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ECT volume 38 issue 3 Cover and Front matter ECT第38卷第3期封面和封面
IF 0.8 4区 经济学
Econometric Theory Pub Date : 2022-06-01 DOI: 10.1017/s0266466622000251
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引用次数: 0
ECT volume 38 issue 3 Cover and Back matter ECT第38卷第3期封面和封底
IF 0.8 4区 经济学
Econometric Theory Pub Date : 2022-06-01 DOI: 10.1017/s0266466622000263
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引用次数: 0
SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES 基于期望数量的固定效应非线性面板数据模型的二阶偏差减少
IF 0.8 4区 经济学
Econometric Theory Pub Date : 2022-04-25 DOI: 10.1017/S0266466622000160
Martin Schumann
{"title":"SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES","authors":"Martin Schumann","doi":"10.1017/S0266466622000160","DOIUrl":"https://doi.org/10.1017/S0266466622000160","url":null,"abstract":"In many nonlinear panel data models with fixed effects maximum likelihood estimators suffer from the incidental parameters problem, which often entails that point estimates are markedly biased. While the recent literature has mostly generated methods that yield a first-order bias reduction relative to maximum likelihood, we derive a first- and second-order bias correction of the profile likelihood based on “expected quantities” which differs from the corresponding correction based on “sample averages” derived in Dhaene and Sun (2021, Journal of Econometrics 220, 227–252). While consistency and asymptotic normality of our estimator are derived in a setting where both the number of individuals and the number of time periods grow to infinity, we illustrate in a simulation study that our second-order bias reduction indeed yields an estimator with substantially improved small sample properties relative to its first-order unbiased counterpart, especially when less than 10 time periods are available.","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":"39 1","pages":"693 - 736"},"PeriodicalIF":0.8,"publicationDate":"2022-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43548956","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}
引用次数: 2
SPECTRAL FINANCIAL ECONOMETRICS 频谱金融计量经济学
IF 0.8 4区 经济学
Econometric Theory Pub Date : 2022-04-06 DOI: 10.1017/S0266466622000020
F. Bandi, A. Tamoni
{"title":"SPECTRAL FINANCIAL ECONOMETRICS","authors":"F. Bandi, A. Tamoni","doi":"10.1017/S0266466622000020","DOIUrl":"https://doi.org/10.1017/S0266466622000020","url":null,"abstract":"We survey the literature on spectral regression estimation. We present a cohesive framework designed to model dependence on frequency in the response of economic time series to changes in the explanatory variables. Our emphasis is on the statistical structure and on the economic interpretation of time-domain specifications needed to obtain horizon effects over frequencies, over scales, or upon aggregation. To this end, we articulate our discussion around the role played by lead-lag effects in the explanatory variables as drivers of differential information across horizons. We provide perspectives for future work throughout.","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":"38 1","pages":"1175 - 1220"},"PeriodicalIF":0.8,"publicationDate":"2022-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45750124","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}
引用次数: 1
ECT volume 38 issue 2 Cover and Front matter ECT第38卷第2期封面和封面问题
IF 0.8 4区 经济学
Econometric Theory Pub Date : 2022-04-01 DOI: 10.1017/s0266466622000135
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引用次数: 0
THE ECONOMETRIC THEORY AWARDS 2022 计量经济学理论奖励2022年
IF 0.8 4区 经济学
Econometric Theory Pub Date : 2022-04-01 DOI: 10.1017/s0266466622000202
P. Phillips
{"title":"THE ECONOMETRIC THEORY AWARDS 2022","authors":"P. Phillips","doi":"10.1017/s0266466622000202","DOIUrl":"https://doi.org/10.1017/s0266466622000202","url":null,"abstract":"","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":"38 1","pages":"418 - 418"},"PeriodicalIF":0.8,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45039921","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}
引用次数: 0
ECT volume 38 issue 2 Cover and Back matter ECT第38卷第2期封面和封底
IF 0.8 4区 经济学
Econometric Theory Pub Date : 2022-04-01 DOI: 10.1017/s0266466622000196
{"title":"ECT volume 38 issue 2 Cover and Back matter","authors":"","doi":"10.1017/s0266466622000196","DOIUrl":"https://doi.org/10.1017/s0266466622000196","url":null,"abstract":"","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":" ","pages":"b1 - b2"},"PeriodicalIF":0.8,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43247465","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}
引用次数: 0
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS 具有高阶空间或社会网络相互作用的联立方程模型
IF 0.8 4区 经济学
Econometric Theory Pub Date : 2022-03-28 DOI: 10.1017/s026646662200007x
D. Drukker, P. Egger, I. Prucha
{"title":"SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS","authors":"D. Drukker, P. Egger, I. Prucha","doi":"10.1017/s026646662200007x","DOIUrl":"https://doi.org/10.1017/s026646662200007x","url":null,"abstract":"This paper develops an estimation methodology for network data generated from a system of simultaneous equations, which allows for network interdependencies via spatial lags in the endogenous and exogenous variables, as well as in the disturbances. By allowing for higher-order spatial lags, our specification provides important flexibility in modeling network interactions. The estimation methodology builds, among others, on the two-step generalized method of moments estimation approach introduced in Kelejian and Prucha (1998, Journal of Real Estate Finance and Economics 17, 99–121; 1999, International Economic Review 40, 509–533; 2004, Journal of Econometrics 118, 27–50). The paper considers limited and full information estimators, and one- and two-step estimators, and establishes their asymptotic properties. In contrast to some of the earlier two-step estimation literature, our asymptotic results facilitate joint tests for the absence of all forms of network spillovers.","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2022-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42824005","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}
引用次数: 14
miR-155 regulates physiological angiogenesis but an miR-155-rich microenvironment disrupts the process by promoting unproductive endothelial sprouting. miR-155 可调节生理性血管生成，但富含 miR-155 的微环境会促进无益的内皮萌发，从而破坏血管生成过程。
IF 8 4区 经济学
Econometric Theory Pub Date : 2022-03-26 DOI: 10.1007/s00018-022-04231-3
Yuechao Dong, Florian Alonso, Tiya Jahjah, Isabelle Fremaux, Christophe F Grosset, Elisabeth Génot
{"title":"miR-155 regulates physiological angiogenesis but an miR-155-rich microenvironment disrupts the process by promoting unproductive endothelial sprouting.","authors":"Yuechao Dong, Florian Alonso, Tiya Jahjah, Isabelle Fremaux, Christophe F Grosset, Elisabeth Génot","doi":"10.1007/s00018-022-04231-3","DOIUrl":"10.1007/s00018-022-04231-3","url":null,"abstract":"<p><p>Angiogenesis involves cell specification orchestrated by regulatory interactions between the vascular endothelial growth factor and Notch signaling pathways. However, the role of microRNAs in these regulations remains poorly explored. Here we show that a controlled level of miR-155 is essential for proper angiogenesis. In the mouse retina angiogenesis model, antimiR-155 altered neovascularization. In vitro assays established that endogenous miR-155 is involved in podosome formation, activation of the proteolytic machinery and cell migration but not in morphogenesis. The role of miR-155 was explored using miR-155 mimics. In vivo, exposing the developing vasculature to miR-155 promoted hypersprouting, thus phenocopying defects associated with Notch deficiency. Mechanistically, miR-155 overexpression weakened Notch signaling by reducing Smad1/5 expression, leading to the formation of tip cell-like cells which did not reach full invasive capacity and became unable to undergo morphogenesis. These results identify miR-155 as a novel regulator of physiological angiogenesis and as a novel actor of pathological angiogenesis.</p>","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":"25 1","pages":"208"},"PeriodicalIF":8.0,"publicationDate":"2022-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11072784/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78831874","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}
引用次数: 0
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH 分布中的多重结构断裂：一种经验特征函数方法
IF 0.8 4区 经济学
Econometric Theory Pub Date : 2022-03-25 DOI: 10.1017/S026646662200010X
Zhonghao Fu, Yongmiao Hong, Xia Wang
{"title":"ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH","authors":"Zhonghao Fu, Yongmiao Hong, Xia Wang","doi":"10.1017/S026646662200010X","DOIUrl":"https://doi.org/10.1017/S026646662200010X","url":null,"abstract":"We estimate and test for multiple structural breaks in distribution via an empirical characteristic function approach. By minimizing the sum of squared generalized residuals, we can consistently estimate the break fractions. We propose a sup-F type test for structural breaks in distribution as well as an information criterion and a sequential testing procedure to determine the number of breaks. We further construct a class of derivative tests to gauge possible sources of structural breaks, which is asymptotically more powerful than the smoothed nonparametric tests for structural breaks. Simulation studies show that our method performs well in determining the appropriate number of breaks and estimating the unknown breaks. Furthermore, the proposed tests have reasonable size and excellent power in finite samples. In an application to exchange rate returns, our tests are able to detect structural breaks in distribution and locate the break dates. Our tests also indicate that the documented breaks appear to occur in variance and higher-order moments, but not so often in mean.","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":"39 1","pages":"534 - 581"},"PeriodicalIF":0.8,"publicationDate":"2022-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42125500","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}
引用次数: 1
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