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The estimation of complete aggregation structures
Reply to Marsh's note
Identification of the coefficients in a non-linear
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
广义矩估计量渐近协方差矩阵下界的计算方法
For many time series estimation problems, there is an infinite-dimensional class of generalized method of moments estimators that are consistent and asymptotically normal. This paper suggests a procedure for calculating the greatest lower bound for the asymptotic covariance matrices of such estimators. The analysis focuses on estimation problems in which the data are generated by a stochastic process that is stationary and ergodic. The calculation of the bound uses…
Explicitly infinite-dimensional Bayesian analysis of production technologies
Non-parametric hypothesis testing procedures and applications to demand analysis
The minflex-laurent translog flexible functional form
The three-dimensional global properties of the minflex laurent, generalized leontief, and translog flexible functional forms
Alternative methods for evaluating the impact of interventions
Non-parametric analysis of optimizing behavior with measurement error
Diagnostic testing and evaluation of maximum likelihood models
Tests for the consistency of consumer data
Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
帕累托—库普曼有效经验生产函数的数据包络分析基础
The construction and analysis of Pareto-efficient frontier production functions by a new Data Envelopment Analysis method is presented in the context of new theoretical characterizations of the inherent structure and capabilities of such empirical production functions. Contrasts and connections with other developments, including solutions of some remaining problems, are made re aspects such as informatics, economies of scale, isotonicity and non-concavity, discretionary and…
On models and methods for Bayesian time series analysis
Stochastic coefficient regression estimates of the sources of shifts into MMDA deposits using cross-section data
Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints
Efficiency of iterative estimators in the regression model with AR(1) disturbances
Some robust exact results on sample autocorrelations and tests of randomness
Generalized method of moments specification testing
The value of imperfect sample separation information in mixtures of normal distributions
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
具有改进有限样本性质的若干异方差稳健协方差估计量
We examine several modified versions of the heteroskedasticity-consistent covariance matrix estimator of Hinkley (1977) and White (1980). On the basis of sampling experiments which compare the performance of quasi t statistics, we find that one estimator, based on the jackknife, performs better in small samples than the rest. We also examine finite-sample properties using modified critical values based on Edgeworth approximations, as proposed by Rothenberg (1988). In…