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101.
We propose a sequential test for predictive ability for recursively assessing whether some economic variables have explanatory content for another variable. In the forecasting literature it is common to assess predictive ability by using “one-shot” tests at each estimation period. We show that this practice leads to size distortions, selects overfitted models and provides spurious evidence of in-sample predictive ability, and may lower the forecast accuracy of the model selected by the test. The usefulness of the proposed test is shown in well-known empirical applications to the real-time predictive content of money for output and the selection between linear and nonlinear models. 相似文献
102.
We develop a methodology for examining savings behavior in rural areas of developing countries that explicitly incorporates the sequential decision process in agriculture. The approach is used to examine the relative importance of alternative forms of savings in the presence and absence of formal financial intermediaries. Our results, based on stage-specific panel data from Pakistan, provide evidence that the presence of financial intermediaries importantly influences the use of formal savings and transfers for income smoothing. We also find that there are significant biases in evaluations of the savings-income relationship that are inattentive to the within-year dynamics of agricultural production. 相似文献
103.
In sequential pattern analysis, the frequency of patterns is evaluated by the support. While computed efficiently from large databases, we show that the support cannot be compared between different databases, since it is influenced by the actual sequence length distribution. Models for this sequence length distribution are surveyed. One of these models, the Good distribution, appears to be sufficiently flexible for practice. It is used to exemplify an approach for adjusting the relative support such that the resulting adjusted support values are better comparable between different databases. We illustrate our findings with texts from the bilingual FinDe corpus. 相似文献
104.
Ellinor Fackle Fornius 《统计学通讯:模拟与计算》2013,42(6):1219-1238
Two kinds of sequential designs are proposed for finding the point that maximizes the probability of response assuming a binary response variable and a quadratic logistic regression model. One is a parametric optimal design approach, and the other one is a nonparametric stochastic approximation approach. The suggested sequential designs are evaluated and compared in a simulation study. In summary, the parametric approach performed very well whereas its competitor failed in some cases. 相似文献
105.
Alessandro Di Bucchianico Jan Friso Groote Kees Van Hee Ronald Kruidhof 《统计学通讯:模拟与计算》2013,42(2):346-359
Common software release procedures based on statistical techniques try to optimize the trade-off between further testing costs and costs due to remaining errors. We propose new software release procedures where the aim is to certify with a certain confidence level that the software does not contain errors. The underlying model is a discrete time model similar to the geometric Moranda model. The decisions are based on a mix of classical and Bayesian approaches to sequential testing and do not require any assumption on the initial number of errors. 相似文献
106.
吴小珍 《南华大学学报(社会科学版)》2017,(3):88-93
抗战结束后,全国各地先后举行了县(市)参议员和国大代表选举。竞选者普遍选择组织化博弈策略,主要以政党、宗族及帮会等作为依托力量。竞选者个人实力是影响组织化博弈的前提和基础,组织化竞选资源的整合直接关系到选举效能。湖南省的实例表明,在党国一体的威权体制下,这两次地方选举及其组织化博弈并未起到奠定宪政基础的作用。 相似文献
107.
《Omega》2016
In this paper, we analyze online group-pricing mechanisms for sellers and compare them with the option of selling only to individuals. We formulate the demand for group buying and individual buying (GB and IB, respectively) based on the utility a consumer attains from each environment considering two specific types of externalities unique to our problem. First, we assume that consumers receive positive “network effects” from GB, i.e., they obtain utility from shopping with others because of information exchange and collective support. Second, they encounter a negative externality of group buying because of inconvenience costs and delays in receiving the products. The two types of externalities lead to distorted demand, which in turn affects prices and profits. We analyze the optimal and equilibrium strategies for a seller operating in monopoly, duopoly, and multiple-firm competition. We derive the equilibrium strategies and show the existence of a Nash Equilibrium under competition of multiple firms. In addition, we show that positive network effects from group buying often outweigh the negative externalities arising from costs. 相似文献
108.
Gil Kalai 《Econometrica : journal of the Econometric Society》2004,72(5):1565-1581
An extension of Condorcet's paradox by McGarvey (1953) asserts that for every asymmetric relation R on a finite set of candidates there is a strict‐preferences voter profile that has the relation R as its strict simple majority relation. We prove that McGarvey's theorem can be extended to arbitrary neutral monotone social welfare functions that can be described by a strong simple game G if the voting power of each individual, measured by the Shapley–Shubik power index, is sufficiently small. Our proof is based on an extension to another classic result concerning the majority rule. Condorcet studied an election between two candidates in which the voters' choices are random and independent and the probability of a voter choosing the first candidate is p>1/2. Condorcet's jury theorem asserts that if the number of voters tends to infinity then the probability that the first candidate will be elected tends to one. We prove that this assertion extends to a sequence of arbitrary monotone strong simple games if and only if the maximum voting power for all individuals tends to zero. 相似文献
109.
虚拟世界经济收益模式分为直接收益模式和间接收益模式,前者主要包括时间销售和虚拟物品销售等,后者主要包括现实货币交易和微型服务外包.其中间接收益模式对服务贸易发展、产业结构升级、增加低水平劳动力就业都具有特殊意义,更适合中国目前的形势.通过对虚拟世界收益模式新形式的初步分析.为政策制定提供参考. 相似文献
110.
Josef Hofbauer William H. Sandholm 《Econometrica : journal of the Econometric Society》2002,70(6):2265-2294
We establish global convergence results for stochastic fictitious play for four classes of games: games with an interior ESS, zero sum games, potential games, and supermodular games. We do so by appealing to techniques from stochastic approximation theory, which relate the limit behavior of a stochastic process to the limit behavior of a differential equation defined by the expected motion of the process. The key result in our analysis of supermodular games is that the relevant differential equation defines a strongly monotone dynamical system. Our analyses of the other cases combine Lyapunov function arguments with a discrete choice theory result: that the choice probabilities generated by any additive random utility model can be derived from a deterministic model based on payoff perturbations that depend nonlinearly on the vector of choice probabilities. 相似文献