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Some Evidence On Finite Sample Behavior Of An Instrumental Variables Estimator Of The Linear Quadratic Inventory Model
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Book Synopsis Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadratic Inventory Model by : Kenneth David West
Download or read book Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadratic Inventory Model written by Kenneth David West and published by . This book was released on 1993 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Center for Economic Studies Discussion Paper by :
Download or read book Center for Economic Studies Discussion Paper written by and published by . This book was released on 1988 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Inventory, Business Cycles and Monetary Transmission by : Riccardo Fiorito
Download or read book Inventory, Business Cycles and Monetary Transmission written by Riccardo Fiorito and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inventory changes constitute in all countries a small fraction of the Gross National Product but also a major source or an indicator of cyclical fluctuations. In this volume both possible ways of propagation are investigated by examining in the first part what macroeconomists have learned and still have to learn about inventories in the light of statistical definitions and problems. In the second part, the role of monetary shocks in propagating business cycles is considered through liquidity effects and in relation to inventory adjustment. A possible linkage between inventory and labor market is shown. Finally, new evidence and theoretical insights are provided on the linear-quadratic inventory model and its ability to discriminate econometrically among competing firm behavior.
Book Synopsis Handbook of Macroeconomics by : John B. Taylor
Download or read book Handbook of Macroeconomics written by John B. Taylor and published by Elsevier. This book was released on 1999-12-13 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation Part 6: Financial Markets and the Macroeconomy. 19. Asset prices, consumption, and the business cycle (J.Y. Campbell). 20. Human behavior and the efficiency of the financial system (R.J. Shiller). 21. The financial accelerator in a quantitative business cycle framework (B. Bernanke, M. Gertler and S. Gilchrist). Part 7: Monetary and Fiscal Policy. 22. Political economics and macroeconomic policy (T. Persson, G. Tabellini). 23. Issues in the design of monetary policy rules (B.T. McCallum). 24. Inflation stabilization and BOP crises in developing countries (G.A. Calvo, C.A. Vegh). 25. Government debt (D.W. Elmendorf, N.G. Mankiw). 26. Optimal fiscal and monetary policy (V.V. Chari, P.J. Kehoe).
Book Synopsis Jackknife Instrumental Variables Estimation by : Joshua David Angrist
Download or read book Jackknife Instrumental Variables Estimation written by Joshua David Angrist and published by . This book was released on 1995 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two-stage-least-squares (2SLS) estimates are biased towards OLS estimates. This bias grows with the degree of over-identification and can generate highly misleading results. In this paper we propose two simple alternatives to 2SLS and limited-information-maximum-likelihood (LIML) estimators for models with more instruments than endogenous regressors. These estimators can be interpreted as instrumental variables procedures using an instrument that is independent of disturbances even in finite samples. Independence is achieved by using a `leave-one-out' jackknife-type fitted value in place of the usual first-stage equation. The new estimators are first-order equivalent to 2SLS but with finite-sample properties superior to those of 2SLS and similar to LIML when there are many instruments. Moreover, the jackknife estimators appear to be less sensitive than LIML to deviations from the linear reduced form used in classical simultaneous equations models.
Book Synopsis Nominations of David L. Aaron, Mary Ann Cohen, Margaret Ann Hamburg, M.D., Stanford G. Ross, Ph.D., and David W. Wilcox, Ph.D. by : United States. Congress. Senate. Committee on Finance
Download or read book Nominations of David L. Aaron, Mary Ann Cohen, Margaret Ann Hamburg, M.D., Stanford G. Ross, Ph.D., and David W. Wilcox, Ph.D. written by United States. Congress. Senate. Committee on Finance and published by . This book was released on 1998 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Randomization as an Instrumental Variable by : James Joseph Heckman
Download or read book Randomization as an Instrumental Variable written by James Joseph Heckman and published by . This book was released on 1995 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses how randomized social experiments operate as an instrumental variable. For two types of randomization schemes, the fundamental experimental estimation equations are derived from the principle that experiments equate bias in control and experimental samples. Using conventional econometric representations, we derive the orthogonality conditions for the fundamental estimation equations. Randomization is a multiple instrumental variable in the sense that one randomization defines the parameter of interest expressed as a function of multiple endogenous variables in the conventional usage of that term. It orthogonalizes the treatment variable simultaneously with respect to the other regressors in the model and the disturbance term for the conditional population. However, conventional `structural' parameters are not in general identified by the two types of randomization schemes widely used in practice.
Book Synopsis A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model by : Kenneth David West
Download or read book A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model written by Kenneth David West and published by . This book was released on 1995 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Exact Maximum Likelihood Estimation of Observation-driven Econometric Models by : Francis X. Diebold
Download or read book Exact Maximum Likelihood Estimation of Observation-driven Econometric Models written by Francis X. Diebold and published by . This book was released on 1996 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: The possibility of exact maximum likelihood estimation of many observation-driven models remains an open question. Often only approximate maximum likelihood estimation is attempted, because the unconditional density needed for exact estimation is not known in closed form. Using simulation and nonparametric density estimation techniques that facilitate empirical likelihood evaluation, we develop an exact maximum likelihood procedure. We provide an illustrative application to the estimation of ARCH models, in which we compare the sampling properties of the exact estimator to those of several competitors. We find that, especially in situations of small samples and high persistence, efficiency gains are obtained. We conclude with a discussion of directions for future research, including application of our methods to panel data models.
Book Synopsis Bubbles as Payoffs at Infinity by : Christian Gilles
Download or read book Bubbles as Payoffs at Infinity written by Christian Gilles and published by . This book was released on 1996 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Idiosyncratic Variation of Treasury Bill Yields by : Gregory R. Duffee
Download or read book Idiosyncratic Variation of Treasury Bill Yields written by Gregory R. Duffee and published by . This book was released on 1994 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Determinants of U.S. Commercial Bank Performance by : P. A. V. B. Swamy
Download or read book Determinants of U.S. Commercial Bank Performance written by P. A. V. B. Swamy and published by . This book was released on 1995 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asset Pricing in an Incomplete Market with a Locally Risky Discount Factor by : Sankarshan Acharya
Download or read book Asset Pricing in an Incomplete Market with a Locally Risky Discount Factor written by Sankarshan Acharya and published by . This book was released on 1995 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Optimal Bank Portfolios and the Credit Crunch by : Wayne Passmore
Download or read book Optimal Bank Portfolios and the Credit Crunch written by Wayne Passmore and published by . This book was released on 1994 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Regulatory Competition and the Efficiency of Alternative Derivative Product Margining Systems by : Paul H. Kupiec
Download or read book Regulatory Competition and the Efficiency of Alternative Derivative Product Margining Systems written by Paul H. Kupiec and published by . This book was released on 1996 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Learning by Doing and the Value of Optimal Experimentation by : Volker Wieland
Download or read book Learning by Doing and the Value of Optimal Experimentation written by Volker Wieland and published by . This book was released on 1996 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Plant Shutdowns, Compositional Effects, and Procyclical Labor Productivity by : Ana M. Aizcorbe
Download or read book Plant Shutdowns, Compositional Effects, and Procyclical Labor Productivity written by Ana M. Aizcorbe and published by . This book was released on 1994 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
