Download e-book for kindle: A Theory of International Trade under Uncertainty (Economic by Elhanan Helpman

By Elhanan Helpman

ISBN-10: 0123396506

ISBN-13: 9780123396501

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Additional resources for A Theory of International Trade under Uncertainty (Economic theory, econometrics, and mathematical economics)

Example text

These methods are generally more computationally intensive and, currently, less utilized than the methods presented in Part 2. Chapter 11 presents the bootstrap method for statistical inference. This yields the empirical distribution of an estimator by obtaining new samples by simulation, such as by repeated resampling with replacement from the original sample. The bootstrap can provide a simple way to obtain standard errors when the formulas from asymptotic theory are complex, as is the case for some two-step estimators.

E. (ϕ1 , ϕ2 ) ∈ Φ1 × Φ2 = {ϕ1 ∈ 1 , ϕ2 ∈ 2 }. 6) plays an important role in the development of the exogeneity concept. Of special interest in this book are the following three concepts related to exogeneity: (1) weak exogeneity; (2) Granger noncausality; (3) strong exogeneity. 1 (Weak Exogeneity): Z is weakly exogenous for λ if (i) and (ii) hold. If the marginal model parameters are uninformative for inference on λ, then inference on λ can proceed on the basis of the conditional distribution f (Y|Z, ϕ1 ) alone.

Semiparametric Methods 10. Numerical Optimization 3. Simulation-Based Methods 11. Bootstrap Methods 12. Simulation-Based Methods 13. Bayesian Methods 4. Models for Cross-Section Data 14. Binary Outcome Models 15. Multinomial Models 5,7 Wald, score, and likelihood ratio tests Conditional moment test – 5 Kernel regression Newton–Raphson iterative method 7 5 – Percentile t-method Maximum simulated likelihood Markov chain Monte Carlo 5 5,14 16. Tobit and Selection Models 17. Transition Data: Survival Analysis 18.

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A Theory of International Trade under Uncertainty (Economic theory, econometrics, and mathematical economics) by Elhanan Helpman


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