搜索结果: 1-11 共查到“经济计量学 model”相关记录11条 . 查询时间(0.312 秒)
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
Spatial autoregressive model two-stage least squares generalized moments estimation
2015/9/24
Cross-sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor or a disturbance term that is spatially autoregressive. In this article we describe a computati...
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES:LARGE AND SMALL SAMPLE RESULTS
INSTRUMENTAL VARIABLE ESTIMATION SPATIAL AUTOREGRESSIVE MODEL AUTOREGRESSIVE DISTURBANCES LARGE AND SMALL SAMPLE
2015/9/24
The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type instrumental variable (IV) estimator of the parameters of a spatial first order autoregressive model wit...
A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS
SPATIAL CLIFF-ORD-TYPE MODEL HETEROSKEDASTIC INNOVATIONS SMALL AND LARGE SAMPLE RESULTS
2015/9/24
In this paper, we specify a linear Cliff-and-Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the dist...
2SLS and OLS in a spatial autoregressive model with equal spatial weights
Spatial autoregressive models Row normalized and equal spatial weights Ordinary least squares Two stage least squares Panel data
2015/9/24
The paper considers a Cliff–Ord type spatial model with a spatially lagged dependentvariable and a row normalized weighting matrix with equal weights. We show that the 2SLSand OLS estimators are incon...
Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model
Asymptotic Properties Multiperiod Control Rules
2015/8/5
This is the value of the control rule which would be used if one treated ,d as
known with certainty and equal to the least squares estimate. We call this rule
the least squares certainty equivalence...
An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
Macroeconomic Jump Effects Yield Curve
2015/7/23
This paper develops an arbitrage-free time-series model of yields in continuous time
that incorporates central bank policy. Policy-related events, such as FOMC meetings
and releases of macroeconomic...
Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method
Discounts neoclassical growth model grid euler equations
2015/7/21
Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method.
上海财经大学经济学院高级计量经济学I课件Lecture 2 Large Sample Results for the Classical Regression Model
上海财经大学经济学院 高级计量经济学I 课件 Lecture 2 Large Sample Results for the Classical Regression Model
2012/7/16
上海财经大学经济学院高级计量经济学I课件Lecture 2 Large Sample Results for the Classical Regression Model.
上海财经大学经济学院高级计量经济学I课件Lecture 1 The Classical Multiple Regression Model
海财经大学经济学院 高级计量经济学I 课件 Lecture 1 Multiple Regression Model
2012/7/16
海财经大学经济学院高级计量经济学I课件Lecture 1 The Classical Multiple Regression Model.
Agent-Based Model Approach to Complex Phenomena in Real Economy
Agent-Based Model Complex Phenomena Real Economy
2010/10/29
An agent-based model for rms' dynamics is developed. The model consists of rm
agents with identical characteristic parameters and a bank agent. Dynamics of those agents
is described by their balan...
An Adaptive Markov Chain Monte Carlo Method for GARCH Model
Chain Monte Carlo Bayesian inference GARCH model Metropolis-Hastings algorithm
2010/10/29
We propose a method to construct a proposal density for the Metropolis-Hastings algorithm in Markov Chain Monte Carlo (MCMC)simulations of the GARCH model. The proposal density is constructed adaptive...