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31. |
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels |
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Journal of the American Statistical Association,
Volume 94,
Issue 446,
1999,
Page 621-634
M.Hashem Pesaran,
Yongcheol Shin,
RonP. Smith,
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摘要:
It is now quite common to have panels in which bothT, the number of time series observations, andN, the number of groups, are quite large and of the same order of magnitude. The usual practice is either to estimateNseparate regressions and calculate the coefficient means, which we call the mean group (MG) estimator, or to pool the data and assume that the slope coefficients and error variances are identical. In this article we propose an intermediate procedure, the pooled mean group (PMG) estimator, which constrains long-run coefficients to be identical but allows short-run coefficients and error variances to differ across groups. We consider both the case where the regressors are stationary and the case where they follow unit root processes, and for both cases derive the asymptotic distribution of the PMG estimators asTtends to infinity. We also provide two empirical applications: Aggregate consumption functions for 24 Organization for Economic Cooperation and Development economies over the period 1962–1993, and energy demand functions for 10 Asian developing economies over the period 1974–1990.
ISSN:0162-1459
DOI:10.1080/01621459.1999.10474156
出版商:Taylor & Francis Group
年代:1999
数据来源: Taylor
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32. |
Extensions of Calibration Estimators in Survey Sampling |
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Journal of the American Statistical Association,
Volume 94,
Issue 446,
1999,
Page 635-644
Alain Théberge,
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摘要:
Estimators from the family of calibration estimators are often used when auxiliary information about a population is available. By viewing calibration as an algebraic problem, this article extends the calibration technique to estimate population parameters other than totals and means, and also extends the technique to the case where there is no solution to the calibration equation. These extensions permit the development of estimators for small domains that have a synthetic component and yet good asymptotic properties. A new method to compute a calibration estimator that uses an arbitrary distance measure is developed. This method points to a new path for the investigation of the properties of the estimator. It is shown how through the Kronecker product the calibration method can be used to estimate variances and domain totals. Monte Carlo studies show that important improvements in the precision of variance estimators are possible with use of the calibration method. Necessary and sufficient conditions for the existence of weights that satisfy the calibration equation are also given.
ISSN:0162-1459
DOI:10.1080/01621459.1999.10474157
出版商:Taylor & Francis Group
年代:1999
数据来源: Taylor
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33. |
Book Reviews |
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Journal of the American Statistical Association,
Volume 94,
Issue 446,
1999,
Page 645-656
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摘要:
Geometrical Foundations of Asymptotic Inference.Robert E. Kass and Paul W. Vos. New York: Wiley, 1997. ISBN 0-471-82668-5. xii + 355 pp. $69.96. Reviewed by Bruce G. Lindsay
ISSN:0162-1459
DOI:10.1080/01621459.1999.10474158
出版商:Taylor & Francis Group
年代:1999
数据来源: Taylor
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34. |
Telegraphic Reviews |
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Journal of the American Statistical Association,
Volume 94,
Issue 446,
1999,
Page 656-658
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摘要:
Introduction to Matrix Analysis (2nd ed.).Richard Bellman. Philadelphia, PA: SIAM, 1997. ISBN 0-89871-399-4. xxviii + 403 pp. $32. (P).
ISSN:0162-1459
DOI:10.1080/01621459.1999.10474159
出版商:Taylor & Francis Group
年代:1999
数据来源: Taylor
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35. |
Letters to the Editor |
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Journal of the American Statistical Association,
Volume 94,
Issue 446,
1999,
Page 659-660
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ISSN:0162-1459
DOI:10.1080/01621459.1999.10474160
出版商:Taylor & Francis Group
年代:1999
数据来源: Taylor
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36. |
Corrections |
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Journal of the American Statistical Association,
Volume 94,
Issue 446,
1999,
Page 660-660
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ISSN:0162-1459
DOI:10.1080/01621459.1999.10474161
出版商:Taylor & Francis Group
年代:1999
数据来源: Taylor
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37. |
Editorial Board Page |
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Journal of the American Statistical Association,
Volume 94,
Issue 446,
1999,
Page -
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摘要:
This article has no abstract
ISSN:0162-1459
DOI:10.1080/01621459.1999.10474125
出版商:Taylor & Francis Group
年代:1999
数据来源: Taylor
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