Titlebook: Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis; Essays in Honor of H Xiaohong Chen,Norman R. Sw

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coagulation

fulcrum

动脉

Smooth Constrained Frontier Analysis,estimators that may be particularly appealing to practitioners who require smooth (i.e., continuously differentiable) estimates that, in addition, are consistent with theoretical axioms of production.

subordinate

Improving U.S. GDP Measurement: A Forecast Combination Perspective,.. We propose and explore a “forecast combination” approach to combining them. We then put the theory to work, producing a superior combined estimate of GDP growth for the U.S., GDP.. We compare GDP. to GDP. and GDP., with particular attention to behavior over the business cycle. We discuss several

单色

Identification Without Exogeneity Under Equiconfounding in Linear Recursive Structural Systems,ariables are exogenous or conditionally exogenous. In particular, standard instrumental variables and control variables need not be available in these systems. Instead, we demonstrate that the availability of one or two variables that are equally affected by the unobserved confounder as is the respo

周兴旺

Optimizing Robust Conditional Moment Tests: An Estimating Function Approach,he optimality of these RCM tests by reinterpreting them as score tests under certain full specifications. This argument is in fact incompatible with the rationale of RCM tests. In this study, we consider a generalized RCM test based on the estimating function (EF) approach and explore a semi-paramet

aggravate

Asymptotic Properties of Penalized M Estimators with Time Series Observations,operties of penalized M estimators with weakly dependent data. We first establish the convergence rate for any penalized M estimators of unknown functions with stationary beta mixing observations. While the existing theories on the convergence rates with i.i.d. data require that the random criteria

Sciatica

Eosinophils

New Directions in Information Matrix Testing: Eigenspectrum Tests,5, 1982) proposed that model misspecification could be detected by testing the null hypothesis that the Fisher information matrix (IM) Equality holds by comparing linear functions of the Hessian to outer product gradient (OPG) inverse covariance matrix estimators. Unfortunately, a number of research