Central Limit Theorems and Uniform Laws of Large Numbers for Arrays of Random Fields [0.03%]
随机域阵列的中心极限定理和大样本统一定律
Nazgul Jenish,Ingmar R Prucha
Nazgul Jenish
Over the last decades, spatial-interaction models have been increasingly used in economics. However, the development of a sufficiently general asymptotic theory for nonlinear spatial models has been hampered by a lack of relevant central li...
Aureo de Paula
Aureo de Paula
This paper studies inference in a continuous time game where an agent's decision to quit an activity depends on the participation of other players. In equilibrium, similar actions can be explained not only by direct influences but also by c...
Nonparametric estimation and testing of fixed effects panel data models [0.03%]
非参数面板数据固定效应模型估计及检验方法研究
Daniel J Henderson,Raymond J Carroll,Qi Li
Daniel J Henderson
In this paper we consider the problem of estimating nonparametric panel data models with fixed effects. We introduce an iterative nonparametric kernel estimator. We also extend the estimation method to the case of a semiparametric partially...
F Bourguignon
F Bourguignon
"This paper generalizes previous results on income distribution dominance in the case where the population of income recipients is broken down into groups with distinct utility functions. The example taken here is that of income redistribut...
Discrete factor approximations in simultaneous equation models: estimating the impact of a dummy endogenous variable on a continuous outcome [0.03%]
同时方程模型中离散型工具变量的近似：二值内生变量对连续因变量的影响估计
T A Mroz
T A Mroz
This paper contains a Monte Carlo evaluation of estimators used to control for endogeneity of dummy explanatory variables in continuous outcome regression models. When the true model has bivariate normal disturbances, estimators using discr...
G Ridder,I Tunali
G Ridder
When multiple durations are generated by a single unit, they may be related in a way that is not fully captured by the regressors. The omitted unit-specific variables might vary over the durations. They might also be correlated with the var...
Simultaneous equations for hazards: marriage duration and fertility timing [0.03%]
关于结婚时间和生育时间的联立方程式的危险率模型
L A Lillard
L A Lillard
"This paper develops an approach to simultaneity among hazard equations which is similar in spirit to simultaneous Tobit models. It introduces a class of continuous time models which incorporates two forms of simultaneity across related pro...
P Dejong,P P Boyle
P Dejong
"A state-space model is developed which provides estimates of decrements in a dynamic environment. The model integrates the actual unfolding experience and a priori or Bayesian views of the rates. The estimates of present rates and predicte...