arXiv: Econometrics最新文献

Modeling Macroeconomic Variations after Covid-19 Covid-19后宏观经济变化建模

arXiv: Econometrics Pub Date : 2021-03-03 DOI: 10.3386/W29060

Serena Ng

引用次数: 27

Estimation and Inference by Stochastic Optimization: Three Examples 随机优化的估计和推理:三个例子

arXiv: Econometrics Pub Date : 2021-02-20 DOI: 10.1257/PANDP.20211038

Jean-Jacques Forneron, Serena Ng

引用次数: 3

Testable implications of multiple equilibria in discrete games with correlated types 具有相关类型的离散博弈中多重均衡的可检验意义

arXiv: Econometrics Pub Date : 2020-12-01 DOI: 10.47004/wp.cem.2020.5620

Á. D. Paula, Xun Tang

引用次数: 2

Gaussian transforms modeling and the estimation of distributional regression functions 高斯变换建模和分布回归函数的估计

arXiv: Econometrics Pub Date : 2020-11-12 DOI: 10.47004/wp.cem.2020.5320

R. Spady, S. Stouli

引用次数: 0

Simple misspecification adaptive inference for interval identified parameters 区间识别参数的简单错配自适应推理

arXiv: Econometrics Pub Date : 2020-10-20 DOI: 10.47004/wp.cem.2020.5520

Jörg Stoye

{"title":"Simple misspecification adaptive inference for interval identified parameters","authors":"Jörg Stoye","doi":"10.47004/wp.cem.2020.5520","DOIUrl":"https://doi.org/10.47004/wp.cem.2020.5520","url":null,"abstract":"This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that is partially identified through upper and lower bounds with asymptotically normal estimators. A simple confidence interval is proposed and is shown to have the following properties: \u0000- It is never empty or awkwardly short, including when the sample analog of the identified set is empty. \u0000- It is valid for a well-defined pseudotrue parameter whether or not the model is well-specified. \u0000- It involves no tuning parameters and minimal computation. \u0000In general, computing the interval requires concentrating out one scalar nuisance parameter. For uncorrelated estimators of bounds --notably if bounds are estimated from distinct subsamples-- and conventional coverage levels, this step can be skipped. The proposed $95%$ confidence interval then simplifies to the union of a simple $90%$ (!) confidence interval for the partially identified parameter and an equally simple $95%$ confidence interval for a point-identified pseudotrue parameter. This case obtains in the motivating empirical application, in which improvement over existing inference methods is demonstrated. More generally, simulations suggest excellent length and size control properties.","PeriodicalId":8448,"journal":{"name":"arXiv: Econometrics","volume":"40 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82653665","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

Heterogeneous coefficients, control variables, and identification of treatment effects 异质性系数、控制变量和治疗效果的识别

arXiv: Econometrics Pub Date : 2020-09-04 DOI: 10.47004/10.47004/wp.cem.2020.4520

Whitney Newey, S. Stouli

引用次数: 0

Total Error and Variability Measures for the Quarterly Workforce Indicators and Lehd Origin-Destination Employment Statistics in Onthemap 总误差和变异性测量的季度劳动力指标和Lehd始发地就业统计在地图上

arXiv: Econometrics Pub Date : 2020-07-27 DOI: 10.1093/jssam/smaa029

Kevin McKinney, Andrew S. Green, L. Vilhuber, J. Abowd

{"title":"Total Error and Variability Measures for the Quarterly Workforce Indicators and Lehd Origin-Destination Employment Statistics in Onthemap","authors":"Kevin McKinney, Andrew S. Green, L. Vilhuber, J. Abowd","doi":"10.1093/jssam/smaa029","DOIUrl":"https://doi.org/10.1093/jssam/smaa029","url":null,"abstract":"We report results from the first comprehensive total quality evaluation of five major indicators in the U.S. Census Bureau's Longitudinal Employer-Household Dynamics (LEHD) Program Quarterly Workforce Indicators (QWI): total flow-employment, beginning-of-quarter employment, full-quarter employment, average monthly earnings of full-quarter employees, and total quarterly payroll. Beginning-of-quarter employment is also the main tabulation variable in the LEHD Origin-Destination Employment Statistics (LODES) workplace reports as displayed in OnTheMap (OTM), including OnTheMap for Emergency Management. We account for errors due to coverage; record-level non-response; edit and imputation of item missing data; and statistical disclosure limitation. The analysis reveals that the five publication variables under study are estimated very accurately for tabulations involving at least 10 jobs. Tabulations involving three to nine jobs are a transition zone, where cells may be fit for use with caution. Tabulations involving one or two jobs, which are generally suppressed on fitness-for-use criteria in the QWI and synthesized in LODES, have substantial total variability but can still be used to estimate statistics for untabulated aggregates as long as the job count in the aggregate is more than 10.","PeriodicalId":8448,"journal":{"name":"arXiv: Econometrics","volume":"8 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73176046","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: 4

Evaluating the Effectiveness of Regional Lockdown Policies in the Containment of Covid-19: Evidence from Pakistan 评估区域封锁政策在遏制Covid-19中的有效性:来自巴基斯坦的证据

arXiv: Econometrics Pub Date : 2020-06-04 DOI: 10.31219/osf.io/sekbc

Hamza Umer, M. S. Khan

{"title":"Evaluating the Effectiveness of Regional Lockdown Policies in the Containment of Covid-19: Evidence from Pakistan","authors":"Hamza Umer, M. S. Khan","doi":"10.31219/osf.io/sekbc","DOIUrl":"https://doi.org/10.31219/osf.io/sekbc","url":null,"abstract":"To slow down the spread of Covid-19, administrative regions within Pakistan imposed complete and partial lockdown restrictions on socio-economic activities, religious congregations, and human movement. Here we examine the impact of regional lockdown strategies on Covid-19 outcomes. After conducting econometric analyses (Regression Discontinuity and Negative Binomial Regressions) on official data from the National Institute of Health (NIH) Pakistan, we find that strategies did not lead to a similar level of Covid-19 caseload (positive cases and deaths) in all regions. In terms of reduction in the overall caseload (positive cases and deaths), compared to no lockdown, complete and partial lockdown were effective in four regions: Balochistan, Gilgit Baltistan (GB), Islamabad Capital Territory (ICT), and Azad Jammu and Kashmir (AJK). Contrarily, complete and partial lockdowns were ineffective in containing the virus in the Punjab, Sindh, and Khyber Pakhtunkhwa (KPK) regions. A divided response of the government, a significant proportion of daily wagers, poor habitat conditions, religious gatherings, and public attitude towards the virus jointly contributed to the ineffectiveness of lockdowns in the three largest regions. The observed regional heterogeneity in the effectiveness of lockdowns advocates for careful use of lockdown strategies based on the political, demographic, socio-economic, and religious factors.","PeriodicalId":8448,"journal":{"name":"arXiv: Econometrics","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89789624","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: 11

Moment Conditions for Dynamic Panel Logit Models with Fixed Effects 具有固定效应的动态面板Logit模型的力矩条件

arXiv: Econometrics Pub Date : 2020-05-12 DOI: 10.1920/WP.CEM.2020.3820

M. Weidner, Bo E. Honor'e

引用次数: 24

Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis 北极人为强迫的放大:一个矢量自回归分析

arXiv: Econometrics Pub Date : 2020-05-05 DOI: 10.1175/JCLI-D-20-0324.1

Philippe Goulet Coulombe, M. Gobel

{"title":"Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis","authors":"Philippe Goulet Coulombe, M. Gobel","doi":"10.1175/JCLI-D-20-0324.1","DOIUrl":"https://doi.org/10.1175/JCLI-D-20-0324.1","url":null,"abstract":"Arctic sea ice extent (SIE) in September 2019 ranked second-to-lowest in history and is trending downward. The understanding of how internal variability amplifies the effects of external $text{CO}_2$ forcing is still limited. We propose the VARCTIC, which is a Vector Autoregression (VAR) designed to capture and extrapolate Arctic feedback loops. VARs are dynamic simultaneous systems of equations, routinely estimated to predict and understand the interactions of multiple macroeconomic time series. Hence, the VARCTIC is a parsimonious compromise between fullblown climate models and purely statistical approaches that usually offer little explanation of the underlying mechanism. Our \"business as usual\" completely unconditional forecast has SIE hitting 0 in September by the 2060s. Impulse response functions reveal that anthropogenic $text{CO}_2$ emission shocks have a permanent effect on SIE - a property shared by no other shock. Further, we find Albedo- and Thickness-based feedbacks to be the main amplification channels through which $text{CO}_2$ anomalies impact SIE in the short/medium run. Conditional forecast analyses reveal that the future path of SIE crucially depends on the evolution of $text{CO}_2$ emissions, with outcomes ranging from recovering SIE to it reaching 0 in the 2050s. Finally, Albedo and Thickness feedbacks are shown to play an important role in accelerating the speed at which predicted SIE is heading towards 0.","PeriodicalId":8448,"journal":{"name":"arXiv: Econometrics","volume":"27 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73771378","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: 7