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The relative efficiencies of various predictors in spatial econometric models containing spatial lags
Spatial models with spatial lags Optimal and suboptimal prediction efficiencies BLUP Kriging
2015/9/24
The purpose of this paper is to describe prediction efficiencies of various suboptimal predictors relative to the efficient (kriging) minimum mean square error predictor in spatial models containing s...
Econometric Models of Criminal Behavior: A Review.
Comments on ‘Econometric Models of the Monetary Policy Process’ by David L. Reifscheider, David J. Stockton and David Wilcox
Monetary Policy econometric models
2015/8/4
This paper gives an excellent overview of the way that econometric models
are used to help formulate monetary policy at the Federal Reserve Board.
David Reifschneider, David Stockman, and David Wilc...
This paper develops three asymptotically equivalent tests for examining the validity of imposing
linear inequality restrictions on the parameters of linear econometric models. First we consider the ...
LOCAL AND GLOBAL TESTING OF LINEAR AND NONLINEAR INEQUALITY CONSTRAINTS IN NONLINEAR ECONOMETRIC MODELS
LOCAL AND GLOBAL TESTING NONLINEAR INEQUALITY
2015/7/31
This paper considers a general nonlinear econometric model framework that
contains a large class of estimators defined as solutions to optimization
problems. For this framework we derive several a...
High Dimensional Sparse Econometric Models: An Introduction
High Dimensional Sparse Econometric Models An Introduction
2011/7/6
In this chapter we discuss conceptually high dimensional sparse econometric models as well as estimation of these models using L1-penalization and post-L1-penalization methods.
DYNAMIC ECONOMETRIC MODELS OF MANITOBA CROP PRODUCTION AND HYPOTHETICAL PRODUCTION IMPACTS FOR CAIS
DYNAMIC ECONOMETRIC MODELS MANITOBA CROP PRODUCTION HYPOTHETICAL PRODUCTION IMPACTS CAIS
2014/4/11
This study analyzes the impact of the Canadian Agriculture Income Stabilization (CAIS) program. The study begins with a specification of dynamic crop production that decomposes static short run crop a...