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误分类模型与劳动力市场动态AI 解读

Measurement error is often a severe problem in longitudinal data such as labor-market flows. Two correction methods have been used for labor-market flows, but the methods tend to adjust the data in opposite directions. One method shows a rigid labor market with long unemployment spells, whereas the other shows the opposite. Because the methods appear theoretically similar, one might interpret the differing results as an indictment of both procedures. This article documents…

经济预测组合：胜算矩阵方法AI 解读

In this article, we test a new method of combining economic forecasts, the odds-matrix approach, using Clemen and Winkler's (1986) data on gross-national-product forecasts. For these data, the results show that the odds-matrix method is more accurate than each of the other methods tested and can be expected to be especially useful when data are nonstationary or sparse.

货币、价格与收入的经验关系再考察AI 解读

This article investigates the relationship between sum, Divisia, and monetary velocity money, prices, and income using the notion of Granger (1969) causality. This is achieved by evaluating empirically (using Dickey–Fuller unit-root tests) whether the macroeconomic time series under consideration are trend stationary or difference stationary and by conducting tests using three different, ad hoc, lag lengths—8, 6, and 4 quarters—as well as a statistically determined—using…

多维福祉度量与密歇根调查数据的不平等分析AI 解读

We demonstrate a multidimensional approach for combining several indicators of well-being, including the traditional money-income indicators. This methodology avoids the difficult and much criticized task of computing imputed incomes for such indicators as net worth and schooling. Inequality in the proposed composite measures is computed using relative inequality indexes that permit simple analysis of both the contribution of each welfare indicator (and its factor…

大型调查中的缺失数据调整AI 解读

Useful properties of a general-purpose imputation method for numerical data are suggested and discussed in the context of several large government surveys. Imputation based on predictive mean matching is proposed as a useful extension of methods in existing practice, and versions of the method are presented for unit nonresponse and item nonresponse with a general pattern of missingness. Extensions of the method to provide multiple imputations are also considered. Pros and…

分类面板数据中的不可忽略无回答：劳动力总流量估计AI 解读

Many large-scale sample surveys use panel designs under which sampled individuals are interviewed several times before being dropped from the sample. The longitudinal data bases available from such surveys could be used to provide estimates of gross change over time. One problem in using these data to estimate gross change is how to handle the period-to-period nonresponse. This nonresponse is typically nonrandom and, furthermore, may be nonignorable in that it cannot be…

对美国商务部领先指标方法的检验AI 解读

Bivariate time series models are built that describe the empirical relationships between industrial production and components of the Composite Index of Leading Indicators (CLI). This reveals the indicators' average lead times at all points of the business cycle, the forms of the distributed lags involved, and their ability to explain later movements in economic activity. The relationship between industrial production and the CLI is also examined and used to test the…

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Morrison and Schmittlein have provided an excellent and readable review of the negative binomial distribution (NBD) model and how various violations of its assumptions may have an impact on inferences drawn from the model. They provide a theory of the sources of bias and the qualitative impact of these bias sourcesespecially the issues of regularity, a spike at 0, and nonstationarity. Their presentation suggests that compensating errors from different sources of bias may…

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消费、闲暇与货币的弱可分性：年度和季度数据的非参数检验比较AI 解读

Among the most fundamental assumptions made in economics are utility maximization and the separability of the arguments in the representative consumer's utility function. These assumptions are important for theoretical and empirical applications of economics. In this article, we present results from nonparametric tests of these assumptions of consumer behavior. We find that utility maximization generally obtains with either annual or quarterly per capita data on consumption…

《推广顾客购买的 NBD 模型：有何影响，是否值得？》回复AI 解读

Donald G. Morrison, David C. Schmittlein, [Generalizing the NBD Model for Customer Purchases: What Are the Implications and Is It Worth the Effort?]: Reply, Journal of Business & Economic Statistics, Vol. 6, No. 2 (Apr., 1988), pp. 165-166

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顾客购买 NBD 模型的推广：含义与投入价值——评论AI 解读

Darius J. Sabavala, [Generalizing the NBD Model for Customer Purchases: What Are the Implications and Is It Worth the Effort?]: Comment, Journal of Business & Economic Statistics, Vol. 6, No. 2 (Apr., 1988), pp. 161-162

失业后淡忘：回溯性失业报告中的回答误差AI 解读

This article examines several aspects of the validity of retrospective reports of unemployment, obtained by a comparison of respondent reports with company records for a sample of workers from a large manufacturing firm. We find that reports of the total amount of unemployment in the calendar year prior to the interview are reasonably accurate, but reports of the timing of spells of unemployment within the year are much less accurate. Estimates of a regression model relating…

时间序列解聚与预测：贝叶斯分析AI 解读

The problem of temporal disaggregation of time series is analyzed by means of Bayesian methods. The disaggregated values are obtained through a posterior distribution derived by using a diffuse prior on the parameters. Further analysis is carried out assuming alternative conjugate priors. The means of the different posterior distributions are shown to be equivalent to some sampling theory results. Bayesian prediction intervals are obtained. Forecasts for future disaggregated…

有限总体抽样预测法下的拉氏价格指数估计AI 解读

Estimators of chain and fixed-base Laspeyres price indexes are studied using the prediction approach to finite population sampling. The estimators include some that are based on those used in several U.S. government index programs and others derived from prediction models. Biases and variances of the estimators are studied for a case in which the reference period index weights are unknown for nonsample items. Under a model for a one-period price change in which items have…

客户购买负二项模型的推广：有何影响，是否值得？AI 解读

An often-used scenario in marketing is that of individuals purchasing in a Poisson manner with their purchasing rates distributed gamma across the population of customers. Ehrenberg (1959) introduced the marketing community to this story and the resulting negative binomial distribution (NBD), and during the past 30 years the NBD model has been shown to work quite well. But the basic gamma/Poisson assumptions lack some face validity. In many product categories, customers…

评《时间序列回归中一种被忽视的供需分离方法》AI 解读

This article examines some difficulties associated with the Haynes–Stone model and attempts to clarify how the model can be justified as representing the hypothesis that “quantity is demand determined and price is supply determined.” It also argues that the applications of such a model as was done by Haynes and Stone might not have resolved the controversies related to the Phillips curve and the supply function of exports (or imports).

基尼系数的方差估计：概率抽样AI 解读

An estimator of the Gini coefficient (the well-known income inequality measure) of a finite population is defined for an arbitrary probability sampling design, taking the sampling design into consideration. Alternative estimators of the variance of the estimated Gini coefficient are introduced. The sampling performance of the Gini coefficient estimator and its variance estimators is studied by means of a Monte Carlo study, using stratified sampling from a miniature…

序列相关与预测组合AI 解读

It is shown that regression-based methods of forecast combination lead to serially correlated combined prediction errors. The form of the serial correlation is characterized, and specification, estimation, and prediction are treated. A fully optimal combined predictor, which exploits the serial correlation, is developed and compared with existing regression-based methods in a numerical example, leading to decreases in mean squared prediction error.

统计过程控制中的时间序列建模AI 解读

In statistical process control, a state of statistical control is identified with a process generating independent and identically distributed random variables. It is often difficult in practice to attain a state of statistical control in this strict sense; autocorrelations and other systematic time-series effects are often substantial. In the face of these effects, standard control-chart procedures can be seriously misleading. We propose and illustrate statistical modeling…

The cost of certain types of warranties is closely related to functions that arise in renewal theory. The problem of estimating the warranty cost for a random sample of size n can be reduced to estimating these functions. In an earlier paper, I gave several methods of estimating the expected number of renewals, called the renewal function. This answered an important accounting question of how to arrive at a good approximation of the expected warranty cost. In this article,…