Econometric Theory最新文献_第6页

SHARP TEST FOR EQUILIBRIUM UNIQUENESS IN DISCRETE GAMES WITH PRIVATE INFORMATION AND COMMON KNOWLEDGE UNOBSERVED HETEROGENEITY 具有私有信息和公共知识未观测异质性的离散博弈均衡唯一性的尖锐检验

IF 0.8 4区经济学

Econometric Theory Pub Date : 2023-03-16 DOI: 10.1017/s0266466623000063

Mathieu Marcoux

引用次数: 1

NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY 内生性阈值回归中的新控制函数方法

IF 0.8 4区经济学

Econometric Theory Pub Date : 2023-03-16 DOI: 10.1017/s0266466623000014

P. Yu, Qin Liao, P. Phillips

{"title":"NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY","authors":"P. Yu, Qin Liao, P. Phillips","doi":"10.1017/s0266466623000014","DOIUrl":"https://doi.org/10.1017/s0266466623000014","url":null,"abstract":"This paper studies control function (CF) approaches in endogenous threshold regression where the threshold variable is allowed to be endogenous. We first use a simple example to show that the structural threshold regression (STR) estimator of the threshold point in Kourtellos, Stengos and Tan (2016, Econometric Theory 32, 827–860) is inconsistent unless the endogeneity level of the threshold variable is low compared to the threshold effect. We correct the CF in the STR estimator to generate our first CF estimator using a method that extends the two-stage least squares procedure in Caner and Hansen (2004, Econometric Theory 20, 813–843). We develop our second CF estimator which can be treated as an extension of the classical CF approach in endogenous linear regression. Both these approaches embody threshold effect information in the conditional variance beyond that in the conditional mean. Given the threshold point estimates, we propose new estimates for the slope parameters. The first is a by-product of the CF approach, and the second type employs generalized method of moment (GMM) procedures based on two new sets of moment conditions. Simulation studies, in conjunction with the limit theory, show that our second CF estimator and confidence interval for the threshold point together with the associated second GMM estimator and confidence interval for the slope parameter dominate the other methods. We further apply the new estimation methodology to an empirical application from international trade to illustrate its usefulness in practice.","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45694817","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: 5

CONSISTENT NON-GAUSSIAN PSEUDO MAXIMUM LIKELIHOOD ESTIMATORS OF SPATIAL AUTOREGRESSIVE MODELS 空间自回归模型的一致非高斯伪极大似然估计

IF 0.8 4区经济学

Econometric Theory Pub Date : 2023-02-06 DOI: 10.1017/s0266466623000026

Fei Jin, Yuqin Wang

{"title":"CONSISTENT NON-GAUSSIAN PSEUDO MAXIMUM LIKELIHOOD ESTIMATORS OF SPATIAL AUTOREGRESSIVE MODELS","authors":"Fei Jin, Yuqin Wang","doi":"10.1017/s0266466623000026","DOIUrl":"https://doi.org/10.1017/s0266466623000026","url":null,"abstract":"This paper studies the non-Gaussian pseudo maximum likelihood (PML) estimation of a spatial autoregressive (SAR) model with SAR disturbances. If the spatial weights matrix \u0000\u0000 \u0000 \u0000 \u0000$M_{n}$\u0000\u0000 \u0000 for the SAR disturbances is normalized to have row sums equal to 1 or the model reduces to a SAR model with no SAR process of disturbances, the non-Gaussian PML estimator (NGPMLE) for model parameters except the intercept term and the variance \u0000\u0000 \u0000 \u0000 \u0000$sigma _{0}^{2}$\u0000\u0000 \u0000 of independent and identically distributed (i.i.d.) innovations in the model is consistent. Without row normalization of \u0000\u0000 \u0000 \u0000 \u0000$M_{n}$\u0000\u0000 \u0000 , the symmetry of i.i.d. innovations leads to consistent NGPMLE for model parameters except \u0000\u0000 \u0000 \u0000 \u0000$sigma _{0}^{2}$\u0000\u0000 \u0000 . With neither row normalization of \u0000\u0000 \u0000 \u0000 \u0000$M_{n}$\u0000\u0000 \u0000 nor the symmetry of innovations, a location parameter can be added to the non-Gaussian pseudo likelihood function to achieve consistent estimation of model parameters except \u0000\u0000 \u0000 \u0000 \u0000$sigma _{0}^{2}$\u0000\u0000 \u0000 . The NGPMLE with no added parameter can have a significant efficiency improvement upon the Gaussian PML estimator and the generalized method of moments estimator based on linear and quadratic moments. We also propose a non-Gaussian score test for spatial dependence, which can be locally more powerful than the Gaussian score test. Monte Carlo results show that our NGPMLE with no added parameter and the score test based on it perform well in finite samples.","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49628302","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

An Accelerated Pipeline for Multi-label Renal Pathology Image Segmentation at the Whole Slide Image Level. 全切片图像级多标签肾脏病理图像分割的加速管道。

IF 2.7 4区经济学

Econometric Theory Pub Date : 2023-02-01 Epub Date: 2023-04-06 DOI: 10.1117/12.2653651

Haoju Leng, Ruining Deng, Zuhayr Asad, R Michael Womick, Haichun Yang, Lipeng Wan, Yuankai Huo

{"title":"An Accelerated Pipeline for Multi-label Renal Pathology Image Segmentation at the Whole Slide Image Level.","authors":"Haoju Leng, Ruining Deng, Zuhayr Asad, R Michael Womick, Haichun Yang, Lipeng Wan, Yuankai Huo","doi":"10.1117/12.2653651","DOIUrl":"10.1117/12.2653651","url":null,"abstract":"<p><p>Deep-learning techniques have been used widely to alleviate the labour-intensive and time-consuming manual annotation required for pixel-level tissue characterization. Our previous study introduced an efficient single dynamic network - Omni-Seg - that achieved multi-class multi-scale pathological segmentation with less computational complexity. However, the patch-wise segmentation paradigm still applies to Omni-Seg, and the pipeline is time-consuming when providing segmentation for Whole Slide Images (WSIs). In this paper, we propose an enhanced version of the Omni-Seg pipeline in order to reduce the repetitive computing processes and utilize a GPU to accelerate the model's prediction for both better model performance and faster speed. Our proposed method's innovative contribution is two-fold: (1) a Docker is released for an end-to-end slide-wise multi-tissue segmentation for WSIs; and (2) the pipeline is deployed on a GPU to accelerate the prediction, achieving better segmentation quality in less time. The proposed accelerated implementation reduced the average processing time (at the testing stage) on a standard needle biopsy WSI from 2.3 hours to 22 minutes, using 35 WSIs from the Kidney Tissue Atlas (KPMP) Datasets. The source code and the Docker have been made publicly available at https://github.com/ddrrnn123/Omni-Seg.</p>","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":"34 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11008744/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78839323","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

ECT volume 39 issue 1 Cover and Front matter ECT第39卷第1期封面和封面问题

IF 0.8 4区经济学

Econometric Theory Pub Date : 2023-02-01 DOI: 10.1017/s0266466623000038

引用次数: 0

ECT volume 39 issue 1 Cover and Back matter ECT第39卷第1期封面和封底

IF 0.8 4区经济学

Econometric Theory Pub Date : 2023-02-01 DOI: 10.1017/s026646662300004x

引用次数: 0

NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER 任意阶自回归模型中单位根的近有效似然比检验

IF 0.8 4区经济学

Econometric Theory Pub Date : 2022-12-20 DOI: 10.1017/s0266466622000652

Samuel Brien, Michael Jansson, M. Nielsen

引用次数: 0

TESTING A CLASS OF SEMI- OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS 用级数法检验一类半参数或非参数条件矩约束模型

IF 0.8 4区经济学

Econometric Theory Pub Date : 2022-12-05 DOI: 10.1017/s0266466622000615

Jesper Riis-Vestergaard Sørensen

{"title":"TESTING A CLASS OF SEMI- OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS","authors":"Jesper Riis-Vestergaard Sørensen","doi":"10.1017/s0266466622000615","DOIUrl":"https://doi.org/10.1017/s0266466622000615","url":null,"abstract":"This paper proposes a new test for a class of conditional moment restrictions (CMRs) whose parameterization involves unknown, unrestricted conditional expectation functions. Motivating examples of such CMRs arise from models of discrete choice under uncertainty including certain static games of incomplete information. The proposed test may be viewed as a semi-/nonparametric extension of the Bierens (1982, Journal of Econometrics 20, 105–134) goodness-of-fit test of a parametric model for the conditional mean. Estimating conditional expectations using series methods and employing a Gaussian multiplier bootstrap to obtain critical values, the test is shown to be asymptotically correctly sized and consistent. Simulation studies indicate good finite-sample properties. In an empirical application, the test is used to study the validity of a game-theoretical model for discount store market entry, treating equilibrium beliefs as nonparametric conditional expectations. The test indicates that Walmart and Kmart entry decisions do not result from a static discrete game of incomplete information with linearly specified profits.","PeriodicalId":49275,"journal":{"name":"Econometric Theory","volume":"30 8","pages":""},"PeriodicalIF":0.8,"publicationDate":"2022-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138525624","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

LARGE SAMPLE JUSTIFICATIONS FOR THE BAYESIAN EMPIRICAL LIKELIHOOD 贝叶斯经验似然的大样本证明

IF 0.8 4区经济学

Econometric Theory Pub Date : 2022-12-05 DOI: 10.1017/s0266466622000603

Naoya Sueishi

引用次数: 0

ECT volume 38 issue 6 Cover and Front matter ECT第38卷第6期封面和封面问题

IF 0.8 4区经济学

Econometric Theory Pub Date : 2022-12-01 DOI: 10.1017/s0266466622000664

引用次数: 0