Download or read book Edgeworth Expansions for Semiparametric Averaged Derivatives Now Published in Econometrica 68 2000 Pp 931 979 written by Y. Nishiyama and published by . This book was released on 2008 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: A valid Edgeworth expansion is established for the limit distribution of density-weighted semiparametric averaged derivative estimates of single index models. The leading term that corrects the normal limit varies in magnitude, depending on the choice of bandwidth and kernel order. In general this term has order larger than the n -½ that prevails in standard parametric problems, but we find circumstances in which it is O(n -½), thereby extending the achievement of an n -½ Berry-Essen bound in Robinson (1995). A valid empirical Edgeworth expansion is also established. We also provide theoretical and empirical Edgeworth expansions for a studentized statistic, where the correction terms are different from those for the unstudentized case. We report a Monte Carlo study of finite sample performance.
Download or read book Edgeworth Expansions for Semiparametric Averaged Derivatives written by Y. Nishiyama and published by . This book was released on 1999 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Simple Edgeworth Approximations for Semiparametric Averaged Derivatives written by Chuan Goh and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This note proposes a computationally simple empirical Edgeworth expansion for the limiting distribution of a Studentized estimator of a semiparametric single index model. The estimator in question is the density-weighted averaged derivative estimator implemented according to the method of Powell, Stock and Stoker (1989). The coefficients of the expansion are derived from the cumulants of a bootstrapped estimate of the distribution of the Studentized estimator. Monte Carlo evidence indicates finite-sample performance comparable to that of the empirical Edgeworth expansions proposed by Nishiyama and Robinson (2000).
Download or read book Microeconometrics written by Steven Durlauf and published by Springer. This book was released on 2016-06-07 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Download or read book The Palgrave Companion to LSE Economics written by Robert A. Cord and published by Springer. This book was released on 2019-01-18 with total page 949 pages. Available in PDF, EPUB and Kindle. Book excerpt: The London School of Economics (LSE) has been and continues to be one of the most important global centres for economics. With six chapters on themes in LSE economics and 29 chapters on the lives and work of LSE economists, this volume shows how economics became established at the School, how it produced some of the world’s best-known economists, including Lionel Robbins and Bill Phillips, plus Nobel Prize winners, such as Friedrich Hayek, John Hicks and Christopher Pissarides, and how it remains a global force for the very best in teaching and research in economics. With original contributions from a stellar cast, this volume provides economists – especially those interested in macroeconomics and the history of economic thought – with the first in-depth analysis of LSE economics.
Download or read book Time Series with Long Memory written by Peter M. Robinson and published by Advanced Texts in Econometrics. This book was released on 2003 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long memory time series are characterized by a strong dependence between distant events.
Download or read book When Corporations Rule the World written by David C. Korten and published by Berrett-Koehler Publishers. This book was released on 1996-01 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addresses the issue of modern corporate power, exposing the harmful effects gobalization is having not only on economics, but also on politics, society and the environment
Download or read book XploRe Application Guide written by W. Härdle and published by Springer Science & Business Media. This book was released on 2000-11-16 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a detailed application guide to XploRe - an interactive statistical computing environment. As a guide it contains case studies of real data analysis situations. It helps the beginner in statistical data analysis to learn how XploRe works in real life applications. Many examples from practice are discussed and analysed in full length. Great emphasis is put on a graphic based understanding of the data interrelations. The case studies include: Survival modelling with Cox's proportional hazard regression, Vitamin C data analysis with Quantile Regression, and many others.
Download or read book The Optimal Depletion of Exhaustible Resources written by Hassan Benchekroun and published by . This book was released on 2010 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Macroeconometrics and Time Series Analysis written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Download or read book Targeted Learning in Data Science written by Mark J. van der Laan and published by Springer. This book was released on 2018-03-28 with total page 655 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook for graduate students in statistics, data science, and public health deals with the practical challenges that come with big, complex, and dynamic data. It presents a scientific roadmap to translate real-world data science applications into formal statistical estimation problems by using the general template of targeted maximum likelihood estimators. These targeted machine learning algorithms estimate quantities of interest while still providing valid inference. Targeted learning methods within data science area critical component for solving scientific problems in the modern age. The techniques can answer complex questions including optimal rules for assigning treatment based on longitudinal data with time-dependent confounding, as well as other estimands in dependent data structures, such as networks. Included in Targeted Learning in Data Science are demonstrations with soft ware packages and real data sets that present a case that targeted learning is crucial for the next generation of statisticians and data scientists. Th is book is a sequel to the first textbook on machine learning for causal inference, Targeted Learning, published in 2011. Mark van der Laan, PhD, is Jiann-Ping Hsu/Karl E. Peace Professor of Biostatistics and Statistics at UC Berkeley. His research interests include statistical methods in genomics, survival analysis, censored data, machine learning, semiparametric models, causal inference, and targeted learning. Dr. van der Laan received the 2004 Mortimer Spiegelman Award, the 2005 Van Dantzig Award, the 2005 COPSS Snedecor Award, the 2005 COPSS Presidential Award, and has graduated over 40 PhD students in biostatistics and statistics. Sherri Rose, PhD, is Associate Professor of Health Care Policy (Biostatistics) at Harvard Medical School. Her work is centered on developing and integrating innovative statistical approaches to advance human health. Dr. Rose’s methodological research focuses on nonparametric machine learning for causal inference and prediction. She co-leads the Health Policy Data Science Lab and currently serves as an associate editor for the Journal of the American Statistical Association and Biostatistics.
Download or read book Judge Bias in Labor Courts and Firm Performance written by Mr.Pierre Cahuc and published by International Monetary Fund. This book was released on 2021-02-12 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt: Does labor court uncertainty and judge subjectivity influence firms’ performance? We study the economic consequences of judge decisions by collecting information on more than 145,000 Appeal court rulings, combined with administrative firm-level records covering the whole universe of French firms. The quasi-random assignment of judges to cases reveals that judge bias has statistically significant effects on the survival, employment, and sales of small low-performing firms. However, we find that the uncertainty associated with the actual dispersion of judge bias is small and has a non-significant impact on their average outcomes.
Download or read book Monetary Economics written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Download or read book Mobilization Effects of Multilateral Development Banks written by Chiara Broccolini and published by International Monetary Fund. This book was released on 2019-02-15 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt: We use loan-level data on syndicated lending to a large sample of developing countries between 1993 and 2017 to estimate the mobilization effects of multilateral development banks (MDBs), controlling for a large set of fixed effects. We find evidence of positive and significant direct and indirect mobilization effects of multilateral lending on the number of deals and on the total size of bank inflows. The number of lending banks and the average maturity of syndicated loans also increase after MDB lending. These effects are present not only on impact, but they last up to three years and are not offset by a decline in bond financing. There is no evidence of anticipation effects and the results are not driven by confounding factors, such as the presence of large global banks, Chinese lending and aid flows. Finally, the economic effects are sizable, suggesting that MBDs can play a vital role to mobilize private sector financing to achieve the goals of the 2030 Development Agenda.
Download or read book Multivariable Model Building written by Patrick Royston and published by John Wiley & Sons. This book was released on 2008-09-15 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariable regression models are of fundamental importance in all areas of science in which empirical data must be analyzed. This book proposes a systematic approach to building such models based on standard principles of statistical modeling. The main emphasis is on the fractional polynomial method for modeling the influence of continuous variables in a multivariable context, a topic for which there is no standard approach. Existing options range from very simple step functions to highly complex adaptive methods such as multivariate splines with many knots and penalisation. This new approach, developed in part by the authors over the last decade, is a compromise which promotes interpretable, comprehensible and transportable models.
Download or read book Nonparametric Instrumental Regression written by Serge Darolles and published by . This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The focus of the paper is the nonparametric estimation of an instrumental regression function f defined by conditional moment restrictions stemming from a structural econometric model: E [Y - f (Z) | W] = 0, and involving endogenous variables Y and Z and instruments W. The function f is the solution of an ill-posed inverse problem and we propose an estimation procedure based on Tikhonov regularization. The paper analyses identification and overidentification of this model and presents asymptotic properties of the estimated nonparametric instrumental regression function.
Download or read book Bayesian and Likelihood Methods in Statistics and Econometrics written by Seymour Geisser and published by North Holland. This book was released on 1990 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: On Bayesian econometrics
