OPAC - Pencarian Artikel Jurnal & Majalah Library USD
Menampilkan semua artikel (Halaman 343 dari 34170, Total: 341698 data)
Pseudo Panel Data Models with Cohort Interactive Effects
klik untuk membaca file PDF
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 47-61 |
| Abstrak | : | When genuine panel data samples are not available, repeated cross-sectional surveys can be used to form so-called pseudo panels. In this article, we investigate the properties of linear pseudo panel data estimators with fixed number of cohorts and time observations. We extend standard linear pseudo panel data setup to models with factor residuals by adapting the quasi-differencing approach developed for genuine panels. In a Monte Carlo study, we find that the proposed procedure has good finite sample properties in situations with endogeneity, cohort interactive effects, and near nonidentification. Finally, as an illustration the proposed method is applied to data from Ecuador to study labor supply elasticity. Supplementary materials for this article are available online. |
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection
| Pengarang | : | Caner, Mehmet ,Han, Xu,Lee, Yoonseok |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 24-46 |
| Abstrak | : | This article develops the adaptive elastic net generalized method of moments (GMM) estimator in large-dimensional models with potentially (locally) invalid moment conditions, where both the number of structural parameters and the number of moment conditions may increase with the sample size. The basic idea is to conduct the standard GMM estimation combined with two penalty terms: the adaptively weighted lasso shrinkage and the quadratic regularization. It is a one-step procedure of valid moment condition selection, nonzero structural parameter selection (i.e., model selection), and consistent estimation of the nonzero parameters. The procedure achieves the standard GMM efficiency bound as if we know the valid moment conditions ex ante, for which the quadratic regularization is important. We also study the tuning parameter choice, with which we show that selection consistency still holds without assuming Gaussianity. We apply the new estimation procedure to dynamic panel data models, where both the time and cross section dimensions are large. The new estimator is robust to possible serial correlations in the regression error terms. |
Rejoined for "Simple Estimator for invertible Index Models"
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 22-23 |
| Abstrak | : | Abstrak tidak tersedia. |
A Comment on "Simple Estimator for invertible Index Model
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 18-21 |
| Abstrak | : | Abstrak tidak tersedia. |
Comment on "Simple Estimator for invertible Index Model
| Pengarang | : | Porter, Jack |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 16-17 |
| Abstrak | : | Abstrak tidak tersedia. |
Discussion of "Simple Estimators for Invertible Index Models" by H. Ahn, H. Ichimura, J. Powell, and P. Ruud
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 11-15 |
| Abstrak | : | This is an interesting article that considers the question of inference on unknown linear index coefficients in a general class of models where reduced form parameters are invertible function of one or more linear index. Interpretable sufficient conditions such as monotonicity and or smoothness for the invertibility condition are provided. The results generalize some work in the previous literature by allowing the number of reduced form parameters to exceed the number of indices. The identification and estimation expand on the approach taken in previous work by the authors. Examples include Ahn, Powell, and Ichimura (2004) for monotone single-index regression models to a multi-index setting and extended by Blundell and Powell (2004) and Powell and Ruud (2008) to models with endogenous regressors and multinomial response, respectively. A key property of the inference approach taken is that the estimator of the unknown index coefficients (up to scale) is computationally simple to obtain (relative to other estimators in the literature) in that it is closed form. Specifically, unifying an approach for all models considered in this article, the authors propose an estimator, which is the eigenvector of a matrix (defined in terms of a preliminary estimator of the reduced form parameters) corresponding to its smallest eigenvalue. Under suitable conditions, the proposed estimator is shown to be root-n-consistent and asymptotically normal. |
Simple Estimators for Invertible Index Models
| Pengarang | : | Ichimura, Hidehiko ,Ahn, Hyungtaik,Powell, James L.,Ruud, Paul A. |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 1-10 |
| Abstrak | : | This article considers estimation of the unknown linear index coefficients of a model in which a number of nonparametrically identified reduced form parameters are assumed to be smooth and invertible function of one or more linear indices. The results extend the previous literature by allowing the number of reduced form parameters to exceed the number of indices (i.e., the indices are "overdetermined" by the reduced form parameters. The estimator of the unknown index coefficients (up to scale) is the eigenvector of a matrix (defined in terms of a first-step nonparametric estimator of the reduced form parameters) corresponding to its smallest (in magnitude) eigenvalue. Under suitable conditions, the proposed estimator is shown to be root-n-consistent and asymptotically normal, and under additional restrictions an efficient choice of a "weight matrix" is derived in the overdetermined case. |
Neoliberalisme Karbon dan Praktik Perampasan Hijau
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Analisis CSIS |
| Volume / Edisi | : | 54 (No. 3) |
| Halaman | : | 431-468 |
| Abstrak | : | Skema perdagangan karbon di Indonesia berada di bawah kerangka neoliberalisasi. Terlebih, setelah diberlakukannya kebijakan, seperti POJK No. 14/2023 tentang Bursa Karbon, Melalui regulasi itu, neoliberalisme berusaha mengkomodifikasi alam untuk diperjualbelikan sebagai instrumen finansial di pasar efek. Artikel ini membabas dampaknya alas penguasaan lahan dan sumber daya dengan konsep accumulation by dispossession dari Darid Harvey. Studi ini menunjukkan mekanisme karbon, seperti REDD+, CDM, dan carbon offset telah wemantik, praktik green grabbing alan perampasan bijan, yaitu perampasan lahan masyarakat lokal atas nama mitigasi iklim. Data empiris menunjukkan kegagalan perdagangan karbon global dalam menekan emisi selama hampir tiga dekade, sedangkan kebijakan tersebut di Indonesia memperlebar ketimpangan melalui privatisasi hutan, pengeksekusian masyarakat, dan konflik, agraria. Contoh kasus di Kalimantan, Papua, dan Kamboja, mesbuktikan terampasnya akses masyarakat dari tempat tinggal dan sumber daya vital. Artikel ini menyimpulkan bahwa neoliberalisasi karbon hanya mengutamakan akumulasi, modal dengan berpihak kepada para kapitalis ketimbang keberlanjutan ekologis dan keadilan sosial, sebingga diperlukan perubahan kebijakan yang mendasar. |
MINYAK DAN DIPLOMASI UNI SOVIET
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Analisa |
| Volume / Edisi | : | III-7, JULI (No. 7) |
| Halaman | : | 31-44 |
| Abstrak | : | Abstrak tidak tersedia. |
STRATEGI UNI SOVIET DI TIMUR TENGAH
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Analisa |
| Volume / Edisi | : | III-7, JULI (No. 7) |
| Halaman | : | 3-30 |
| Abstrak | : | - |