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A Bayesian Dynamic Model for Incomplete Preferences with No-Choice Options in Conjoint Analysis 联合分析中无选择不完全偏好的贝叶斯动态模型
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-07-15 DOI: 10.2139/ssrn.3652086
R. Igari, Makito Takeuchi
{"title":"A Bayesian Dynamic Model for Incomplete Preferences with No-Choice Options in Conjoint Analysis","authors":"R. Igari, Makito Takeuchi","doi":"10.2139/ssrn.3652086","DOIUrl":"https://doi.org/10.2139/ssrn.3652086","url":null,"abstract":"In the analysis of ranking data such as ranking based conjoint analysis, it is common that all preference ranks are obtained in each trial. However, if there is an no-choice option in alternatives such as conjoint profiles, the ranking ends there, and partial ranking data with a structure depending on the individuals and the trials is observed. We propose a rank-ordered logit model and Bayesian estimation method for partial ranking data with no-choice options that have different ranking structures for each individual and trial. In the model, we consider the latent variables that vary according to each individual and time and decompose them into individual and temporal heterogeneity. Specifically, we consider individuals' heterogeneities using a hierarchical Bayesian model, individuals' learning and evolution of preference using a dynamic linear model, and estimate parameters via the Markov chain Monte Carlo method. For empirical analysis, we apply the proposed model to the analysis of the ranking data obtained by the conjoint measurement method. From the results of conjoint data analysis for smartphones, it is confirmed that the preference or relative importance of the attributes change among trials.","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"51 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84703234","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Could the Altman Z-Score Model Detect the Financial Distress in Ghana? Multivariate Discriminant Analysis Altman Z-Score模型能否检测加纳的金融危机?多元判别分析
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-06-23 DOI: 10.22495/cgsrv4i2p1
J. MacCarthy, Richard Amoasi-Andoh
{"title":"Could the Altman Z-Score Model Detect the Financial Distress in Ghana? Multivariate Discriminant Analysis","authors":"J. MacCarthy, Richard Amoasi-Andoh","doi":"10.22495/cgsrv4i2p1","DOIUrl":"https://doi.org/10.22495/cgsrv4i2p1","url":null,"abstract":"The purpose of this paper is to assess the effectiveness of the Altman Z-score model to discriminate between financially distressed and non-financially distressed manufacturing firms listed on the Ghana Stock Exchange. Eleven firms consisting of two financially distressed and nine non-financially distressed manufacturing firms were analysed. Independent descriptive statistics, independent sample t-test, and multivariate discriminant analysis were the analytical tools used to analyse the hypotheses of this study. The study revealed that working capital/total assets and sales/total assets were the major discriminators of financially distressed firms on the Ghana Stock Exchange. Multivariate discriminant analysis revealed an accuracy rate of 79.9% to detect financially distressed firms in Ghana.","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"46 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75252685","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Operationalizing Reverse Bayesiansim 逆向贝叶斯算法的操作化
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-05-19 DOI: 10.2139/ssrn.3605584
Surajeet Chakravarty, D. Kelsey, Joshua C. Teitelbaum
{"title":"Operationalizing Reverse Bayesiansim","authors":"Surajeet Chakravarty, D. Kelsey, Joshua C. Teitelbaum","doi":"10.2139/ssrn.3605584","DOIUrl":"https://doi.org/10.2139/ssrn.3605584","url":null,"abstract":"Karni and Vierø (2013) propose a model of belief revision under growing awareness — reverse Bayesianism — which posits that as a person becomes aware of new acts, consequences, or act-consequence links, she revises her beliefs over an expanded state space in a way that preserves the relative likelihoods of events in the original state space. A key limitation of the model is that reverse Bayesianism alone does not fully determine the revised probability distribution. We provide an assumption — act independence — that imposes additional restrictions on reverse Bayesian belief revision. We show that under act independence, knowledge of the probabilities of new events in the expanded state space is sufficient to fully determine the revised probability distribution in each case of growing awareness. We thereby operationalize the reverse Bayesian model for applications. To illustrate how act independence operationalizes reverse Bayesianism, we consider the law and economics problem of optimal safety regulation.","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"24 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84362359","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
NOWCASTING with NNS 现在和NNS一起
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-05-09 DOI: 10.2139/ssrn.3589816
Fred Viole
{"title":"NOWCASTING with NNS","authors":"Fred Viole","doi":"10.2139/ssrn.3589816","DOIUrl":"https://doi.org/10.2139/ssrn.3589816","url":null,"abstract":"This quick introductory note is intended to provide the background to the frequency alignment problem of analyzing disparate economic variables of interest, a solution, and its use in the nonparametric vector autoregression NNS.VAR().","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"35 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81315314","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Relationship Between Self-Efficacy, Self-Control and Self-Esteem to Students Academic Procrastination 自我效能、自我控制和自尊对学生学业拖延的影响
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-05-05 DOI: 10.2139/ssrn.3644522
Febi Ferdian Farhan
{"title":"The Relationship Between Self-Efficacy, Self-Control and Self-Esteem to Students Academic Procrastination","authors":"Febi Ferdian Farhan","doi":"10.2139/ssrn.3644522","DOIUrl":"https://doi.org/10.2139/ssrn.3644522","url":null,"abstract":"This study aims to determine the relationship between self-efficacy, self-control and self-esteem to students academic procrastination. The research method used was a questionnaire method with a qualitative approach. The research method used was a survey method with a causality approach. The population in this study were 200 high school students. Data collection techniques using literature and questionnaire techniques. The results show that the value of X affects Y, where the results are normally distributed because the Asymp value. sig >0.05. In multicolliniarity No symptoms of multicollinearity occur because tolerance >0.100 and VIF <10. No symptoms of heterokedastisitas because sig> 0.05. Each variable x partially influences Y because the sig value <0.05 and the calculated t value >t table, where t table = 1.971. All variables X simultaneously affect Y because the sig value <0.05 and the calculated f value >f table, where f table = 2.65. The variables X simultaneously affect Y by 21.4%.","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"2 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86514074","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Limited Diversification, Portfolio Inertia, and Ambiguous Correlation 有限分散、投资组合惯性和模糊相关性
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-04-25 DOI: 10.2139/ssrn.3584888
Julia Jiang, Jun Liu, Weidong Tian, Xudong Zeng
{"title":"Limited Diversification, Portfolio Inertia, and Ambiguous Correlation","authors":"Julia Jiang, Jun Liu, Weidong Tian, Xudong Zeng","doi":"10.2139/ssrn.3584888","DOIUrl":"https://doi.org/10.2139/ssrn.3584888","url":null,"abstract":"We study the effects of correlation ambiguity on portfolio choice in a market with multiple risky assets. We find that the optimal portfolio contains only a fraction of risky assets under correlation ambiguity, and in particular, just one risky asset enters the optimal portfolio if the level of correlation ambiguity is substantial. We demonstrate that the optimal portfolio does not change when assets’ Sharpe ratios change within a range. Our ambiguity-aversion model on correlation explains both the limited diversification property and the portfolio inertia property in household portfolios and retirement accounts. We further provide simulation evidences of the limited diversification and portfolio inertia feature of the optimal portfolio by a broad set of stocks. This paper suggests that correlation ambiguity has important implications for portfolio choice.","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"26 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90991431","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Структурные сдвиги и тестирование на единичный корень (Structural Breaks and Unit Root Testing
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-04-23 DOI: 10.2139/ssrn.3594366
Anton Skrobotov
{"title":"Структурные сдвиги и тестирование на единичный корень (Structural Breaks and Unit Root Testing","authors":"Anton Skrobotov","doi":"10.2139/ssrn.3594366","DOIUrl":"https://doi.org/10.2139/ssrn.3594366","url":null,"abstract":"<b>Russian Abstract:</b> В данном обзоре рассматриваются методы тестирования наличия единичного корня во временном ряде при наличии структурных сдвигов. Отдельно обсуждаются методы оценивания дат структурных сдвигов при неопределенности относительно того, является ли временной ряд стационарным или нет. Обзор покрывает большое количество недавно разработанных методов тестирования, робастных к различным типам неопределенности данных, включая начальные значения и изменяющуюся во времени волатильность. Обзор предоставляет читателю возможность практического применения современных методов тестирования в совокупности с пониманием системы развития этих методов.<br><br><b>English Abstract:</b> This review discusses methods of testing for a unit root in a time series in the presence of structural breaks. Separately the methods for break date estimation under uncertainty over the order of integration are considered. The review covers a large number of recently developed testing methods that are robust to various types of data uncertainty, including initial conditions and time-varying volatility. The review provides the reader the possibility of practical application of modern testing methods together with an understanding of the development of these methods.","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"6 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79156468","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
General Revealed Preference Tests of Weak Separability and Utility Maximization with Incomplete Adjustment 弱可分性与不完全调节下效用最大化的一般显示偏好检验
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-03-31 DOI: 10.2139/ssrn.3680505
P. Hjertstrand, James L. Swofford, Gerald A. Whitney
{"title":"General Revealed Preference Tests of Weak Separability and Utility Maximization with Incomplete Adjustment","authors":"P. Hjertstrand, James L. Swofford, Gerald A. Whitney","doi":"10.2139/ssrn.3680505","DOIUrl":"https://doi.org/10.2139/ssrn.3680505","url":null,"abstract":"We propose more general non-parametric revealed preference tests for weak separability and utility maximization with incomplete adjustment. Hence, these procedures account for a decision maker’s inability to adjust his optimal allocation of the demanded goods and assets. Incomplete adjustment is especially important when modelling preferences of durable goods and assets. The procedures are based on a computationally attractive integer programming approach. Two empirical applications show that it is important to account for incomplete adjustment in consumer demand models of durable consumption goods and monetary assets.","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"122 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86573113","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
How ‘Qualitable’ Is Qualitative Research in Communication Studies? Examining the Pragmatic Use and Acceptance in Media Studies 传播学的定性研究有多“合格”?考察媒介研究中的语用和接受
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-03-27 DOI: 10.2139/ssrn.3562046
Gregory Gondwe
{"title":"How ‘Qualitable’ Is Qualitative Research in Communication Studies? Examining the Pragmatic Use and Acceptance in Media Studies","authors":"Gregory Gondwe","doi":"10.2139/ssrn.3562046","DOIUrl":"https://doi.org/10.2139/ssrn.3562046","url":null,"abstract":"The aim of this study is two-fold: It first replicates previous studies on methods used in communication research, and then textually analyses each article in the five high ranking Communication journals of the United States published in the year 2016. A total of 160 articles were analyzed for their use in qualitative, quantitative or mixed methods, as well as the particular type of design qualitative or quantitative used. Findings indicate that most journals prefer quantitative articles as opposed to qualitative or mixed methods research. 59.37% of the articles were quantitative, while qualitative and mixed methods recorded 38.75 and 1.87% respectively. Further, findings also indicated that descriptive quantitative methods (53.68%) were mostly preferred over correlations, quasi-experiments, and experiments. Similarly, findings over qualitative research suggested that the grounding theory method (31%) was the most preferred over the four other qualitative research designs. The study, therefore, concludes that quantitative research articles with a focus on descriptive methods had a higher chance of being published in the US Communication Journals than qualitative methods. The lowest chances of publication were in mixed methods and ethnographic qualitative methods that recorded less than 2% probability of being published.","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"50 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86123667","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Income Elasticities without Parameters 无参数收入弹性
Econometrics: Econometric & Statistical Methods - General eJournal Pub Date : 2020-03-20 DOI: 10.2139/ssrn.3643320
P. Hjertstrand
{"title":"Income Elasticities without Parameters","authors":"P. Hjertstrand","doi":"10.2139/ssrn.3643320","DOIUrl":"https://doi.org/10.2139/ssrn.3643320","url":null,"abstract":"This paper proposes a simple non-parametric framework to calculate income elasticities from a data set of observed prices and consumed quantities without having to estimate any parameters. The framework can be applied when the price-quantity data satisfies a revealed preference axiom called the strong version of the strong axiom of revealed preference (SSARP). The framework is used to calculate income elasticities for food and non-alcoholic drinks from a rich panel of household expenditures. For this category, it is found that households are rather homogeneous in their demand responses.","PeriodicalId":11465,"journal":{"name":"Econometrics: Econometric & Statistical Methods - General eJournal","volume":"6 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90741210","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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