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1.
Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix 总被引:1,自引:0,他引:1
Maurice J. G. Bun 《Econometric Reviews》2003,22(1):29-58
Approximation formulae are developed for the bias of ordinary and generalized Least Squares Dummy Variable (LSDV) estimators in dynamic panel data models. Results from Kiviet [Kiviet, J. F. (1995), on bias, inconsistency, and efficiency of various estimators in dynamic panel data models, J. Econometrics68:53-78; Kiviet, J. F. (1999), Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors, In: Hsiao, C., Lahiri, K., Lee, L-F., Pesaran, M. H., eds., Analysis of Panels and Limited Dependent Variables, Cambridge: Cambridge University Press, pp. 199-225] are extended to higher-order dynamic panel data models with general covariance structure. The focus is on estimation of both short- and long-run coefficients. The results show that proper modelling of the disturbance covariance structure is indispensable. The bias approximations are used to construct bias corrected estimators which are then applied to quarterly data from 14 European Union countries. Money demand functions for M1, M2 and M3 are estimated for the EU area as a whole for the period 1991: I-1995: IV. Significant spillovers between countries are found reflecting the dependence of domestic money demand on foreign developments. The empirical results show that in general plausible long-run effects are obtained by the bias corrected estimators. Moreover, finite sample bias, although of moderate magnitude, is present underlining the importance of more refined estimation techniques. Also the efficiency gains by exploiting the heteroscedasticity and cross-correlation patterns between countries are sometimes considerable. 相似文献
2.
Annual concentrations of toxic air contaminants are of primary concern from the perspective of chronic human exposure assessment and risk analysis. Despite recent advances in air quality monitoring technology, resource and technical constraints often impose limitations on the availability of a sufficient number of ambient concentration measurements for performing environmental risk analysis. Therefore, sample size limitations, representativeness of data, and uncertainties in the estimated annual mean concentration must be examined before performing quantitative risk analysis. In this paper, we discuss several factors that need to be considered in designing field-sampling programs for toxic air contaminants and in verifying compliance with environmental regulations. Specifically, we examine the behavior of SO2, TSP, and CO data as surrogates for toxic air contaminants and as examples of point source, area source, and line source-dominated pollutants, respectively, from the standpoint of sampling design. We demonstrate the use of bootstrap resampling method and normal theory in estimating the annual mean concentration and its 95% confidence bounds from limited sampling data, and illustrate the application of operating characteristic (OC) curves to determine optimum sample size and other sampling strategies. We also outline a statistical procedure, based on a one-sided t-test, that utilizes the sampled concentration data for evaluating whether a sampling site is compliance with relevant ambient guideline concentrations for toxic air contaminants. 相似文献
3.
US theoretical models of assimilation of ethnic groups within a larger culture usually assume a unilinear, unidimensional process, which is simplistic, does not account for the persistence of ethnicity, and oversimplifies the process of social change. The argument is advanced that ethnic identity is both primordial and situational (a private sense that is self-maintaining, cumulative, deepening, and self-affirming). Typically, a person has one primary ethnic identity, but where ethnic boundaries overlap, there is instrumental identity. Chinese in Thailand mostly adopt Thai values, speak the Thai language, go to Thai schools, join Thai associations, and celebrate Thai religious festivals. Their secondary identity as Chinese is integrated into their associations with other Chinese and in the home through the use of the Chinese language. Their Chinese identity appears also in ancestor worship. There are symbiotic relationships between native Thais and Chinese Thais along class lines. The Chinese are known to have great financial and economic resources, while the Thais have political and administrative control. These differences with the power elites separate the Chinese from the Thais and interfere with assimilation. The power is balanced. If the Chinese gained in political and administrative power, the balance would be upset, and the interests of both groups would be threatened. The view of Whitten and Whitten acknowledges that individuals and groups act to make the best of the situation and are not merely victims of social forces. Actions are maintained and resisted. The important consideration in theory-building is not the terms of assimilation but the terms specifying the conduct of the group as a whole and as individuals in daily social interactions. The theoretical discussion focuses on border crossings, the Skinner view of the Chinese, bilingualism and cultural education, socioeconomic organizations, occupational differences, and religion, tradition, and ethnic identification. 相似文献
4.
We analyze a class of linear regression models including interactions of endogenous regressors and exogenous covariates. We show how to generate instrumental variables using the nonlinear functional form of the structural equation when traditional excluded instruments are unknown. We propose to use these instruments with identification robust IV inference. We furthermore show that, whenever functional form identification is not valid, the ordinary least squares (OLS) estimator of the coefficient of the interaction term is consistent and standard OLS inference applies. Using our alternative empirical methods we confirm recent empirical findings on the nonlinear causal relation between financial development and economic growth. 相似文献
5.
In this article, we examined what has contributed to the worsening income inequality and poverty between 1996 and 2011 in South Korea. We used a rank-preserving exchange method and a conditional reweighting method to assess the roles of family behaviors—including female labor force participation and family structure—characteristics of household heads, and men’s earnings. The results showed that the change in men’s earnings was a dominant factor in accounting for the increasing income inequality and poverty. The change in age and education among household heads also contributed significantly to the worsening income distribution. The change in family structure mainly affected the income disparity among lower-income families and increased poverty. The rise in women’s labor force participation improved the income distribution but not considerably. The distributional roles of family have not worked to prevent or reverse the worsening income distribution in the past few decades in South Korea. 相似文献
6.
库德华 《北京航空航天大学学报(社会科学版)》2011,24(3):73-77
实现政治和谐是空想社会主义者向往的政治理想,他们著书立说,对政治和谐及其建立进行充分的论证,并设计方案、展开实验;马克思和恩格斯第一次把政治和谐提到理论高度,列宁则将社会主义政治和谐的建设付诸实践;毛泽东、邓小平、江泽民、胡锦涛在不同的历史阶段从不同的方面继承、丰富和发展了马克思主义的和谐观,探索着马克思主义中国化和中国特色社会主义的政治和谐之路。研究马克思主义"和谐"观及所蕴含的政治和谐思想对当今构建社会主义和谐社会具有重大的理论价值和实践意义。 相似文献
7.
王库 《长春工程学院学报(社会科学版)》2001,2(4):5-7
运用马克思主义辩证唯物论和历史唯物论的基本原理,阐述了我们党的全部工作的出发点和落脚点都是为了最广大人民群众的根本利益.提出了能否始终保持同人民群众的血肉联系,是关系到党和国家生死存亡的大问题. 相似文献
8.
Ku Hok Bun 《Asian Ethnicity》2006,7(3):285-302
Underneath a veneer of racial harmony and acceptance, racial discrimination is widespread at many different levels of life in Hong Kong, the so-called ‘global city’. For decades, some minority communities have lived with subtle but institutionalized and cultural discrimination permeating their existence. In recent years, social exclusion has been one of the important themes in policy debates in Hong Kong. It is increasingly recognized that there is a close relation between ‘ethnicity’ and ‘social exclusion’. According to our research on the life situation of the South Asian minority in Hong Kong, experiences of exclusion are common. This paper focuses on investigating dress as a form of cultural exclusion among Pakistani women in Hong Kong and how mainstream society constrains the bodies of its members through dress. 相似文献
9.
The influence of rural-urban migration on migrants' fertility in Korea,Mexico and Cameroon 总被引:1,自引:0,他引:1
The paper presents a comparative analysis of the relationship between rural-urban migration and fertility in Korea, Mexico, and Cameroon. Using an autoregressive model, the results show a significant rural-urban migration adaptation effect in Korea and Mexico, a reduction of 2.57 and 1.45 children during the entire childbearing period, respectively, when compared to a rural stayer, even after the effect of selection has been controlled. Rural-urban migration has a very small impact on fertility in Cameroon. The unexpected result for Cameroon is due to the fact that the fertility-increasing effect of urban residency on the improved supply conditions of births, such as reduced infertility, offsets the fertility-depressing effect of urban residency on the demand for births. As a result of the adaptation to urban fertility norms, the number of country-wide births was reduced significantly in Mexico and Korea over the time periods studied. 相似文献
10.