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41.
Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
Victor Aguirregabiria Pedro Mira 《Econometrica : journal of the Econometric Society》2002,70(4):1519-1543
This paper proposes a new nested algorithm (NPL) for the estimation of a class of discrete Markov decision models and studies its statistical and computational properties. Our method is based on a representation of the solution of the dynamic programming problem in the space of conditional choice probabilities. When the NPL algorithm is initialized with consistent nonparametric estimates of conditional choice probabilities, successive iterations return a sequence of estimators of the structural parameters which we call K–stage policy iteration estimators. We show that the sequence includes as extreme cases a Hotz–Miller estimator (for K=1) and Rust's nested fixed point estimator (in the limit when K→∞). Furthermore, the asymptotic distribution of all the estimators in the sequence is the same and equal to that of the maximum likelihood estimator. We illustrate the performance of our method with several examples based on Rust's bus replacement model. Monte Carlo experiments reveal a trade–off between finite sample precision and computational cost in the sequence of policy iteration estimators. 相似文献
42.
In this paper, a new small domain estimator for area-level data is proposed. The proposed estimator is driven by a real problem of estimating the mean price of habitation transaction at a regional level in a European country, using data collected from a longitudinal survey conducted by a national statistical office. At the desired level of inference, it is not possible to provide accurate direct estimates because the sample sizes in these domains are very small. An area-level model with a heterogeneous covariance structure of random effects assists the proposed combined estimator. This model is an extension of a model due to Fay and Herriot [5], but it integrates information across domains and over several periods of time. In addition, a modified method of estimation of variance components for time-series and cross-sectional area-level models is proposed by including the design weights. A Monte Carlo simulation, based on real data, is conducted to investigate the performance of the proposed estimators in comparison with other estimators frequently used in small area estimation problems. In particular, we compare the performance of these estimators with the estimator based on the Rao–Yu model [23]. The simulation study also accesses the performance of the modified variance component estimators in comparison with the traditional ANOVA method. Simulation results show that the estimators proposed perform better than the other estimators in terms of both precision and bias. 相似文献
43.
In this work we study a way to explore and extract more information from data sets with a hierarchical tree structure. We propose that any statistical study on this type of data should be made by group, after clustering. In this sense, the most adequate approach is to use the Mahalanobis–Wasserstein distance as a measure of similarity between the cases, to carry out clustering or unsupervised classification. This methodology allows for the clustering of cases, as well as the identification of their profiles, based on the distribution of all the variables that characterises each subject associated with each case. An application to a set of teenagers' interviews regarding their habits of communication is described. The interviewees answered several questions about the kind of contacts they had on their phone, Facebook, email or messenger as well as the frequency of communication between them. The results indicate that the methodology is adequate to cluster this kind of data sets, since it allows us to identify and characterise different profiles from the data. We compare the results obtained with this methodology with the ones obtained using the entire database, and we conclude that they may lead to different findings. 相似文献
44.
This article presents two major surveys, carried out in Portugal, on the inclusion of families and individuals in social networks of support and affinity. The first, dating from 1999, sought comprehensively to reconstruct families' social networks by mapping effective support relations. The second survey, fielded in 2009–10, followed a family configuration perspective which sought to reconstruct individuals' networks of close relationships, and the issue of informal support only arose as providing further insight into the characteristics of personal networks. Both surveys will be analysed from a comparative perspective which, while stressing their different but connected conceptual orientations, compares each one's methodological strategies and operationalization procedures. Finally, the main results of each survey are outlined, leading to a brief discussion of the ways in which the two surveys complement each other. 相似文献
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47.
Lauermann Gerson José Moreira Vilmar Rodrigues Souza Alceu Piccoli Pedro Guilherme Ribeiro 《Voluntas: International Journal of Voluntary and Nonprofit Organizations》2020,31(6):1282-1293
VOLUNTAS: International Journal of Voluntary and Nonprofit Organizations - The overall performance of cooperatives is related to economic–financial results and actions focused on benefits for... 相似文献
48.
We discuss here an alternative approach for decreasing the bias of the closed-form estimators for the gamma distribution recently proposed by Ye and Chen in 2017. We show that, the new estimator has also closed-form expression, is positive, and can be computed for n?>?2. Moreover, the corrective approach returns better estimates when compared with the former ones. 相似文献
49.
Mahsa Akbari Duman Bahrami-Rad Erik O. Kimbrough Pedro P. Romero Sadegh Alhosseini 《Economic inquiry》2020,58(4):1795-1812
Ethnic and kinship ties have long been viewed as potential catalysts for favoritism, and hence corruption. In experiments conducted in three countries, we recruit siblings, coethnics and strangers and vary the relationship(s) between the players of a game to observe how kin and ethnic ties influence the willingness of two players to benefit one another at the expense of a third party. We see universal sibling favoritism, but ethnic favoritism, and favoritism toward other in-group members (friends) varies. We argue this may be driven in part by kinship institutions, since favoritism is more common in societies with denser kin networks. ( JEL D9, C9, D73, J12) 相似文献
50.
大型国有企业或外资企业在经济发展中所取得的成就往往受到广泛关注,而由国际著名战略咨询公司摩立特集团和国务院发展研究中心近期公布的一项调查显示,中小型创业企业的增长活力和动力也不可忽视。 相似文献