排序方式: 共有22条查询结果,搜索用时 15 毫秒
1.
Gary Koop 《Journal of applied statistics》1998,25(4):489-515
This paper uses data for 44 countries from 1970-1990, to investigate the relationship between economic growth and carbon dioxide emissions. Empirical results are obtained from a structural model from the empirical growth literature modified to include environmental 'bads'. Results suggest that richer countries exhibit technical progress in a way that economizes on carbon dioxide emissions but that poorer countries do not. Furthermore, there is no indication that the growth process is leading poorer countries to move towards the adoption of the same pollution-ameliorating technology as characterizes richer countries. 相似文献
2.
This article introduces a new model of trend inflation. In contrast to many earlier approaches, which allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation is constrained to lie in an interval. The bounds of this interval can either be fixed or estimated from the data. Our model also allows for a time-varying degree of persistence in the transitory component of inflation. In an empirical exercise with CPI inflation, we find the model to work well, yielding more sensible measures of trend inflation and forecasting better than popular alternatives such as the unobserved components stochastic volatility model. This article has supplementary materials online. 相似文献
3.
4.
5.
6.
We examine dynamic asymmetries in U.S. unemployment using nonlinear time series models and Bayesian methods. We find strong statistical evidence in favor of a two-regime threshold auto-regressive model. Empirical results indicate that, once we take into account both parameter and model uncertainty, there are economically interesting asymmetries in the unemployment rate. One finding of particular interest is that shocks that lower the unemployment rate tend to have a smaller effect than shocks that raise the unemployment rate. This finding is consistent with unemployment rises being sudden and falls gradual. 相似文献
7.
8.
A message coming out of the recent Bayesian literature on cointegration is that it is important to elicit a prior on the space spanned by the cointegrating vectors (as opposed to a particular identified choice for these vectors). In previous work, such priors have been found to greatly complicate computation. In this article, we develop algorithms to carry out efficient posterior simulation in cointegration models. In particular, we develop a collapsed Gibbs sampling algorithm which can be used with just-identifed models and demonstrate that it has very large computational advantages relative to existing approaches. For over-identifed models, we develop a parameter-augmented Gibbs sampling algorithm and demonstrate that it also has attractive computational properties. 相似文献
9.
J. C. Koop 《The American statistician》2013,67(1):29-30
Several methods are available for finding minimum variance unbiased estimators for functions of distribution parameters. This paper concentrates on two which are rarely used but simple when applicable. The first, previously discussed by Davis (1951) and Tate (1959), yields estimators by differentiation when the range of nonzero probability for a continuous random variable depends on an unknown parameter. The second, which has wider applicability, permits estimators for some rather complicated functions to be found by using some well-known results from distribution theory. A number of examples are presented, many of which are suitable for classroom exercises. 相似文献
10.
J. C. Koop 《统计学通讯:理论与方法》2013,42(5):1701-1750
The paper is largely concerned with twenty-one possible methods of sampling a plane area, with points as sampling units, for the purpose of estimating a portion of this area having certain defined characteristics. These methods result from a combination, two at a time, of random, stratified and systematic sampling in two perpendicular directions, with or without alignment of the sampled points. Eleven of these methods involve systematic sampling in one or both directions. The estimate of the proportion of the area of interest is simply the proportion of points in the total area, falling within the area having the defined characteristics. For each method the variance function is derived. Fourteen different types of space covariance functions are involved in these variance functions. 相似文献