Paper models econometric. Medical search. Frequent questions

In statistics and econometrics, Bayesian vector autoregression (BVAR) uses Bayesian methods to estimate a vector autoregression (VAR) model. (wikipedia.org)
Bayesian econometrics Dynamic Stochastic General Equilibrium Macroeconomic Modeling Koop, G. (wikipedia.org)
Replicate papers using the econometrics models discussed. (tcd.ie)
This paper examines aspects of time-series and nonstationary panel data econometrics that have become widely used in the estimation and testing of macroeconomic relationships in recent years. (otago.ac.nz)
D.F. Hendry and J.A. Doornik, Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics, MIT Press, 2014. (otago.ac.nz)
Paolo's main research interests are empirical asset pricing, portfolio choice, financial econometrics and econometric theory. (imperial.ac.uk)
His publications include The Annals of Statistics, The Journal of Econometrics, The Journal of Time Series Analysis, The Journal of Empirical Finance, The Journal of Monetary Economics, The Review of Financial Studies and Econometric Theory. (imperial.ac.uk)
Long memory affine term structure models" joint with A. Golinski, Journal of Econometrics, forthcoming. (imperial.ac.uk)
Fellows in this track will develop their knowledge of modeling and other related subjects such as decision analysis, outbreak response, advanced econometrics, data visualization, machine learning, and the use of software. (cdc.gov)

Bayesian Inference in Dynamic Econometric Models. (wikipedia.org)

This supplement contains tables of critical values, proofs, algebraic derivations, detailed description of econometric methods, and additional empirical results. (econometricsociety.org)
The resulting models are amenable to empirical analysis using market data and standard Euler equation methods. (repec.org)
Implications of security market data for models of dynamic economies ," Discussion Paper / Institute for Empirical Macroeconomics 29, Federal Reserve Bank of Minneapolis. (repec.org)
We model the empirical relationship between the within-establishment union membership rate and wage inequality in Norway. (fafo.no)
It is not an exhaustive and by no means complete list and is aimed predominantly at empirical as opposed to purely theoretical papers. (leeds.ac.uk)
Based on a simple empirical model, a distinction is made between long-run supply trends and short-run dynamics, which motivates use of error correction methods. (ciaonet.org)
2/3 · be able to analyse panel data models, · be able to generalise their knowledge to econometric problems that haven't been treated during the course, · be able to understand relevant empirical and econometric research. (lu.se)

Johansen, S. (2008): A representation theory for a class of vector autoregressive models for fractional processes. (uni-muenchen.de)
Econometric Theory 24, 651-676. (uni-muenchen.de)
Econometric Theory 25, 1515-1544. (uni-muenchen.de)
Inferential Theory for Generalized Dynamic Factor Models" joint with M. Barigozzi, M. Hallin, and M. Luciani. (imperial.ac.uk)
Asymptotic Theory for Spectral Density Estimates of General Multivariate Time Series " joint with WB Wu, Econometric Theory forthcoming. (imperial.ac.uk)
Investigations reported in these lectures subsequently appeared as solely-authored papers in (respectively) the Journal of the American Statistical Association (Theory and Methods Section), and the journal, Methods of Information in Medicine . (simmons.edu)

This device can be used to obtain consistent estimates of the parameters of the partial adjustment model. (econometricsociety.org)
Unlike the latter class of models which require parameter estimates that are outside of the admissible parameter space, e.g., negative rates of time preference, the model with first-order risk aversion generates point estimates that are economically meaningful. (repec.org)
Some versions of the model use export proxies, which lead to econometric estimates of Kansas regional exports. (ku.edu)
3) a downward bias in some of the econometric estimates using proxies. (ku.edu)
Suggestions are made for improving the robustness of the econometric model, and also for improving the proxies and the resulting econometric estimates of state exports. (ku.edu)
As the approach also obtains an estimator for the cointegration space, the paper compares it with OLS estimates in simulations. (uni-muenchen.de)
How does heterogeneity over space and time affect econometric estimates and forecasts? (aaea.org)
The bootstrap is a convenient tool for calculating standard errors of the parameter estimates of complicated econometric models. (chicagofed.org)

Recursive Estimation in Cointegrated VAR Models. (uni-muenchen.de)
This paper proposes an alternative to the bootstrap that relies only on the estimation of one-dimensional parameters. (chicagofed.org)

This module is designed to provide students with a theoretical and applied toolbox of econometric techniques frequently used in applied microeconomics research. (tcd.ie)
Next we discuss the theoretical specification of the model and the statistically estimated equations. (duke.edu)
In our theoretical model managerial and customer preferences jointly influence CSR investments. (repec.org)
Theoretical studies are interwoven with practical applications in the form of computer exercises, which are carried out using econometric software on a PC. (lu.se)

The exogeneity assumptions underlying such an approach are tested via marginal models for the conditioning variables. (norges-bank.no)
The second approach is important because even if an old model had gotten all the physics right, the future projected warming would be off if they assumed we would have 450 ppm CO 2 in 2020 (which some did! (realclimate.org)
The aim of this paper is to study the nonparametric variance ratio approach suggested by Nielsen for the case of fractional cointegration in presence of linear trend and trend breaks. (uni-muenchen.de)
One of the main motivations, if not the main one, for how researchers structure and write their papers is that the approach they follow is what they deem most likely to be deemed a publishable paper by editors/reviewers. (leeds.ac.uk)

This paper studies inference in models that are identified by moment restrictions. (econometricsociety.org)
Likelihood-Based Inference in Cointegrated Vector Auto-Regressive Models, 2nd edn. (uni-muenchen.de)
2011): Likelihood inference for a fractionally cointegrated vector autoregressive model. (uni-muenchen.de)
This makes statistical inference and econometric modelling rather challenging and my aim was to circumvent these challenges. (lu.se)

The partial adjustment model has been used in many areas of applied economics as a description of optimal behavior in the face of adjustment costs. (econometricsociety.org)
Cyclical productivity in a model of labor hoarding ," Journal of Monetary Economics , Elsevier, vol. 38(2), pages 331-361, October. (repec.org)
Straight Time and Overtime in Equilibrium ," UCLA Economics Working Papers 455, UCLA Department of Economics. (repec.org)
The Dynamic Demand for Capital and Labor ," Cowles Foundation Discussion Papers 735, Cowles Foundation for Research in Economics, Yale University. (repec.org)
This challenge has been met by a number of papers in the economics literature, which exploit major shocks to early-life health in the forms of famine and epidemics. (lu.se)
Provide leadership for new and innovative approaches to studying the economics of prevention and health promotion activities including, but not limited to, cost studies, cost-effectiveness, cost-utility, resource allocation, quantitative policy analysis of health system studies, and disease models. (cdc.gov)
Despite the fact that SOMs are a class of artificial neural networks, they are radically different from the neural model usually employed in Business and Economics studies, the multilayer perceptron with backpropagation training algorithm. (bvsalud.org)

The authors suggest an econometric methodology to decompose a wide range of aggregate data, and they apply this method to estimate a disaggregated average cattle slaughter weight for calves, cows, and other cattle from total beef production data in the European Union. (iastate.edu)
Modeling fractional cointegration relationships has become a major topic in applied time series analysis as it steps back from the traditional rigid I(1)/I(0) methodology. (uni-muenchen.de)
In Section 3 we introduce the data, the model and the methodology. (lu.se)
L Federal Committee on Statistical Methodology, probit models. (cdc.gov)

Figure 2 from Hausfather et al (2019) showing the comparisons between model predictions and observations for a) the temperature trends (above) and b) the implied Transient Climate Response (TCR) which is the trend divided by the forcing and scaled to an equivalent 2xCO2 forcing. (realclimate.org)
Using a panel of 24 OECD countries for the sample 1990-2019 and a standard macroeconomic framework, the paper tests the combined effect of (1) climate change, (2) environmental policies and (3) environment-related technologies on the macroeconomy. (europa.eu)
J.L. Castle and D.F. Hendry, Modelling Our Changing World, Palgrave Macmillan, 2019. (otago.ac.nz)

Large Sample Properties of Generalized Method of Moments Estimators ," Econometrica , Econometric Society, vol. 50(4), pages 1029-1054, July. (repec.org)

The objective of the paper is to develop an understanding of the econometric analysis of non-stationary data and the cointegration literature. (otago.ac.nz)
Campbell, J. Y., Shiller, R. J. (1987): Cointegration and tests of present value models. (uni-muenchen.de)

Background: Studies conducted in developed countries using economic models show that individual- and household- level variables are important determinants of health insurance ownership. (bvsalud.org)

Vector autoregressions are flexible statistical models that typically include many free parameters. (wikipedia.org)
This type model can be estimated with Eviews, Stata, Python or R Statistical Packages. (wikipedia.org)
The statistical model represents joint feedback between wage inequality and union membership. (fafo.no)
Papers are presented at professional conferences, such as the Joint Statistical Meeting of the American Statistical Association and the National Tax Association's annual conference on taxation, and are often published in professional journals. (irs.gov)
The thesis consists of 5 papers on statistical analysis with regards to panel data. (lu.se)

Empirically, the authors model the long-run properties and derive a congruent and parsimonious dynamic model for wages and prices in Norway. (norges-bank.no)

This paper examines the sustainability of subnational governments in Mexico, focusing on its top 110 most indebted municipalities. (mdpi.com)
Using the latest data covering the period 1960-2009, this paper examines how such behaviour is related to domestic factors. (ciaonet.org)
This paper re‐examines the model for quarterly cigarette consumption presented earlier (Chetwynd et al. (who.int)

WP 13-19 - The authors propose a novel method to estimate dynamic equilibrium models with stochastic volatility. (philadelphiafed.org)

This paper measures the long-term effects of the Sahel famine of the early 1970s on the health, education and material outcomes of those exposed in Mali. (lu.se)

Recent research has shown that Bayesian vector autoregression is an appropriate tool for modelling large data sets. (wikipedia.org)
Norges Bank's Working Papers present research projects and reports that are generally not in their final form. (norges-bank.no)
The Independence Axiom and Asset Returns ," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc. (repec.org)
Implications of Security Market Data for Models of Dynamic Economies ," NBER Technical Working Papers 0089, National Bureau of Economic Research, Inc. (repec.org)
The purpose of the research described in this report is to produce an econometric model of the Upstate New York economy and two metropolitan areas within it-Albany and Syracuse. (syr.edu)
In an upcoming paper in Geophysical Research Letters, Zeke Hausfather, Henri Drake, Tristan Abbott and I took a look at how well climate models have actually been able to accurately project warming in the years after they were published. (realclimate.org)
The Center on Japanese Economy and Business Working Paper Series showcases preliminary research results in the field before publication. (columbia.edu)
The Statistics of Income (SOI) working papers present new and exciting research on the U.S. Federal tax system and the methods used to produce tax statistics. (irs.gov)
Instead, these working papers are intended to make results of research available to others and to encourage discussion on a variety of topics. (irs.gov)
Procyclical Labor Productivity and Competing Theories of the Business Cycle: Some Evidence from Interwar U.S. Manufacturing Industries ," NBER Working Papers 3503, National Bureau of Economic Research, Inc. (repec.org)
The Dynamic Demand for Capital and Labor ," NBER Working Papers 1899, National Bureau of Economic Research, Inc. (repec.org)
Feature papers represent the most advanced research with significant potential for high impact in the field. (mdpi.com)
A Feature Paper should be a substantial original Article that involves several techniques or approaches, provides an outlook for future research directions and describes possible research applications. (mdpi.com)
The published works consist of research papers on topics relevant to the focus of the Center. (princeton.edu)
There are three large numbered series of papers, these being: Research Memoranda, Research Monographs, and World Order Studies Program Occasional Papers. (princeton.edu)

The major technical assumptions behind the outlook and a brief description of the NIME model are presented in the appendix. (plan.be)
The Working Paper also features an assessment of the euro area's progress towards the European Union's Lisbon goals for growth and employment, a brief description of the nime model and an appendix outlining the major technical assumptions of this outlook. (plan.be)
apply advanced econometric tools to economic problems, · evaluate whether the assumptions made by the chosen model are reasonable, · apply rational modelling strategies even when basic assumptions must be rejected, · implement econometric analyses using econometric software, · give an account of and discuss their econometric abilities. (lu.se)

Our analysis, based on a variety of standard econometric techniques, aims to be a fairly comprehensive test of the hypotheses about long cycles, associated with the name of Kondratiev/Kondratieff. (ssrn.com)
In doing so, the paper highlights both the limitations of household datasets in the Pacific as well as opportunities to make better use of data for poverty analysis. (ssrn.com)
'Expected Utility' Analysis without the Independence Axiom ," Levine's Working Paper Archive 7650, David K. Levine. (repec.org)
Consider using climate models and scenario analysis. (researchgate.net)
WP 21-02 - Over the past 20 years or so, dynamic stochastic general equilibrium (DSGE) models have become the mainstay of macroeconomic policy analysis and forecasting. (philadelphiafed.org)
This paper provides an assessment of the macroeconomic models regularly used for forecasting and policy analysis in the Eurosystem. (europa.eu)
Third, it reviews current practices in model-based analysis for monetary policy preparation and forecasting and provides recommendations and suggestions for improvement. (europa.eu)
We study 30 vintages of FRB/US, the principal macro model used by the Federal Reserve Board staff for forecasting and policy analysis. (europa.eu)
B.H. Baltagi, Econometric Analysis of Panel Data (4th ed. (otago.ac.nz)
Dynamic factor models with infinite dimensional factor space: asymptotic analysis", joint with M. Forni, M. Hallin, M. Lippi, third revision requested. (imperial.ac.uk)
Econometric analysis / William H. Greene. (who.int)
Econometric analysis of health data/ edited by Andrew M. Jones and Owen O'Donnell. (who.int)
Motivated by this, the current paper offers an analysis of the effect of weak, semi-weak and semi-strong factors on two of the most popular estimators for factor-augmented regressions, namely, principal components (PC) and common correlated effects (CCE). (lu.se)

Federal Reserve Bank of Minneapolis Working Paper. (wikipedia.org)
The equity premium: a puzzle ," Levine's Working Paper Archive 1401, David K. Levine. (repec.org)
Cyclical productivity in a model of labor hoarding ," Working Paper Series, Macroeconomic Issues 93-20, Federal Reserve Bank of Chicago. (repec.org)
Working Paper Series, Macroeconomic Issues 94-9, Federal Reserve Bank of Chicago. (repec.org)
A previous version of this working paper was originally published in June 2021. (philadelphiafed.org)
Access Statistics for this working paper series. (repec.org)
Working paper 98-WP 205. (iastate.edu)
This Working Paper presents a medium-term macroeconomic outlook for the major economic areas of the world. (plan.be)

Capital Utilization and Returns to Scale ," CEPR Discussion Papers 1221, C.E.P.R. Discussion Papers. (repec.org)

However, the Durbin-Watson (D-W) statistic tests only for autocorrelation of the first order, and it is not valid in dynamic models (Maddala, 1995). (lu.se)

One of the major topics related to the modeling of operational risk is the nonavailability of a sufficient amount of data within financial institutions. (risk.net)
This paper describes a way to circumvent this problem by presenting a scaling mechanism that enables us to put data originating from several sources together in one modeling framework. (risk.net)
Using both stock and bond returns data, we find that a model incorporating risk preferences that exhibit firstorder risk aversion accounts for significantly more of the mean and autocorrelation properties of the data than models that exhibit only second-order risk aversion. (repec.org)
Implications of Security Market Data for Models of Dynamic Economies ," Journal of Political Economy , University of Chicago Press, vol. 99(2), pages 225-262, April. (repec.org)
Third, the model is to be developed and maintained by economists knowledgeable of the local economy and estimated specifically for the local economies using locally available data. (syr.edu)
Dynamic panel data models are estimated for different wage inequality measures, with gini as the reference measure. (fafo.no)
I have heterogeneous panel data model, my data are stationat at level , N=6 T=21,What is the appropriate regression model? (researchgate.net)
The level of aggregation of reported data has limited the proper accounting of live animals in many livestock models, making the consistency of their underlying biologics suspect. (iastate.edu)
At the end of the paper students should be able to interpret and critically evaluate applied time-series and panel time-series econometric studies in the literature, and to apply macroeconometric methods, using appropriate computer software, to relevant data in practice and interpret the results obtained. (otago.ac.nz)
The papers in this session use nonparametric methods to avoid misspecification when modeling yield distributions, estimating willingness to pay, and imputing missing data. (aaea.org)
In addition to providing a ranking, the derived metric is also useful for reducing the number of dimensions (questionnaire items in some situations) and for modeling the data source. (bvsalud.org)

Ultimately, we hope to use the model to perform policy simulation experiments to evaluate the effects of alternative governmental and managerial policies on the behavior of the industry. (duke.edu)
We conclude with some example simulation results which provide additional evidence of the validity of the model for explaining the behavior of the tobacco industry over the period 1949 through 1966. (duke.edu)

This insight is used to develop novel econometric methods that extend the widely used generalized method of moments (GMM). (econometricsociety.org)
1986) used Monte Carlo methods to compare different LM, Wald and LR alternatives for dynamic single equation models, and showed that using standard F -tests in the second equation was to be preferred. (lu.se)

Misspecified models can produce spurious econometric results. (aaea.org)
One of the most substantive issues is that results reported in leading journals are commonly papers with the most exciting and newsworthy findings. (leeds.ac.uk)
Results of search for 'su:{Models, Econometric. (who.int)
Results: The Ï 2 test for goodness of fit indicated satisfactory prediction of the estimated logit model. (bvsalud.org)

This paper proposes to calculate p-values by means of gamma distributions and gives response regressions parameters for the asymptotic moments of them. (uni-muenchen.de)

A Time-Series Econometric Model of the Upstate New York Economy" by Donald H. Dutkowsky, James Follain et al. (syr.edu)
Papers in this series generally do not undergo the extensive review and editorial process accorded official SOI publications. (irs.gov)
These include semi-structural, structural and time-series models covering specific jurisdictions and the euro area within a closed economy, small open economy, multi-country or global setting. (europa.eu)
Advanced time-series and nonstationary panel econometric techniques. (otago.ac.nz)

The general idea is to use informative priors to shrink the unrestricted model towards a parsimonious naïve benchmark, thereby reducing parameter uncertainty and improving forecast accuracy. (wikipedia.org)

Students shall also have sufficient competence to individually write an empirically orientated paper at the master level. (lu.se)

We also examine the relationship between first-order risk aversion and models that employ exogenous stochastic switching processes for consumption growth. (repec.org)
Then, we consider two alternative ordering invariant time-varying parameter VAR-SV models: the discounted Wishart SV model (DW-SV) and the dynamic stochastic correlation SV model (DSC-SV). (philadelphiafed.org)
To do this, we exploit archives of the model code, coefficients, baseline databases and stochastic shock sets stored after each FOMC meeting from the model's inception in July 1996 until November 2003. (europa.eu)

A leading example is macroeconomic models that are immune to the well‐known (Lucas (1976)) critique in the face of policy regime shifts. (econometricsociety.org)

First, it provides a survey of the macroeconomic modelling portfolios currently used or under development within the Eurosystem. (europa.eu)
Portfolio choice with misspecified models: a foundation for Alpha and Beta Portfolios', joint with Valentina Raponi and Raman Uppal. (imperial.ac.uk)

me) has just been published with the most comprehensive assessment of climate model projections since the 1970s. (realclimate.org)
We gathered all the climate models published between 1970 and the mid-2000s that gave projections of both future warming and future concentrations of CO 2 and other climate forcings - from Manabe (1970) and Mitchell (1970) through to CMIP3 in IPCC 2007. (realclimate.org)
We found that climate models - even those published back in the 1970s - did remarkably well, with 14 out of the 17 projections statistically indistinguishable from what actually occurred. (realclimate.org)
Models are used as analytical frameworks for building baseline projections and for supporting the preparation of monetary policy decisions. (europa.eu)

Future emissions depend on human societal behavior, not physical systems, and we can usefully distinguish evaluation of climate models physics from paths of future concentrations. (realclimate.org)

Finally, it reviews existing cooperation modalities on model development and proposes alternative sourcing and organisational strategies to remedy any knowledge or analytical gaps identified. (europa.eu)

Journal of Policy Modelling 30, 271-278. (uni-muenchen.de)

The outlook was produced using NIME, the Belgian Federal Planning Bureau's macroeconometric world model. (plan.be)
The outlook was prepared using nime, the Belgian Federal Planning Bureau's (fpb) macroeconometric world model. (plan.be)

This paper discusses the structural equations, forecasting properties, dynamic characteristics, and economic policy implications of a quarterly econometric model of U.S. livestock and feedgrain markets. (repec.org)

Panel econometric techniques are employed that are consistent in the presence of parameter heterogeneity and cross-section dependence. (ciaonet.org)
Modern econometric techniques are treated, and at the same time considerable emphasis is placed on fundamental econometric thinking. (lu.se)

The paper examine the suitability of the full system for inflation forecasting and demonstrate model responses to changes in monetary instruments. (norges-bank.no)

The history of autocorrelation tests dates back to the paper by Durbin and Watson (1950), who introduced their now classic test for autocorrelated errors in a regression model. (lu.se)

Second, the model ought to be capable of generating short-run forecasts. (syr.edu)
WP 21-03 - In this paper, we introduce and study a class of disagreement measures for probability distribution forecasts based on the Wasserstein metric. (philadelphiafed.org)

As of 2021, the CDC Steven M. Teutsch Prevention Effectiveness Fellowship is offering an optional track within the fellowship: the Analytics and Modeling Track. (cdc.gov)

To study complementarities of education in socioeconomic development of developing countries, how we can develop a model between education and environment? (researchgate.net)
It was a non-interventional, qualitative response econometric study. (bvsalud.org)

This paper analyzes the implications of a rational expectations specification. (econometricsociety.org)

We apply this framework to model changes in multiple competition law indices ‎and inequality metrics for a large sample of countries over the period 1960-2010. (ssrn.com)
This paper integrates models of atemporal risk preference that relax the independence axiom into a recursive intertemporal asset-pricing framework. (repec.org)

This paper discusses some of the factors associated with life satisfaction in Brazil using four waves of the World Values Survey (1991 to 2014). (bvsalud.org)

Output and Labor Input in Manufacturing ," Brookings Papers on Economic Activity , Economic Studies Program, The Brookings Institution, vol. 5(3), pages 695-736. (repec.org)

Econometric Reviews. (wikipedia.org)
This survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making institutions. (defaultrisk.com)

Australian adults are above the OECD average in literacy but only average in numeracy, according to a staff paper released by the Productivity Commission. (pc.gov.au)

Anatomy1

Organisms2

Diseases2

Chemicals and Drugs3

Analytical, Diagnostic and Therapeutic Techniques and Equipment63

Psychiatry and Psychology10

Phenomena and Processes24

Disciplines and Occupations19

Anthropology, Education, Sociology and Social Phenomena25

Technology, Industry, Agriculture11

Humanities21

Information Science79

Named Groups2

Health Care80

Geographicals8

Econometrics9

Dynamic Econometric Models1

Empirical7

Theory6

Estimates8

Estimation2

Theoretical4

Approach4

Inference4

Economics7

Methodology4

20193

Econometrica1

Cointegration2

Determinants1

Statistical5

Wages1

Examines3

Estimate1

Outcomes1

Research15

Assumptions3

Analysis13

Working Paper8

Discussion Papers1

Maddala1

Data11

Simulation2

Methods2

Results4

Distributions1

Series4

Uncertainty1

Empirically1

Stochastic3

Macroeconomic models1

Portfolios2

Projections4

Evaluation1

Proposes1

Journal1

Macroeconometric2

Livestock1

Techniques2

Demonstrate1

Regression model1

Forecasts2

20211

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19911

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Literacy1