PSN: Econometrics最新文献_第8页

Bayesian Persuasion with Multiple Receivers 多接收者的贝叶斯说服

PSN: Econometrics Pub Date : 2013-06-09 DOI: 10.2139/ssrn.2625399

Yun Wang

引用次数: 82

Testing the Monotonicity and Curvature of a Translog Production Function with Spatial Autoregressive Dependence 具有空间自回归相关性的超对数生产函数的单调性和曲率检验

PSN: Econometrics Pub Date : 2013-03-03 DOI: 10.2139/ssrn.2227731

Anthony Glass, Karligash Glass

引用次数: 0

Reconstructing High Dimensional Dynamic Distributions from Distributions of Lower Dimension 从低维分布重构高维动态分布

PSN: Econometrics Pub Date : 2012-03-01 DOI: 10.2139/ssrn.2025779

Stanislav Anatolyev, R. Khabibullin, Artem Prokhorov

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引用次数: 0

Determinants of Survival of Newly Created SMEs in the Brazilian Manufacturing: An Econometric Study 巴西制造业中新建中小企业生存的决定因素:计量经济学研究

PSN: Econometrics Pub Date : 2012-02-21 DOI: 10.2139/ssrn.2008608

Luís Otávio Façanha, Marcelo Resende, V. Cardoso

引用次数: 1

Siting Public Facilities: A Theoretical and Empirical Analysis of the Nimby Syndrome in Italy 公共设施选址:意大利邻避综合症的理论与实证分析

PSN: Econometrics Pub Date : 2011-04-14 DOI: 10.2139/SSRN.1968841

Roberta Occhilupo, Giuliana Palumbo, P. Sestito

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引用次数: 0

Bayesian VARs: Specification Choices and Forecast Accuracy 贝叶斯var:规格选择和预测准确性

PSN: Econometrics Pub Date : 2011-03-01 DOI: 10.2139/ssrn.1830163

Andrea Carriero, Todd E. Clark, Massimiliano Marcellino

{"title":"Bayesian VARs: Specification Choices and Forecast Accuracy","authors":"Andrea Carriero, Todd E. Clark, Massimiliano Marcellino","doi":"10.2139/ssrn.1830163","DOIUrl":"https://doi.org/10.2139/ssrn.1830163","url":null,"abstract":"In this paper we examine how the forecasting performance of Bayesian VARs is affected by a number of specification choices. In the baseline case, we use a Normal-Inverted Wishart prior that, when combined with a (pseudo-) iterated approach, makes the analytical computation of multi-step forecasts feasible and simple, in particular when using standard and fixed values for the tightness and the lag length. We then assess the role of the optimal choice of the tightness, of the lag length and of both; compare alternative approaches to multi-step forecasting (direct, iterated, and pseudo-iterated); discuss the treatment of the error variance and of cross-variable shrinkage; and address a set of additional issues, including the size of the VAR, modeling in levels or growth rates, and the extent of forecast bias induced by shrinkage. We obtain a large set of empirical results, but we can summarize them by saying that we find very small losses (and sometimes even gains) from the adoption of specification choices that make BVAR modeling quick and easy. This finding could therefore further enhance the diffusion of the BVAR as an econometric tool for a vast range of applications.","PeriodicalId":320844,"journal":{"name":"PSN: Econometrics","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115785140","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: 238

Linking Decision and Time Utilities 连接决策和时间工具

PSN: Econometrics Pub Date : 2010-12-18 DOI: 10.2139/ssrn.1727985

K. Kontek

引用次数: 1

The Spatial Impact of Local Infrastructural Investment in New Zealand 新西兰地方基础设施投资的空间影响

PSN: Econometrics Pub Date : 2010-10-01 DOI: 10.2139/ssrn.1689207

William Cochrane, A. Grimes, P. McCann, J. Poot

引用次数: 23

Inference on Time-Invariant Variables Using Panel Data: A Pretest Estimator 用面板数据推断时不变变量:一种预检验估计

PSN: Econometrics Pub Date : 2010-01-15 DOI: 10.2139/ssrn.3165633

Jean-Bernard Chatelain, K. Ralf