices for corn, wheat, and soybeans. The parameter estimates we obtain are similar to those obtained by other researchers using stock return data. The model itself is rejected and we offer some suggestions as to which assumption may be violated. We also give an interpretation to the…

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用最小二乘平滑分析田间试验AI 解读

SUMMARY Assuming a smooth trend plus independent error model for the environmental effects in the yields of a field plot experiment, least squares smoothing methods are developed to estimate both the treatment effects and the unknown trend. Treatment estimates are closely related to those resulting from a generalized least squares analysis in which the covariance structure for the environmental effects has a particular form. However, the main emphases are on the accuracy of…