ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic)最新文献_第7页

Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data 具有异质相关数据的核估计的一致收敛率

ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic) Pub Date : 2008-06-10 DOI: 10.2139/ssrn.1144782

Dennis Kristensen

引用次数: 31

Enriching Income Data with Expenditure Information: A Semi-Parametric Imputation Technique 用支出信息充实收入数据:一种半参数归算技术

ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic) Pub Date : 2008-04-01 DOI: 10.2139/ssrn.1130787

A. Decoster, Kris De Swerdt

引用次数: 0

Is the "Surge" Working? Some New Facts “增兵”奏效了吗?一些新的事实

ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic) Pub Date : 2007-09-14 DOI: 10.2139/ssrn.1014427

M. Greenstone

{"title":"Is the \"Surge\" Working? Some New Facts","authors":"M. Greenstone","doi":"10.2139/ssrn.1014427","DOIUrl":"https://doi.org/10.2139/ssrn.1014427","url":null,"abstract":"There is a paucity of facts about the effects of the recent military \"Surge\" on conditions in Iraq and whether it is paving the way for a stable Iraq. Selective, anecdotal and incomplete analyses abound. Policy makers and defense planners must decide which measures of success or failure are most important, but until now few, if any, systematic analyses were available on which to base those decisions. This paper applies modern statistical techniques to a new data file derived from more than a dozen of the most reliable and widely-cited sources to assess the Surge's impact on three key dimensions: the functioning of the Iraqi state (including violent civilian casualties); military casualties; and financial markets' assessment of Iraq's future. The new and unusually rigorous findings presented here should help inform current evaluations of the Surge and provide a basis for better decision making about future strategy. The analysis reveals mixed evidence on the Surge's effect on key trends in Iraq. The security situation has improved insofar as violent civilian fatalities have declined without any concurrent increase in casualties among coalition and Iraqi troops. However, other areas, such as oil production and the number of trained Iraqi Security Forces have shown no improvement or declined. Evaluating such conflicting indicators is challenging. There is, however, another way to assess the Surge. This paper shows how data from world financial markets can be used to shed light on the central question of whether the Surge has increased or diminished the prospect of today's Iraq surviving into the future. In particular, I examine the price of Iraqi state bonds, which the Iraqi government is currently servicing, on world financial markets. After the Surge, there was a sharp decline in the price of those bonds, relative to alternative bonds. This decline signals a 40% increase in the market's expectation that Iraq will default. This finding suggests that, to date, the Surge is failing to pave the way toward a stable Iraq and may in fact be undermining it.","PeriodicalId":384078,"journal":{"name":"ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic)","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115410628","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: 17

Nested Stochastic Possibility Frontiers with Heterogeneous Capital Inputs 具有异质资本投入的嵌套随机可能性边界

ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic) Pub Date : 2007-08-01 DOI: 10.2139/ssrn.1031102

G. Erber, R. Madlener

{"title":"Nested Stochastic Possibility Frontiers with Heterogeneous Capital Inputs","authors":"G. Erber, R. Madlener","doi":"10.2139/ssrn.1031102","DOIUrl":"https://doi.org/10.2139/ssrn.1031102","url":null,"abstract":"This paper studies the productivity impact of heterogeneous capital inputs of selected EU-15 member countries and of the U.S. at the macroeconomic level. The stochastic possibility frontiers approach of Battese and Coelli (1992) applied here is used to identify neutralities or non-neutralities between different heterogeneous capital and labor inputs. Owing to the introduction and estimation of two-stage nested translog possibility production frontiers, the otherwise huge parameter space for the seven input factors included in the model is reduced significantly. This gives more robust estimates of the remaining parameters. Due to the detailed data, specific types of biased technological change in heterogeneous capital inputs can be tested. Furthermore, time-varying inefficiency trajectories for each country are obtainable. Annual data from 1980 to 2004, calculated and published by the Groningen Growth and Development Centre, are used in the empirical analysis. The results obtained shed new light on how fast technological progress in a global economy can shift comparative advantages between countries. In particular the different factor specific impacts of ICT and non-ICT capital stocks give a more detailed picture of the structural dynamics between factor inputs than do most other empirical studies using more aggregate factor input data.","PeriodicalId":384078,"journal":{"name":"ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic)","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115827762","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

What You Match Does Matter: The Effects of Data on DSGE Estimation 你匹配什么很重要:数据对DSGE估计的影响

ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic) Pub Date : 2007-06-01 DOI: 10.2139/ssrn.997910

Pablo A. Guerrón-Quintana

引用次数: 84

Study Major Choice -- Factor Preference Measurement 研究专业选择——因素偏好测量

ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic) Pub Date : 1998-09-04 DOI: 10.1007/978-3-642-60187-3_51

Marek Walesiak, J. Dziechciarz, A. Ba̧k

引用次数: 1

Data Problems in Econometrics 计量经济学中的数据问题

ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic) Pub Date : 1984-07-01 DOI: 10.3386/T0039

Z. Griliches

{"title":"Data Problems in Econometrics","authors":"Z. Griliches","doi":"10.3386/T0039","DOIUrl":"https://doi.org/10.3386/T0039","url":null,"abstract":"This review of data problems in econometrics has been prepared for the Handbook of Econometrics (Vol. 3, Chap. 25, forthcoming). It starts with a review of the ambivalent relationship between data and econometricians, emphasizing the largely second-hand nature of economic data and the consequences that flow from the distance between econometricians as users of data and its producers. Section II describes the major types of economic data while Section III reviews some of the problems that arise in trying to use such data to estimate model parameters and to test economic theories. Section IV reviews the classical errors in variables model and its applicability to micro-data, especially panel data. Section V discusses missing data models and methods and illustrates them with an empirical example. Section VI focuses on the problem of estimating models in the absence of a full history, suggests a possible range of solutions, and provides again an empirical example: using a short panel to investigate the weights to be used in constructing a correct \"capital\" measure. The chapter closes (Section VII) with some final remarks on the existential problem of econometrics: life with imperfect data and inadequate theories.","PeriodicalId":384078,"journal":{"name":"ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic)","volume":"46 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134086538","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: 35