{"title":"Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects","authors":"Lixiong Yang, I-Po Chen, Chingnun Lee, Mingjian Ren","doi":"10.1080/07474938.2024.2339147","DOIUrl":"https://doi.org/10.1080/07474938.2024.2339147","url":null,"abstract":"This article introduces a panel threshold model with covariate-dependent and time-varying thresholds and unobserved individual-specific threshold effects (PTCDI). We develop methods for estimation ...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"75 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140623001","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A hybrid nonparametric multivariate density estimator with applications to risk management","authors":"Juan Lin, Ximing Wu","doi":"10.1080/07474938.2024.2334119","DOIUrl":"https://doi.org/10.1080/07474938.2024.2334119","url":null,"abstract":"Multivariate density estimation is plagued by the curse of dimensionality in theory and practice. We propose a hybrid density estimator of a multivariate density f that combines the strengths of th...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"23 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140611040","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency","authors":"Jun Cai, William C. Horrace, Yoonseok Lee","doi":"10.1080/07474938.2024.2328905","DOIUrl":"https://doi.org/10.1080/07474938.2024.2328905","url":null,"abstract":"We study a semiparametric panel stochastic frontier model with nonseparable unobserved heterogeneity, which allows for time-varying conditional heteroskedastic productivity components. It does not ...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"18 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140578072","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Christopher F. Parmeter, Léopold Simar, Ingrid Van Keilegom, Valentin Zelenyuk
{"title":"Inference in the nonparametric stochastic frontier model","authors":"Christopher F. Parmeter, Léopold Simar, Ingrid Van Keilegom, Valentin Zelenyuk","doi":"10.1080/07474938.2024.2339193","DOIUrl":"https://doi.org/10.1080/07474938.2024.2339193","url":null,"abstract":"This article is the first in the literature to discuss in detail how to conduct various types of inference in the stochastic frontier model when it is estimated using nonparametric methods. We disc...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"90 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140577773","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Locally time-varying parameter regression","authors":"Zhongfang He","doi":"10.1080/07474938.2024.2330127","DOIUrl":"https://doi.org/10.1080/07474938.2024.2330127","url":null,"abstract":"I discuss a framework to allow dynamic sparsity in time-varying parameter regression models. The conditional variances of the innovations of time-varying parameters are time varying and equal to ze...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"86 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140578078","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Econometric ReviewsPub Date : 2024-04-01Epub Date: 2023-08-01DOI: 10.1007/s12291-023-01147-y
Yasser Fakri Mustafa
{"title":"Harmful Free Radicals in Aging: A Narrative Review of Their Detrimental Effects on Health.","authors":"Yasser Fakri Mustafa","doi":"10.1007/s12291-023-01147-y","DOIUrl":"10.1007/s12291-023-01147-y","url":null,"abstract":"<p><p>The production of harmful free radicals (H-FRs), especially those with oxygen or nitrogen atoms, depends on both internal and environmental causes. The negative effects of H-FRs are greatly alleviated by antioxidant protection. The harmful impact of oxidative stress, or OS, is brought on by a disparity between the defense mechanisms of the body and the creation of H-FRs. Aging is characterized by a slow decline in tissue and organ competence. Age-mediated pathologies start as an aberrant accumulation of H-FRs, which inhibit cells' capacity to divide, repair, and operate, based on the OS theorem of aging. The natural outcome of this situation is apoptosis. These conditions may include skeletal muscle dysfunction, cancer, cardiovascular, chronic hepatitis, chronic renal, and chronic pulmonary disorders. Given the substantial role that OS plays in the progression of many of these illnesses, antioxidant-based therapy may have a favorable impact on how these diseases progress. To ascertain the true efficacy of this therapy strategy, more research is necessary. The aim of this study is to provide an overview of the literature on this challenging issue that is attracting interest.</p>","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"1 1","pages":"154-167"},"PeriodicalIF":2.1,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10987461/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81580162","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Doubly robust estimation of multivariate fractional outcome means with multivalued treatments","authors":"Akanksha Negi, Wooldridge Jeffrey M.","doi":"10.1080/07474938.2024.2310987","DOIUrl":"https://doi.org/10.1080/07474938.2024.2310987","url":null,"abstract":"This article suggests a doubly robust method of estimating potential outcome means for multivariate fractional outcomes when the treatment of interest is unconfounded and can take more than two val...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"79 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140073379","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ramses H. Abul Naga, Christopher Stapenhurst, Gaston Yalonetzky
{"title":"Inferring inequality: Testing for median-preserving spreads in ordinal data","authors":"Ramses H. Abul Naga, Christopher Stapenhurst, Gaston Yalonetzky","doi":"10.1080/07474938.2024.2306069","DOIUrl":"https://doi.org/10.1080/07474938.2024.2306069","url":null,"abstract":"The median-preserving spread (MPS) ordering for ordinal variables has become ubiquitous in the inequality literature. We devise statistical tests of the hypothesis that a distribution G is not an M...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"301 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140036687","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Lukang Huang, Wei Huang, Oliver Linton, Zheng Zhang
{"title":"Nonparametric estimation of mediation effects with a general treatment","authors":"Lukang Huang, Wei Huang, Oliver Linton, Zheng Zhang","doi":"10.1080/07474938.2024.2314092","DOIUrl":"https://doi.org/10.1080/07474938.2024.2314092","url":null,"abstract":"To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This article examines the estimation of the direct an...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"9 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139901791","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Confidence intervals for intentionally biased estimators","authors":"David M. Kaplan, Xin Liu","doi":"10.1080/07474938.2024.2312288","DOIUrl":"https://doi.org/10.1080/07474938.2024.2312288","url":null,"abstract":"We propose and study three confidence intervals (CIs) centered at an estimator that is intentionally biased to reduce mean squared error. The first CI simply uses an unbiased estimator’s standard e...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"19 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139755943","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}