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Invariance Axioms and Economic Indexes
不变性公理与经济指数
exhibited. We present axiom systems for indexes of several economic variables: inputs, outputs, prices, wages, inflation, and technological change. In addition to conventional smoothness and proportionality conditions, in each case an Invariance Axiom is proposed. For technological change this says, in a sense, that when there is no technological change there is no change in the index. One can prove that in each case there is a unique index satisfying the axioms, and this is…
Estimation with Heteroscedastic Error Terms
Linear Probability Functions and Discriminant Functions
The Role of Macroeconomic Models in Short-Term Forecasting
Specification and Estimation of Cobb-Douglas Production Function Models
In this paper we consider the specification and estimation of the Cobb-Douglas production function model. After reviewing the "traditional " specifying assumptions for the model which are based on deterministic profit maximization, we develop a model in which profits are stochastic and in which maximization of the mathematical expectation of profits is posited. "Sampling theory " and Bayesian estimation techniques for this model are presented. 1.
Computational Accuracy and Estimation of Simultaneous Equation Econometric Models
Testing Single-Equation Least Squares Regression Models for Autocorrelated Disturbances
Simplification of Economic Models
Factor Analysis and Regression
Comment on "The Distributed Lag Between Capital Appropriations and Expenditures"
Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas
Maximization by Quadratic Hill-Climbing
A Note on Separability in Demand Analysis
Application of the General Linear Model to Seasonal Adjustment of Economic Time Series
Statistical vs. Structural Explanations of Understatement and Regressivity in "Rational" Expectations
Specification Analysis in the Estimation of Parameters of a Simultaneous Equation Model with Autoregressive Residuals
Simultaneous Tests for Trend and Serial Correlations for Gaussian Markov Residuals
In the paper, exact tests are proposed for testing the trend in the presence of autocorrelation and also for testing the trend and autocorrelation simultaneously in a first order Markov process. Also, the simultaneous confidence intervals associated with these tests are derived. These results are extended to a higher order Markov process.
Errors of Measurement and Least Squares Estimation in a Simple Recursive Model of Dynamic Equilibrium
where Yt and Xt are subject to random errors of measurement ut and vt, respectively, with E(u) = E(vt) = 0, E(u2) = u, E(v2) = 2, E(utvt) = , and E(utu')E(vtsv) = 0 for t # t', is applied to a simple system of difference equations. The paper treats two such models, which differ in that one system is specified as deterministic except for measurement error, while the second model includes random in the equations as well. The investigation focuses on the possible consistency of…
The Use of the Pearsonian Approximation in Comparing Deflated and Undeflated Regression Estimates
Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential Equations
The Estimation of Marginal Product from a Cobb-Douglas Production Function
Cobb–Douglas 生产函数中的边际产出估计
The sampling properties of the usual estimator of marginal product from a CobbDouglas production function are studied under the assumption of normally distributed errors. The asymptotic normality of these estimators is demonstrated and certain special cases are considered for which the asymptotic distribution is particularly simple. An alternative estimator of marginal product is suggested which has both a smaller bias and greater precision than the usual estimator.…
Rational Distributed Lag Functions
Use of the Durbin-Watson Statistic in Inappropriate Situations
IN RECENT years the Durbin-Watson statistic has been used uncritically to test for serial correlation the of relationships containing lagged endogenous which are estimated by single or simultaneous equations methods. When lagged endogenous are included an equation estimated by ordinary least squares, however, the Durbin-Watson statistic is asymptotically biased towards 2 (the value which it should have if no serial correlation is fact present). is doubtful, therefore, that…