日期精度：到日 3192 篇 · 到月 3073 篇 · 到年 476 篇 · 未提供 22 篇
准线性均值的推广：收入不平等度量与解决阿莱悖论的决策理论应用
Chew Soo Hong, A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox, Econometrica, Vol. 51, No. 4 (Jul., 1983), pp. 1065-1092
讨论：位似可分性对份额方程价格弹性的含义
The assumption of homothetically separable utility (HSU) has been widely used in many recent studies of consumer demand. Atkinson (1979,1981), Caves and Christensen (1980), and Lau and Lillard (1979) maintain rather than test HSU in estimating price elasticities for electricity time-of-use pricing experiments, because of the nature of the data collected. Maintaining HSU when it cannot be supported by the structure of consumer preferences may lead to substantial biases in…
检验生产的随机结构：一种灵活的矩方法
Conventional production function specifications are shown to impose restrictions on the probability distribution of output that cannot be tested with the conventional models. These restrictions have important implications for firm behavior under uncertainty. A flexible representation of a firm's stochastic technology is developed based on the moments of the probability distribution of output. These moments are a unique representation of the technology and are functions of…
位似可分性下价格弹性估计的偏误：对电力高峰负荷定价分析的含义——讨论
Richard W. Parks, [The Bias in Price Elasticity Estimates under Homothetic Separability: Implications for Analysis of Peak-Load Electricity Pricing]: Discussion, Journal of Business & Economic Statistics, Vol. 1, No. 3 (Jul., 1983), pp. 221-225
用普通最小二乘进行 Logistic 回归与判别分析
If the observations for fitting a polytomous logistic regression model satisfy certain normality assumptions, the maximum likelihood estimates of the regression coefficients are the discriminant function estimates. This article shows that these estimates, their unbiased counterparts, and associated test statistics for variable selection can be calculated using ordinary least squares regression techniques, thereby providing a convenient method for fitting logistic regression…
置换检验功效的 Edgeworth 展开
A randomization model for a two-sample situation with additive treatment effects is considered. Edgeworth expansions for the power of the usual permutation test are derived, under some conditions on the unit errors, from previously obtained expansions under the null hypothesis of no treatment effect. A general error structure is considered and conditions for the validity of the expansions for both conditional and unconditional power are examined. The results are shown to…
儿童死亡后的生育反应：最大似然估计模型
The individual household's fertility response to an experienced child death, the replacement probability, is estimated for Brazil using a maximum likelihood estimation model. This model, which treats births, deaths, and replacement births as endogenous and which assumes discrete distributions for these random variables, avoids the statistical problems of earlier estimates. The model allows the distribution of births, deaths, and replacement births to vary with included…
儿童死亡后的生育反应：一个最大似然估计模型
The individual household's fertility response to an experienced child death, the replacement probability, is estimated for Brazil using a maximum likelihood estimation model. This model, which treats births, deaths, and replacement births as endogenous and which assumes discrete distributions for these random variables, avoids the statistical problems of earlier estimates. The model allows the distribution of births, deaths, and replacement births to vary with included…
外生儿童死亡率对生育的影响：含动态回归变量的等待时间回归
In this paper [the authors] develop and implement an econometric methodology estimating a family-specific exogenous component of life-expectancy in order to determine the responsiveness of fertility to exogenous changes in child mortality. [They] use a generalized waiting time regression model applied to length of life which is viewed as the output of a production process. [They] allow for family-specific heterogeneity in duration of life and for time-varying explanatory…
库存与价格不灵活性
A firm maximizing expected discounted profits, taking account of the actions of its competitors, choosing price and output before (stochastic) demand is known, and holding inventories or unfilled orders to accommodate discrepancies between output and demand, is shown to respond to a change in demand by changing its output whether the demand change is transitory or permanent, but by changing the price it charges only if the demand change is permanent. This proposition is…
从实际选择中恢复风险偏好
SINCE ITS INTRODUCTION, the expected utility hypothesis has been widely used in the construction of economic models. More recently, attention has focused on the conditions under which it is possible in principle to recover individual investors' risk preferences from their demand for assets (Dybvig and Polemarchakis [2]). This paper represents a first attempt to recover preferences operationally from data on the actual demand for assets. Numerous difficulties are encountered…
二元选择模型的分布无关极大似然估计量
is a given function of the exogenous variables z and unknown parameters 9, representing the systematic component of the utility difference, and F is the distribution function of the random component of the utility difference. This paper describes a method of estimating the parameters 9 without assuming any functional form for the distribution function F, and proves that this estimator is consistent. F is also consistently estimated. The method uses maximum likelihood…
家庭组成社区中的疾病传染性
Procedures for making inference about both the mean potential that an infective has for infecting a given susceptible from the same household, and the mean potential he has for infecting a given susceptible from another household are proposed. These estimation procedures provide a check for the assumption that the disease spreads homogeneously through the community, that is the assumption of homogeneous mixing. They also provide a means of checking whether or not the spread…
利用合并汇总数据估计家庭短期电力需求
Short-run household electricity demand has been estimated with conditional demand models by a variety of authors using both aggregate data and disaggregate data. Disaggregate data are most desirable for estimating these models. However, in many cases, available disaggregate data may be inappropriate. Furthermore, disaggregate data may be unavailable altogether. In these cases, readily available aggregate data may be more appropriate. This article develops and evaluates an…
收入分布模型的若干抽样性质
A recently proposed model for describing the distribution of income over a population, based on the Burr distribution, has been shown to fit better than the commonly used lognormal or gamma distributions. The current article extends that analysis by deriving the large-sample properties of the maximum likelihood estimates for this three-parameter model. Consequently, resulting confidence intervals for some measures of income inequality (including the Gini index) are used to…
利用非随机处理分配：犯罪控制项目的断点回归评估
Despite the enormous potential of regression-discontinuity, quasi-experimental procedures, they have to date rarely been used in the evaluation of large-scale social programs. In this article, we report an evaluation of such a program in which a regression-discontinuity analysis is employed. Through a change in legislation, the program in question extended eligibility for unemployment benefits to prisoners after their release from prison. The regression-discontinuity…
公共项目分析：一种新的分类数据方法
I: Foundations.- 1. Multidimensional Contingency Tables.- 2. Guidelines for Analysis.- What Are Categorical Data?.- Is This a Categorical Data Problem?.- What Function Should Be Analyzed?.- What Sample Size Is Required?.- Are Zero Cells a Problem?.- How Many Analyses Should Be Performed?.- What Levels of Significance Should Be used?.- Summary.- 3. Contingency Table Analysis: The WLS Approach.- The Contingency Table.- Formation of Functions.- The Variance of a Function.- The…
含选择性问题的广义计量经济模型
During the recent years, there is substantial interest in the econometric models with qualitative and censored dependent variables. The important contributions on these topics by Amemiya [1973J, McFadden [1973J and Heckman [1974J among others stimulate the recent
二元结局观察研究对未观测二元协变量的敏感性评估
SUMMARY This paper proposes a simple technique for assessing the range of plausible causal conclusions from observational studies with a binary outcome and an observed categorical covariate. The technique assesses the sensitivity of conclusions to assumptions about an unobserved binary covariate relevant to both treatment assignment and response. A medical study of coronary artery disease is used to illustrate the technique.
田间试验的最近邻分析
SUMMARY The paper is in two parts. Part I presents results of a Monte Carlo randomization study of Papadakis's covariance method of NN analysis which show that (i) a non-iterated Papadakis analysis tends to be conservatively biassed; (ii) iteration of the analysis as suggested by Bartlett (1978) leads to substantial positive bias in the treatment F ratio; (iii) the method is very inefficient when there are substantial trend effects in the data. A theoretical explanation of…
多项离散选择模型中分布错设下极大似然估计一致性的充分条件
Paul A. Ruud, Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models, Econometrica, Vol. 51, No. 1 (Jan., 1983), pp. 225-228
仅在变量上非线性的方程系统的识别问题
This paper examines the identifiability of the coefficients of a single equation in a simultaneous equation model which is nonlinear only in the variables. The concept of identifiability in this model is motivated and developed using the closely related concept of observational equivalence. This framework is then utilized to develop necessary and sufficient conditions for identifiability when the disturbances are required to be independent of the exogenous variables. The…