Econometrics Journal最新文献_第5页

Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors 内生伪回归异方差二元选择模型的识别与估计

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-11-30 DOI: 10.1111/ectj.12109

Beili Mu, Zhengyu Zhang

引用次数: 1

Index to The Econometrics Journal Volume 20 索引计量经济学杂志第20卷

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-11-24 DOI: 10.1111/ectj.12105

引用次数: 0

Special Issue on Econometrics of Networks: Editorial 网络计量经济学特刊:社论

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-11-24 DOI: 10.1111/ectj.12106

Jaap H. Abbring, Áureo de Paula

引用次数: 0

The wild bootstrap for few (treated) clusters 少数（处理过的）集群的野生引导

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-11-15 DOI: 10.1111/ectj.12107

James G. MacKinnon, Matthew D. Webb

引用次数: 146

Testing for changing volatility 波动性变化测试

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-11-14 DOI: 10.1111/ectj.12108

Jilin Wu, Zhijie Xiao

引用次数: 5

Estimation of graphical models using the norm 使用范数估计图形模型

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-10-16 DOI: 10.1111/ectj.12104

Khai Xiang Chiong, Hyungsik Roger Moon

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引用次数: 3

Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production 条件效率测度的中心极限定理和非参数两阶段生产模型中“可分性”条件的检验

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-09-19 DOI: 10.1111/ectj.12103

Cinzia Daraio, Léopold Simar, Paul W. Wilson

{"title":"Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production","authors":"Cinzia Daraio, Léopold Simar, Paul W. Wilson","doi":"10.1111/ectj.12103","DOIUrl":"https://doi.org/10.1111/ectj.12103","url":null,"abstract":"<div>\u0000 \u0000 <p>In this paper, we demonstrate that standard central limit theorem (CLT) results do not hold for means of non-parametric, conditional efficiency estimators, and we provide new CLTs that permit applied researchers to make valid inference about mean conditional efficiency or to compare mean efficiency across groups of producers. The new CLTs are used to develop a test of the restrictive ‘separability’ condition that is necessary for second-stage regressions of efficiency estimates on environmental variables. We show that if this condition is violated, not only are second-stage regressions difficult to interpret and perhaps meaningless, but also first-stage, unconditional efficiency estimates are misleading. As such, the test developed here is of fundamental importance to applied researchers using non-parametric methods for efficiency estimation. The test is shown to be consistent and its local power is examined. Our simulation results indicate that our tests perform well both in terms of size and power. We provide a real-world empirical example by re-examining the paper by Aly et al. (1990, <i>Review of Economics and Statistics 72</i>, 211–18) and rejecting the separability assumption implicitly assumed by Aly et al., calling into question results that appear in hundreds of papers that have been published in recent years.</p></div>","PeriodicalId":50555,"journal":{"name":"Econometrics Journal","volume":"21 2","pages":"170-191"},"PeriodicalIF":1.9,"publicationDate":"2017-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/ectj.12103","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71976558","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: 165

Estimation of social-influence-dependent peer pressure in a large network game 大型网络游戏中社会影响依赖同伴压力的估计

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-08-30 DOI: 10.1111/ectj.12102

Zhongjian Lin, Haiqing Xu

{"title":"Estimation of social-influence-dependent peer pressure in a large network game","authors":"Zhongjian Lin, Haiqing Xu","doi":"10.1111/ectj.12102","DOIUrl":"10.1111/ectj.12102","url":null,"abstract":"<div>\u0000 \u0000 <p>Research on peer effects in sociology has long been focused on social interactions and the associated social influence process. In this paper, we extend a large-network-based game model to a model that allows for the dependence of social interactions on social-influence status. In particular, we use the Katz–Bonacich centrality to measure individuals' social influences, which are obtained directly from the observation of a social network. To solve the computational burden when the data come from the equilibrium of a large network, we extend a nested pseudo-likelihood estimation approach to our large-network-based game model. Using the National Longitudinal Study of Adolescent Health (Add Health) dataset, we investigate the peer effects of dangerous behaviour among high-school students. Our results show that the peer effects are statistically significant and positive. Moreover, students benefit more (statistically significant at the 5% level) from conformity or, equivalently, pay more for disobedience, in terms of peer pressure, if their friends have a higher status of social influence.</p></div>","PeriodicalId":50555,"journal":{"name":"Econometrics Journal","volume":"20 3","pages":"S86-S102"},"PeriodicalIF":1.9,"publicationDate":"2017-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/ectj.12102","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128162786","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: 19

Royal Economic Society Annual Conference 2015 Special Issue on Econometrics of Matching 2015年英国皇家经济学会年会:匹配计量经济学特刊

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-08-04 DOI: 10.1111/ectj.12094

Richard J. Smith

引用次数: 0

Identification of peer effects through social networks using variance restrictions 利用方差限制在社会网络中识别同伴效应

IF 1.9 4区经济学

Econometrics Journal Pub Date : 2017-08-02 DOI: 10.1111/ectj.12101

Christiern D. Rose

引用次数: 38