Lm Tests Of Spatial Dependence Based On Bootstrap Critical Values,
2013
Singapore Management University
Lm Tests Of Spatial Dependence Based On Bootstrap Critical Values, Zhenlin Yang
Research Collection School Of Economics
To test the existence of spatial dependence in an econometric model, a convenient test is the Lagrange Multiplier (LM) test. However, evidence shows that, in finite samples, the LM test referring to asymptotic critical values may suffer from the problems of size distortion and low power, which become worse with a denser spatial weight matrix. In this paper, residual-based bootstrap methods are introduced for asymptotically refined approximations to the finite sample critical values of the LM statistics. Conditions for their validity are clearly laid out and formal justifications are given in general, and in details under several popular spatial LM …
Modeling The Effects Of Distance And Spatial Dependence In International Trade,
2013
University of Tennessee, Knoxville
Modeling The Effects Of Distance And Spatial Dependence In International Trade, Jesse Oakes Piburn
Masters Theses
The gravity model has been widely used estimate the effect that distance has in international trade; however, two important areas have seen little attention in the literature, namely, the influence of using a more accurate measure of distance and how distance effect estimates change when controlling for spatial dependence in observed trade flows. Using transportation networks to measure distance and estimating both a spatial lag and spatial error gravity model, Canadian provincial exports to the lower 48 states in the United States were analyzed to address these previously ignored issues. It was found that the traditional distance measure of great …
Nonparametric Dynamic Panel Data Models With Interactive Fixed Effects: Sieve Estimation And Specification Testing,
2013
Singapore Management University
Nonparametric Dynamic Panel Data Models With Interactive Fixed Effects: Sieve Estimation And Specification Testing, Liangjun Su, Yonghui Zhang
Research Collection School Of Economics
In this paper we analyze nonparametric dynamic panel data models with interactive fixed effects, where the predetermined regressors enter the models nonparametrically and the common factors enter the models linearly but with individual specific factor loadings. We consider the issues of estimation and specification testing when both the cross-sectional dimension and the time dimension are large. We propose sieve estimation for the nonparametric function by extending Bai’s (2009) principal component analysis (PCA) to our nonparametric framework. Based on the asymptotic expansion of the Gaussian quasi-log-likelihood function, we derive the convergence rate for the sieve estimator and establish its asymptotic normality. …
A Nonparametric Poolability Test For Panel Data Models With Cross Section Dependence,
2013
Singapore Management University
A Nonparametric Poolability Test For Panel Data Models With Cross Section Dependence, Sainan Jin, Liangjun Su
Research Collection School Of Economics
In this article we propose a nonparametric test for poolability in large dimensional semiparametric panel data models with cross-section dependence based on the sieve estimation technique. To construct the test statistic, we only need to estimate the model under the alternative. We establish the asymptotic normal distributions of our test statistic under the null hypothesis of poolability and a sequence of local alternatives, and prove the consistency of our test. We also suggest a bootstrap method as an alternative way to obtain the critical values. A small set of Monte Carlo simulations indicate the test performs reasonably well in finite …
The Value Of Public Health Financial Data,
2013
University of Kentucky
The Value Of Public Health Financial Data, Glen P. Mays
Health Management and Policy Presentations
Effective policy and administrative decision-making in public health requires reliable information on the amount of resources invested in governmental public health programs and how these resouces are allocated and used across the U.S. public health system. This session examines current and potential uses of public health financial data in the U.S., and considers expanded roles for research in informing policy and administrative decisions.
The Value Of Public Health Financial Data,
2013
University of Kentucky
The Value Of Public Health Financial Data, Glen P. Mays
Glen Mays
Effective policy and administrative decision-making in public health requires reliable information on the amount of resources invested in governmental public health programs and how these resouces are allocated and used across the U.S. public health system. This session examines current and potential uses of public health financial data in the U.S., and considers expanded roles for research in informing policy and administrative decisions.
Does Child Sponsorship Have A Positive Impact On The Quality Of Life And Social Behavior Of Sponsored Children? Evidence From Indonesia,
2013
The University of San Francisco
Does Child Sponsorship Have A Positive Impact On The Quality Of Life And Social Behavior Of Sponsored Children? Evidence From Indonesia, Mario Carrillo
Creative Activity and Research Day - CARD
Relaxing internal constraints of individuals at early stages of life is an approach that complements traditional policy interventions aimed to alleviate poverty. The Compassion International child sponsorship program focuses their work on the emotional, social, and spiritual development of sponsored children. This study uses age-eligibility as an instrument for sponsorship to investigate the impacts of child sponsorship on self-esteem, aspirational reference points, aspirational capital, reciprocity and patience. It also implements an innovative way of constructing summary indices using a method proposed by Anderson, M (2008). Results reveal child sponsorship does not have an effect on the sponsored children. In fact, …
News, Copulas And Independence,
2013
The University of Western Ontario
News, Copulas And Independence, Ivan Medovikov
Electronic Thesis and Dissertation Repository
This dissertation contributes to the theory and the applications of copulas to problems in economics, econometrics and finance. The second chapter proposes a new measure of macroeconomic news which is termed the "Macroeconomic News Index". Using the copula approach, new findings about the relationship between macroeconomic news and the stock markets are revealed. The third chapter aims to improve the existing non-parametric copula-based tests for stochastic independence. It provides an extension to the test statistic of Kojadinovic and Holmes (2009), which is obtained through the introduction of a weighted functional norm. The addition of the weights creates a channel through …
Vital Statistics: The State Of The Public Health Pbrn Program,
2013
University of Kentucky
Vital Statistics: The State Of The Public Health Pbrn Program, Glen P. Mays
Health Management and Policy Presentations
The Robert Wood Johnson Foundation's Public Health PBRN Program has continued to expand during the 2013 program year with new networks, new research projects, and expanded translation and dissemination initiatives. The program plays an increasingly powerful role in helping to transform the U.S. public health enterprise into a rapid-learning system for health improvement.
Vital Statistics: The State Of The Public Health Pbrn Program,
2013
University of Kentucky
Vital Statistics: The State Of The Public Health Pbrn Program, Glen Mays
Glen Mays
The Robert Wood Johnson Foundation's Public Health PBRN Program has continued to expand during the 2013 program year with new networks, new research projects, and expanded translation and dissemination initiatives. The program plays an increasingly powerful role in helping to transform the U.S. public health enterprise into a rapid-learning system for health improvement.
Testing Integrated Primary Care And Public Health Models For Prevention Delivery,
2013
University of Kentucky
Testing Integrated Primary Care And Public Health Models For Prevention Delivery, Glen P. Mays
Health Management and Policy Presentations
Improving the delivery of evidence-tested prevention interventions to populations at greatest risk requires strong coordination between primary care providers and public health organizations. This presentation reviews current research on models for integrated delivery of primary care and public health services, and identifies emerging research needs and opportunities. Of particular interest are the roles that practice-based research networks (PBRNs) can play in building this evidence.
Testing Integrated Primary Care And Public Health Models For Prevention Delivery,
2013
University of Kentucky
Testing Integrated Primary Care And Public Health Models For Prevention Delivery, Glen Mays
Glen Mays
Improving the delivery of evidence-tested prevention interventions to populations at greatest risk requires strong coordination between primary care providers and public health organizations. This presentation reviews current research on models for integrated delivery of primary care and public health services, and identifies emerging research needs and opportunities. Of particular interest are the roles that practice-based research networks (PBRNs) can play in building this evidence.
New York Camp Econometrics Viii Program,
2013
Syracuse University
New York Camp Econometrics Viii Program, Center For Policy Research
Camp Econometrics-Programs
No abstract provided.
An Econometric Analysis Of Anti-Bullying Program Factors On Bullying In Public American Middle Schools And High Schools,
2013
Brigham Young University - Utah
An Econometric Analysis Of Anti-Bullying Program Factors On Bullying In Public American Middle Schools And High Schools, Austin B. Beck
Undergraduate Economic Review
This paper seeks to answer the question: “Do typical factors of anti-bullying programs reduce the amount of bullying that takes place in American public middle schools and high schools?” An overview of the literature on bullying and anti-bullying programs is provided. Data from the School Survey on Crime and Safety is analyzed using a probit model. The model is tested for accuracy and the results are analyzed. Parental involvement and out-of-school suspension are found to be significant anti-bullying program factors. Other explanatory variables are also discussed and recommendations for further research are provided.
Public Health Roi: Evidence, Experience And Remaining Questions,
2013
University of Kentucky
Public Health Roi: Evidence, Experience And Remaining Questions, Glen P. Mays
Health Management and Policy Presentations
Expanding the delivery of efficacious public health and prevention strategies holds considerable potential for improving health outcomes and constraining costs across the U.S. health system. Unfortunately, lingering certainties about the costs required to expand public health delivery systems and about the health and economic effects of such expansions has muted private and public support for increased public health expenditures. This lecture examines recent evidence from public health services and systems research studies that examine the health and economic value of public health delivery, and identifies remaining research needs for the field.
Public Health Roi: Evidence, Experience, And Remaining Questions,
2013
University of Kentucky
Public Health Roi: Evidence, Experience, And Remaining Questions, Glen Mays
Glen Mays
Expanding the delivery of efficacious public health and prevention strategies holds considerable potential for improving health outcomes and constraining costs across the U.S. health system. Unfortunately, lingering certainties about the costs required to expand public health delivery systems and about the health and economic effects of such expansions has muted private and public support for increased public health expenditures. This lecture examines recent evidence from public health services and systems research studies that examine the health and economic value of public health delivery, and identifies remaining research needs for the field.
Collusion Set Detection Using A Quasi Hidden Markov Model,
2013
Singapore Management University
Collusion Set Detection Using A Quasi Hidden Markov Model, Zhengxiao Wu, Xiaoyu Wu
Research Collection School Of Economics
In stock market, a collusion set is defined as a group of individuals or organizations who act cooperatively with an intention of manipulating security price. Collusion-based malpractices impose large costs on the economy, but few techniques have yet been developed for collusion set detection. In this article, we propose a quasi hidden Markov model (QHMM) approach. In particular, we consider the transactions as a marked point process with hidden states, and we calculate the class conditional probabilities to identify the malicious transactions. The detection algorithms associated with the model are recursive, hence suitable for online monitoring and detection. The QHMM …
The Existence Of State Dependence And Switching Costs In The Transition From Myspace To Facebook,
2013
Scripps College
The Existence Of State Dependence And Switching Costs In The Transition From Myspace To Facebook, Taryn M. Ohashi
Scripps Senior Theses
In this paper, I examine the existence and roles of state dependence and switching costs in the mass transition from MySpace to Facebook during the 2007-2008 time period. Using a dataset that compiles individual browsing behavior and a discrete multinomial logit model, I find precise, yet extremely small amounts of state dependence for users of only MySpace, of only Facebook, and users of both MySpace and Facebook. Positive state dependence directly implies the existence of switching costs for each firm. While there is an abundance of literature regarding switching costs in the brick and mortar setting with tangible products and …
Rhode Island Current Conditions Index -- April 2013,
2013
University of Rhode Island
Rhode Island Current Conditions Index -- April 2013, Leonard Lardaro
The Rhode Island Current Conditions Index
No abstract provided.
Nonparametric Testing For Asymmetric Information,
2013
Singapore Management University
Nonparametric Testing For Asymmetric Information, Liangjun Su, Martin Spindler
Research Collection School Of Economics
Asymmetric information is an important phenomenon in many markets and in particular in insurance markets. Testing for asymmetric information has become a very important issue in the literature in the last two decades. Almost all testing procedures that are used in empirical studies are parametric, which may yield misleading conclusions in the case of misspecification of either functional or distributional relationships among the variables of interest. Motivated by the literature on testing conditional independence, we propose a new nonparametric test for asymmetric information, which is applicable in a variety of situations. We demonstrate that the test works reasonably well through …
