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- 要約等...research areas in time series econometrics. Over the last fifteen years, growing attention has......paid to estimating and testing for multiple ......known change points in both theoretical and ap......estimation and inferential metho...... have received increasing attention. In this dissertation, I make further theoretical contributions in these areas and pr...... applications. In chapter one, I re-examine the relevance of a......ality criteria in the context of testing for structura......ptimal test against the alternative of......tion. However, their framework is based on the assumption that the variation of the parameter pr...
- 一般注記...ile, made from the microfilm master copy of the original dissertation or master thesis published by UMI. UMI numb...
- 学位論文注記Thesis (Ph. D.)--Boston Universit...
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- 件名Econometrics.
- 著者標目Fisher, Franklin M.
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- 目次・記事...ES CHAPTER ONE:INTRODUCTION 1.1 Problem Identification or Background to the Research 1.2 Objectives of the Research 1.3 Methodology of the Dissertation 1.4 Outline of the Dissertation C......VE ANALYSIS OF THE SRI LANKAN ECONOMY 2.1 Introduction 2.2 ......Background 2.5 The Economy of Sri......EGIES OF MODELLING THE SRI LANKAN ECONOMY 3.1 Introduction 3.2 Modelling Strategies for Developing Countries 3.3......nometric Modelling History of Sr......Y ANALYSIS 4.1 Introduction 4.2 ......ock Diagram of the Model 4.3 Deta......Description of the Model 4.4 Hist...... Simulation of the Model 4.5 Poli......imulation With the Model 4.6 Conclusion APPENDIX...
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- 要約等...od for calculating China's debt based ......ucted by measuring the relationship between China's debt size a......onomic growth. The conclusion tha...... as follows: China's current deb......ready exceeded the inflection point, and that mea......t it is now having an adverse ef......c performance. The book also focuses on China's debt problems as a whole, highlighting debt issues f......t entities and industries, as well as the ratio and structure of the virtual and real economies. The contents are presented in three major principles: theory, oriented, data, and orien...
- 内容細目...I A Study of China's Total Debt ......I A Study of China's Government ......V A Study of China's Bank Debt C......V A Study of China's Corporate D...... VI A Study of the Debt of Real Estate-Related Industries Chapte......VII A Study of the Real Economy and the Virtual Econom...... VIII Summary. Intro; Preface; Contents; About the Author; Chapte......ic Growth; 1.1 Theoretical Basis ...... Models; 1.1.2 The New Institutional Eco...... Growth; 1.1.3 The Population Problem in Economic Growt......ic Growth; 1.3 Theoretic Meaning of Turning Point of Debt; 1.3.1 Economic Meaning of the Turning Point; 1.3.2 Economic Meaning of t...
- 件名Economic development--China. Debts, Public--China. China--Economic policy. China--Economic conditions. BUSINESS & ECONOMICS......s--General. BUSINESS & ECONOMICS......omic policy. China.
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- 件名計量経済学. 歴史. Econometrics -- History.
- 一般注記Includes indexes.
- 著者標目Epstein, Roy J. (Roy Jacob) , 1954-
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- 件名計量経済学. Econometrics -- Addresses, essays, lecture...
- 著者標目Griliches, Zvi, 1930- Intriligator, Michael D.
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- 著者標目Brillinger, David R. Krishnaiah, P. R...
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- 件名Econometrics
- 件名（識別子）Econometrics
- 並列タイトル等（連結）Problema identifikat︠s︡ii v ėkonometrii The identification problem in econometrics
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- 件名Econometrics
- 件名（識別子）Econometrics
- 一般注記Reprint of the ed. published ......w York, issued in the Economics handbook series Includes index Bibliography: p. 197-199
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- 内容細目Bergstrom, A. R. Introduction Berg......mations to continuous time stoch......lips, P. C. B. The structural est......lips, P. C. B. The problem of identification in finite parameter continuous time model......lips, P. C. B. The estimation of linear stochastic ......data series of the exogenous variable component in continuous systems Robinson, P. M. Four......imation of continuous time model......application to the United Kingdom.
- 件名Mathematical statistics. Stochastic...
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- 件名Applied Mathematics Economics and Econometrics
- 参照Normalising cointegrating relationships subject to lon...
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- 要約等... We argue that identification problems bedevil appli......earch. Spatial econometrics usually solves these problems by deriving estimators assuming that function......known and by using model compari......hniques to let the data choose between competing specification...... We argue that in many situations of interest this ach......only very weak identification. Worse, in many cases, su......oach will be uninformative about the causal economi......at work, rendering much applied ......ic research “pointless,” unless the main aim is description of the data. We advoc......roach based on the “experimentali......puts issues of identification and causality at center stage...
- 参照...o Japanese parking price data Sp......eoreferenced point data AGGLOMER......AL DISPARITIES IN EMPLOYMENT GRO......s on strategic interaction among......er waste after the 2011 Great Eas...... be connected? The role of long-haul economies The carbon dioxide......tion economies in the formal and informal sectors: a Bayesian spa...
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- 要約等...composition of the coefficients effect is destined to suffer from an identification problem since the detailed coeff......riables is not invariant to the choice of refe......turns out that the identification problem in the decomposition ......is a disguised identification problem of constant an......ummy variables in a regression e......emedy for this problem by using “normalized” ......me to identify the constant and estimates of eac...
- 件名Economics and Econometrics General Business, Management and Accounting
- 参照Some evidence on the cohort earnings differentials of men in Japan An empir......al analysis of the gender earnings gap between the public and private sectors in Korea: A compa......ive study with the US
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- 要約等<jats:p>The notion of comp......tly to provide identification in nonparametric instrumental problems. This conditi...... have been obtained only in special cases....... model between the two variables ......ort condition. In this framework......teness are obtained, depending on which regu......e to establish identification in an instrumental nonp......, a case where the control variate approach brea...
- 件名Economics and Econometrics Social Sciences (miscellaneou...
- 参照... nonparametric instrumental variables models Instrumental variable regression...
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- 要約等...nalysis of continuous time models has drawn the attention of P......0 years, resulting in many important......ations by him. In these publications......e range of continuous time models and the associated econometric problems. He has investigated problems from univaria......rom asymptotic theory to finite sample issu......c models, from identification problems to estimation and inference problems, and from sta...... contributions in the continuous time econometrics literature. We review the problems that have bee......ed by him, outline the main techniques sug......m, and discuss the main results obtained by him. Based on his early ...
- 件名Economics and Econometrics Social Sciences (miscellaneou...
- 参照In-Fill Asymptotic Distribution of the Change Point Estimator when Estimating Breaks One at a Time
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- 要約等<jats:p>This paper analyzes the problem of weak instruments on identification, estimation, and inference in a simple nonpa......ngular system. The paper derives ...... condition for identification, based on which weak identification is established. Then ......arametric weak instruments</jats......italic> are defined as a sequenc......unctions where the associated rank shrinks to zero. The problem of weak instruments is ch......hich motivates the introduction of a......zation scheme. The paper proposes......d to alleviate the effects of weak instruments and s......s proposed for the choice of the penalization pa...
- 件名Economics and Econometrics
- 参照Estimating a Continuous Treatment Model with Spil...
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- 要約等<jats:p>The automatic identification of the topology of po...... important for the data-driven an......ds of topology identification lack a data-to......mechanism, and the accuracy of their performance in terms of identification is thus affected by the quality of data. Topology identification is related to the link prediction problem. The graph neural n......sed to predict the state of unlabeled nodes (lines) through training on features o......abeled nodes (lines) with fault tolerance. Inspired by the characteristics of the graph neural n......it to topology identification in this study. We......od to identify the topology of a power network b...
- 件名Economics and Econometrics Energy Engineering and Power Tec......e Energy, Sustainability and the Environment
- 参照A real-time identification method of network structure in complex network systems
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- 要約等In the first place, t......er briefly examines state space models and their relationship......erences concerning general concepts between the econometric and control engineering literatures. ......ptimal control theory to structural, forecasting, planning and policy an...... roles of certainty equivalence theorem are emphas...... economic planning and policy design. On the other hand, it is noted that the separation theorem used in the control engineering literature is......ot necessarily in related to the application of......ization policy problems. Furthermore discussions on data information and e....... As a result, the Kalman filtering plays a cruc...
- 参照Mathematical Description of Linear Dynamical Systems
- 著者標目Myoken Hajime Kamiyama Shin-ichi Uchida Yukio Kojima Kanj...
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- 著者標目Fisher, Franklin M.