搜索结果: 31-45 共查到“知识库 数量经济学”相关记录802条 . 查询时间(1.97 秒)
We consider the following problem. There is a structural equation of interest that contains an explanatory variable that theory predicts is endogenous. There are one or more instrumental variables tha...
Test of Random vs Fixed E§ects with Small Within Variation
Test of Random Fixed E§ects Small Within Variation
2015/9/18
Comparisons of within and between estimators using the conventional Hausman test may besubject to statistical problems if the within variation is not su￠ ciently large. Adopting an alternative asympto...
Multiperiod Optimization in Economic Systems with Unknown Parameters
Multiperiod Optimization Economic Systems
2015/8/5
Multiperiod Optimization in Economic Systems with Unknown Parameters.
Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model
Asymptotic Properties Multiperiod Control Rules
2015/8/5
This is the value of the control rule which would be used if one treated ,d as
known with certainty and equal to the least squares estimate. We call this rule
the least squares certainty equivalence...
A Criterion for Multiperiod Controls in Economic Models with Unknown Parameters
Multiperiod Controls Economic Models
2015/8/5
A Criterion for Multiperiod Controls in Economic Models with Unknown Parameters.
The Deterrence Controversy: A Reconsideration of the Time Series Evidence
Deterrence Controversy Time Series Evidence
2015/8/5
The Deterrence Controversy: A Reconsideration of the Time Series Evidence.
Some Experimental Results on the Statistical Properties of Least Squares Estimates in Control Problems
Statistical Properties Control Problems
2015/8/5
The statistical properties of the certainty equivalence control rule and of the least squares
estimates generated by this rule are examined experimentally in a linear model with two
unknown paramete...
Strong Consistency of Least Squares Estimates in Normal Regression
Strong Consistency Least Squares Estimates Normal Regression
2015/8/5
Strong Consistency of Least Squares Estimates in Normal Regression.
Methods of Efficient Parameter Estimation in Control Problems
Efficient Parameter Estimation Control Problems
2015/8/5
Methods of Efficient Parameter Estimation in Control Problems.
On An Efficient Two-Step Estimator for Dynamic Simultaneous Equation Models with Autoregressive Errors
Dynamic Simultaneous Equation Models Autoregressive Errors
2015/8/5
On An Efficient Two-Step Estimator for Dynamic Simultaneous Equation Models with Autoregressive Errors.
STRUCTURAL ECONOMETRIC MODELING: RATIONALES AND EXAMPLES FROM INDUSTRIAL ORGANIZATION
structural econometric model market power auctions regulation entry
2015/7/31
This chapter explains the logic of structural econometric models and compares them
to other types of econometric models. We provide a framework researchers can use
to develop and evaluate structural...
An Econometric Analysis of the Asymmetric Information, Regu lator-Ut lity Interaction
Asymmetric Information Regu lator-Ut lity
2015/7/31
This paper presents procedures for estimating the parameters of a
regulated firm's production function which explicitly model the impact of the private
information possessed by utility in the regu...
This paper develops three asymptotically equivalent tests for examining the validity of imposing
linear inequality restrictions on the parameters of linear econometric models. First we consider the ...
LOCAL AND GLOBAL TESTING OF LINEAR AND NONLINEAR INEQUALITY CONSTRAINTS IN NONLINEAR ECONOMETRIC MODELS
LOCAL AND GLOBAL TESTING NONLINEAR INEQUALITY
2015/7/31
This paper considers a general nonlinear econometric model framework that
contains a large class of estimators defined as solutions to optimization
problems. For this framework we derive several a...
Explaining the Gender Gap in Math Test Scores:The Role of Competition
Gender Gap Math Test Scores Role of Competition.
2015/7/23
Explaining the Gender Gap in Math Test Scores:The Role of Competition.