◆ Testing for a unit root in variables with a double change in the mea

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This paper extends the Perron and Vogelsang (1992) statistics to the case of two changes in the mean. After deriving the new asymptotic distributions, we tabulate them for finite samples and illustra...

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2008-09-22

◆ A model of social security disability insurance using matched SIPP/Administrativ

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We study Disability Insurance (DI) application behavior in the US using matched SIPP and administrative data over 1989–1995. Certain state-contingent earnings projections and eligibility probabili...

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2008-09-19

◆ Serial Correlation and Serial Dependence: The New Palgrave Dictionary of Economi

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From The New Palgrave Dictionary of Economics, Second Edition, 2008 Edited by Steven N. Durlauf and Lawrence E. Blume Abstract In this article we discuss serial correlation in a linear time serie...

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2008-08-15

◆ Central limit theorems for generalized U-statistics with applications in nonpara

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Jiti Gao, Yongmiao Hong: Central limit theorems for generalized U-statistics with applications in nonparametric specificatio...

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2008-08-15

◆ Evaluation of software development projects using a fuzzy multi-criteria decisio

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Software development is an inherently uncertain activity. To deal with the uncertainty and vagueness from humans’ subjective perception and experience in decision process, this paper presents an ev...

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2008-07-15

◆ Bootstrap tests in bi-variate VAR process with single structural change: power v

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This paper assesses the finite-sample performance of single structural change tests based on the conventional asymptotic distribution et bootstrap procedures. The purpose is to see whether the size...

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2008-07-10

◆ The cost of Complying with foreign product standards for firms in developing cou

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世界银行等专家的一篇关于发展中国家公司遵守国外产品标准的成本的计量分析论文。...

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2008-07-07

◆ Quasi-Maximum Likelihood Estimators For Spatial Dynamic Panel Data With Fixed Ef

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This paper investigates the asymptotic properties of quasi-maximum likelihood estimators for spatial dynamic panel data with …fixed effects when both the number of individuals n and the number of...

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2008-07-04

◆ Two-Step Estimation of Endogenous and Exogenous Group Effects

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In this paper, we propose a two-step method to identify and estimate endogenous and exogenous social interactions in Manski (1993) and Brock and Durlauf’s (2001a,b) discrete choice model with unobse...

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2008-07-04

◆ Individual Outcomes with Group Effects: The Impact of Gaming on Employment of A

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American Indians living on reservations have substantially lower levels of employment and income than co-resident non-Indians. Gaming has emerged as an attempt by tribes to improve the socio-economic...

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2008-07-03

◆ Efficient GMM Estimation of a Spatial Autoregressive Model with Autoregressive D

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In this paper, we extend the GMM framework for the estimation of the mixed-regressive spatial autoregressive model introduced by Lee (2006) to estimate the mixed-regressive spatial autoregressive mode...

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2008-07-02

◆ Improved E¢ cient Quasi Maximum Likelihood Estimator of Spatial Autoregress

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In this paper, we consider the GMM estimation of the regression model with SAR distur-bances and the MRSAR model. We derive the best GMM estimators within the class of GMM estimators based on linear a...

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2008-07-01

◆ Dynamic Discrete Choice Models with Lagged Social Interactions with an Applicati

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This article generalizes Heckman’s (1981) dynamic discrete choice panel data models by introducing lagged social interactions, so that the models can accommodate interrelationships of decisions...

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2008-07-01

◆ Quasi-Maximum Likelihood Estimators For Spatial Dynamic Panel Data With Fixed Ef

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Yu, de Jong and Lee (2006) established asymptotic properties of quasi-maximum likelihood estimators for spatial dynamic panel data with …fixed effects when both the number of individuals n and th...

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2008-06-21

◆ Near Unit Root in the Spatial Autoregressive Model

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This paper studies the spatial autoregressive (SAR) model for cross sectional data when the true spatial effect parameter is near unity....

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2008-06-18