arXiv - ECON - Econometrics最新文献_第9页

Testing identifying assumptions in Tobit Models 测试 Tobit 模型中的识别假设

arXiv - ECON - Econometrics Pub Date : 2024-08-05 DOI: arxiv-2408.02573

Santiago Acerenza, Otávio Bartalotti, Federico Veneri

引用次数: 0

Kullback-Leibler-based characterizations of score-driven updates 基于库尔巴克-莱伯勒的分数驱动型更新特征

arXiv - ECON - Econometrics Pub Date : 2024-08-05 DOI: arxiv-2408.02391

Ramon de Punder, Timo Dimitriadis, Rutger-Jan Lange

{"title":"Kullback-Leibler-based characterizations of score-driven updates","authors":"Ramon de Punder, Timo Dimitriadis, Rutger-Jan Lange","doi":"arxiv-2408.02391","DOIUrl":"https://doi.org/arxiv-2408.02391","url":null,"abstract":"Score-driven models have been applied in some 400 published articles over the\u0000last decade. Much of this literature cites the optimality result in Blasques et\u0000al. (2015), which, roughly, states that sufficiently small score-driven updates\u0000are unique in locally reducing the Kullback-Leibler (KL) divergence relative to\u0000the true density for every observation. This is at odds with other well-known\u0000optimality results; the Kalman filter, for example, is optimal in a mean\u0000squared error sense, but may move in the wrong direction for atypical\u0000observations. We show that score-driven filters are, similarly, not guaranteed\u0000to improve the localized KL divergence at every observation. The seemingly\u0000stronger result in Blasques et al. (2015) is due to their use of an improper\u0000(localized) scoring rule. Even as a guaranteed improvement for every\u0000observation is unattainable, we prove that sufficiently small score-driven\u0000updates are unique in reducing the KL divergence relative to the true density\u0000in expectation. This positive$-$albeit weaker$-$result justifies the continued\u0000use of score-driven models and places their information-theoretic properties on\u0000solid footing.","PeriodicalId":501293,"journal":{"name":"arXiv - ECON - Econometrics","volume":"90 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141947445","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

Analysis of Factors Affecting the Entry of Foreign Direct Investment into Indonesia (Case Study of Three Industrial Sectors in Indonesia) 影响外国直接投资进入印度尼西亚的因素分析（印度尼西亚三个工业部门的案例研究）

arXiv - ECON - Econometrics Pub Date : 2024-08-04 DOI: arxiv-2408.01985

Tracy Patricia Nindry Abigail Rolnmuch, Yuhana Astuti

{"title":"Analysis of Factors Affecting the Entry of Foreign Direct Investment into Indonesia (Case Study of Three Industrial Sectors in Indonesia)","authors":"Tracy Patricia Nindry Abigail Rolnmuch, Yuhana Astuti","doi":"arxiv-2408.01985","DOIUrl":"https://doi.org/arxiv-2408.01985","url":null,"abstract":"The realization of FDI and DDI from January to December 2022 reached\u0000Rp1,207.2 trillion. The largest FDI investment realization by sector was led by\u0000the Basic Metal, Metal Goods, Non-Machinery, and Equipment Industry sector,\u0000followed by the Mining sector and the Electricity, Gas, and Water sector. The\u0000uneven amount of FDI investment realization in each industry and the impact of\u0000the COVID-19 pandemic in Indonesia are the main issues addressed in this study.\u0000This study aims to identify the factors that influence the entry of FDI into\u0000industries in Indonesia and measure the extent of these factors' influence on\u0000the entry of FDI. In this study, classical assumption tests and hypothesis\u0000tests are conducted to investigate whether the research model is robust enough\u0000to provide strategic options nationally. Moreover, this study uses the ordinary\u0000least squares (OLS) method. The results show that the electricity factor does\u0000not influence FDI inflows in the three industries. The Human Development Index\u0000(HDI) factor has a significant negative effect on FDI in the Mining Industry\u0000and a significant positive effect on FDI in the Basic Metal, Metal Goods,\u0000Non-Machinery, and Equipment Industries. However, HDI does not influence FDI in\u0000the Electricity, Gas, and Water Industries in Indonesia.","PeriodicalId":501293,"journal":{"name":"arXiv - ECON - Econometrics","volume":"10 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141947557","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

Distributional Difference-in-Differences Models with Multiple Time Periods: A Monte Carlo Analysis 多时段分布式差分模型：蒙特卡罗分析

arXiv - ECON - Econometrics Pub Date : 2024-08-02 DOI: arxiv-2408.01208

Andrea Ciaccio

引用次数: 0

Distilling interpretable causal trees from causal forests 从因果森林中提炼出可解释的因果树

arXiv - ECON - Econometrics Pub Date : 2024-08-02 DOI: arxiv-2408.01023

Patrick Rehill

引用次数: 0

Application of Superconducting Technology in the Electricity Industry: A Game-Theoretic Analysis of Government Subsidy Policies and Power Company Equipment Upgrade Decisions 超导技术在电力行业的应用：政府补贴政策与电力公司设备升级决策的博弈论分析

arXiv - ECON - Econometrics Pub Date : 2024-08-02 DOI: arxiv-2408.01017

Mingyang Li, Maoqin Yuan, Han Pengsihua, Yuan Yuan, Zejun Wang

{"title":"Application of Superconducting Technology in the Electricity Industry: A Game-Theoretic Analysis of Government Subsidy Policies and Power Company Equipment Upgrade Decisions","authors":"Mingyang Li, Maoqin Yuan, Han Pengsihua, Yuan Yuan, Zejun Wang","doi":"arxiv-2408.01017","DOIUrl":"https://doi.org/arxiv-2408.01017","url":null,"abstract":"This study investigates the potential impact of \"LK-99,\" a novel material\u0000developed by a Korean research team, on the power equipment industry. Using\u0000evolutionary game theory, the interactions between governmental subsidies and\u0000technology adoption by power companies are modeled. A key innovation of this\u0000research is the introduction of sensitivity analyses concerning time delays and\u0000initial subsidy amounts, which significantly influence the strategic decisions\u0000of both government and corporate entities. The findings indicate that these\u0000factors are critical in determining the rate of technology adoption and the\u0000efficiency of the market as a whole. Due to existing data limitations, the\u0000study offers a broad overview of likely trends and recommends the inclusion of\u0000real-world data for more precise modeling once the material demonstrates\u0000room-temperature superconducting characteristics. The research contributes\u0000foundational insights valuable for future policy design and has significant\u0000implications for advancing the understanding of technology adoption and market\u0000dynamics.","PeriodicalId":501293,"journal":{"name":"arXiv - ECON - Econometrics","volume":"5 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141947446","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

Bayesian Synthetic Control Methods with Spillover Effects: Estimating the Economic Cost of the 2011 Sudan Split 具有溢出效应的贝叶斯合成控制方法：估算 2011 年苏丹分裂的经济成本

arXiv - ECON - Econometrics Pub Date : 2024-08-01 DOI: arxiv-2408.00291

Shosei Sakaguchi, Hayato Tagawa

引用次数: 0

Methodological Foundations of Modern Causal Inference in Social Science Research 社会科学研究中现代因果推理的方法论基础

arXiv - ECON - Econometrics Pub Date : 2024-07-31 DOI: arxiv-2408.00032

Guanghui Pan

引用次数: 0

Potential weights and implicit causal designs in linear regression 线性回归中的潜在权重和隐含因果设计

arXiv - ECON - Econometrics Pub Date : 2024-07-30 DOI: arxiv-2407.21119

Jiafeng Chen

引用次数: 0

Experimenting on Markov Decision Processes with Local Treatments 用局部处理对马尔可夫决策过程进行实验

arXiv - ECON - Econometrics Pub Date : 2024-07-29 DOI: arxiv-2407.19618

Shuze Chen, David Simchi-Levi, Chonghuan Wang

{"title":"Experimenting on Markov Decision Processes with Local Treatments","authors":"Shuze Chen, David Simchi-Levi, Chonghuan Wang","doi":"arxiv-2407.19618","DOIUrl":"https://doi.org/arxiv-2407.19618","url":null,"abstract":"As service systems grow increasingly complex and dynamic, many interventions\u0000become localized, available and taking effect only in specific states. This\u0000paper investigates experiments with local treatments on a widely-used class of\u0000dynamic models, Markov Decision Processes (MDPs). Particularly, we focus on\u0000utilizing the local structure to improve the inference efficiency of the\u0000average treatment effect. We begin by demonstrating the efficiency of classical\u0000inference methods, including model-based estimation and temporal difference\u0000learning under a fixed policy, as well as classical A/B testing with general\u0000treatments. We then introduce a variance reduction technique that exploits the\u0000local treatment structure by sharing information for states unaffected by the\u0000treatment policy. Our new estimator effectively overcomes the variance lower\u0000bound for general treatments while matching the more stringent lower bound\u0000incorporating the local treatment structure. Furthermore, our estimator can\u0000optimally achieve a linear reduction with the number of test arms for a major\u0000part of the variance. Finally, we explore scenarios with perfect knowledge of\u0000the control arm and design estimators that further improve inference\u0000efficiency.","PeriodicalId":501293,"journal":{"name":"arXiv - ECON - Econometrics","volume":"73 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141865026","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