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Articles 28501 - 28530 of 33851
Full-Text Articles in Entire DC Network
An Everywhere Convergent Series Representation Of The Distribution Of Hotellings Generalized T 2^0, Peter C.B. Phillips
An Everywhere Convergent Series Representation Of The Distribution Of Hotellings Generalized T 2^0, Peter C.B. Phillips
Cowles Foundation Discussion Papers
A new series representation of the exact distribution of Hotelling’s generalized T 0 2 statistic is found which is everywhere convergent. Earlier results by Constantine which are convergent on the interval [0,1) are also derived from the formulae given here. The new results are made possible by the use of a matrix operator calculus developed by the author.
The Exact Distribution Of The Wald Statistic, Peter C.B. Phillips
The Exact Distribution Of The Wald Statistic, Peter C.B. Phillips
Cowles Foundation Discussion Papers
This paper derives the exact distribution of the Wald statistic for testing general linear restrictions on the coefficients in the multivariate linear model. This generalizes all previously known results including those for the standard F statistic in linear regression, for Hotelling’s T 2 test and for Hotelling’s generalized T 0 2 test. Conventional classical assumptions of normally distributed errors and nonrandom exogenous variables are employed.
Trends, Random Walks, And Tests Of The Permanent Income Hypothesis, N. Gregory Mankiw, Matthew D. Shapiro
Trends, Random Walks, And Tests Of The Permanent Income Hypothesis, N. Gregory Mankiw, Matthew D. Shapiro
Cowles Foundation Discussion Papers
Recent studies find that consumption is excessively sensitive to income. These studies assume that income is stationary around a deterministic trend. The data, however, do not reject the hypothesis that disposable income is a random walk with drift. If income is indeed a random walk, then the standard testing procedure is greatly biased toward finding excess sensitivity. Moreover, if income is borderline stationary, this procedure is also seriously biased.
Yale Nurse, Yale School Of Nursing
Yale Nurse, Yale School Of Nursing
Yale School of Nursing Alumni Newsletters and Magazines
No abstract provided.
Yale Scientific Magazine: Volume 59, Number 1
Yale Scientific Magazine: Volume 59, Number 1
Yale Scientific Magazine
No abstract provided.
Import Demand Functions Revisited, Jorge Requena Blanco
Import Demand Functions Revisited, Jorge Requena Blanco
Discussion Papers
No abstract provided.
The Many Approaches To The Study Of Monopolistic Competition, Martin Shubik
The Many Approaches To The Study Of Monopolistic Competition, Martin Shubik
Cowles Foundation Discussion Papers
It is suggested here that there are many highly different purposes for the study and application of theories of oligopolistic competition, monopolistic competition, and allied topics. This paper sets the different purposes and questions in context, then makes criticisms and suggestions as to where to go from here.
Product Warranties And Double Moral Hazard, Russell Cooper, Thomas W. Ross
Product Warranties And Double Moral Hazard, Russell Cooper, Thomas W. Ross
Cowles Foundation Discussion Papers
This paper explores a model of warranties in which moral hazard problems play a key role. The goal is to understand the important characteristics of warranties including their provision of incomplete insurance and the relationship between product quality and coverage. We analyze a model in which buyers and sellers take actions which affect a product’s performance. Since these actions are not cooperatively determined, an incentives problem arises. We characterize the optimal warranty contract and undertake comparative statics to determine the predicted correlation of warranty coverage and product quality.
Stock Prices And Social Dynamics, Robert J. Shiller
Stock Prices And Social Dynamics, Robert J. Shiller
Cowles Foundation Discussion Papers
No abstract provided.
Stock Prices And Social Dynamics, Robert J. Shiller
Stock Prices And Social Dynamics, Robert J. Shiller
Cowles Foundation Discussion Papers
The empirical evidence that is widely interpreted as supporting the efficient markets theory in finance actually does not rule out the possibility that changing fashions or fads among investors have an important influence on prices in financial markets. A model of the impact of such fashions on prices is proposed and used in an exploratory data analysis of the aggregate United States Stock Market in the 20th century.
I And First And Second Scenarios (A Sensitivity Analysis), Paul Bracken, Moshe Haviv, Martin Shubik, Ulrich Tulowitzki
I And First And Second Scenarios (A Sensitivity Analysis), Paul Bracken, Moshe Haviv, Martin Shubik, Ulrich Tulowitzki
Cowles Foundation Discussion Papers
No abstract provided.
Empirical Tests Of The Rationality Of Economic Forecasters: A Fixed Horizons Approach, William D. Nordhaus, Steven N. Durlauf
Empirical Tests Of The Rationality Of Economic Forecasters: A Fixed Horizons Approach, William D. Nordhaus, Steven N. Durlauf
Cowles Foundation Discussion Papers
No abstract provided.
Empirical Tests Of The Rationality Of Economic Forecasters: A Fixed Horizons Approach, William D. Nordhaus, Steven N. Durlauf
Empirical Tests Of The Rationality Of Economic Forecasters: A Fixed Horizons Approach, William D. Nordhaus, Steven N. Durlauf
Cowles Foundation Discussion Papers
This paper examines the behavior of 4 major forecasters and the forecast consensus. We employ a new technique of “Fixed Horizon” models. This technique analyzes the sequence of adjustments of a series of forecasts of the same event. We first demonstrate that these forecast adjustment sequences should fluctuate randomly under rationality. We then examine approximately 1200 forecast adjustments over the 1978-1982 period to examine the statistical properties of forecast adjustments. The evidence clearly demonstrates that there are marked and significant elements of statistical rationality for these major forecasters. Information shocks are processed slowly. The pattern of adjustments is consistent with …
Plausible Outcomes For Games In Strategic Form, Martin Shubik
Plausible Outcomes For Games In Strategic Form, Martin Shubik
Cowles Foundation Discussion Papers
This is the first projected series of papers on solutions to games in matrix and extensive form.
The Use Of Expected Future Variables In Macroeconometric Models, Ray C. Fair
The Use Of Expected Future Variables In Macroeconometric Models, Ray C. Fair
Cowles Foundation Discussion Papers
A more sophisticated expectational hypothesis than is traditionally used in the specification of macroeconometric models is tested in this paper. Economic agents are assumed to use a vector of variables Z t in forming their expectations for periods t + 1 and beyond. These expectations may or may not be rational in the Muth sense. The results provide some evidence in favor of the more sophisticated hypothesis, but they are not strong enough to allow much weight to be put on the hypothesis as yet. The evidence in favor of the hypothesis is strongest for households’ response to future wages …
General Equilibrium With Wage Rigidities: An Application To Belgium, Victor Ginsburgh, Ludo Van Der Heyden
General Equilibrium With Wage Rigidities: An Application To Belgium, Victor Ginsburgh, Ludo Van Der Heyden
Cowles Foundation Discussion Papers
This paper concerns an application to the Belgian economy of general equilibrium analysis in the presence of downward real wage rigidities. The model aims at explaining the short-run impact of recent income and exchange policies upon employment in Belgium. Mathematical programming techniques are used to compute equilibria.
Studying The Impact Of Household Economic And Community Variables On Child Mortality,, T. Paul Schultz
Studying The Impact Of Household Economic And Community Variables On Child Mortality,, T. Paul Schultz
Discussion Papers
No abstract provided.
Stability Comparisons Of Estimators, Donald W.K. Andrews
Stability Comparisons Of Estimators, Donald W.K. Andrews
Cowles Foundation Discussion Papers
A property of estimators called stability is investigated in this paper. The stability of an estimator is a measure of the magnitude of the affect of any single observation in the sample on the realized value of the estimator. High stability often is desirable for robustness against misspecification and against highly variable observations. Stabilities are determined and compared for a wide variety of estimators and econometric models. Estimators considered include: least squares, maximum likelihood (including both LIML and FIML), instrumental variables, M-, and multi-stage estimators such as tow and three stage least squares, Zellner’s feasible Aikten estimator of the multivariate …
Securities Industry Association V The Federal Reserve, Security Industry Association (Sia)
Securities Industry Association V The Federal Reserve, Security Industry Association (Sia)
Documents
No abstract provided.
Agricultural Expansion And Forest Depletion In Thailand, 1900-1975, David Feeny
Agricultural Expansion And Forest Depletion In Thailand, 1900-1975, David Feeny
Discussion Papers
No abstract provided.
The Development Of Property Rights In Land: A Comparative Study, David Feeny
The Development Of Property Rights In Land: A Comparative Study, David Feeny
Discussion Papers
No abstract provided.
Estimated Trade-Offs Between Unemployment And Inflation, Ray C. Fair
Estimated Trade-Offs Between Unemployment And Inflation, Ray C. Fair
Cowles Foundation Discussion Papers
No abstract provided.
Job Discrimination, Market Forces And The Invisibility Hypothesis, Paul R. Milgrom, Sharon Oster
Job Discrimination, Market Forces And The Invisibility Hypothesis, Paul R. Milgrom, Sharon Oster
Cowles Foundation Discussion Papers
The Invisibility Hypothesis holds that the job skills of disadvantaged workers are not easily discovered by potential new employers, but that promotion enhances visibility and alleviates this problem. Then, at a competitive labor market equilibrium, firms profit by hiding talented disadvantaged workers in low level jobs. Consequently, those workers are paid less on average and promoted less often than others with the same education and ability. As a result of the inefficient and discriminatory wage and promotion policies, disadvantaged workers experience lower returns to investments in human capital than other workers.
Job Discrimination, Market Forces And The Invisibility Hypothesis, Paul R. Milgrom, Sharon Oster
Job Discrimination, Market Forces And The Invisibility Hypothesis, Paul R. Milgrom, Sharon Oster
Cowles Foundation Discussion Papers
The Invisibility Hypothesis holds that the job skills of disadvantaged workers are not easily observed by potential new employers, but that promotion enhances visibility and alleviates this problem. Then, at a competitive labor market equilibrium, disadvantaged workers will be paid less on average and promoted less often than other workers with the same education and ability, even if their employers are unprejudiced and know their workers’ abilities. As a result of the discriminatory wage and promotion policies, disadvantaged workers will experience lower returns to investments in human capital than other workers. An affirmative action program that eliminates discrimination and brings …
Price And Advertising Signals Of Product Quality, Paul R. Milgrom, John Roberts
Price And Advertising Signals Of Product Quality, Paul R. Milgrom, John Roberts
Cowles Foundation Discussion Papers
We present a signalling model, based on ideas of Phillip Nelson, in which both the introductory price and the level of directly “uninformative” advertising or other dissipative marketing expenditures are choice variables and may be used as signals for the initially unobservable quality of a newly introduced experience good. Repeat purchases play a crucial role in our model.
Stability Comparisons Of Estimators, Donald W.K. Andrews
Stability Comparisons Of Estimators, Donald W.K. Andrews
Cowles Foundation Discussion Papers
This paper investigates a property of estimators called stability. The stability exponent of an estimator is defined to be a measure of the effect of any single observation in the sample on the realized value of the estimator. High stability is often desirable for robustness against misspecification and against highly variable observations. Stability exponents are determined and compared for a wide variety of estimators and econometric models. They are found to depend on the maximal moment exponent (i.e., the number of finite moments) of the estimator’s influence curve. Since it is possible often to construct estimators with specified influence curves, …
Stability Comparisons Of Estimators, Donald W.K. Andrews
Stability Comparisons Of Estimators, Donald W.K. Andrews
Cowles Foundation Discussion Papers
This paper investigates a property of estimators called stability. The stability exponent of an estimator is defined to be a measure of the effect of any single observation in the sample on the realized value of the estimator. High stability is often desirable for robustness against misspecification and against highly variable observations. Stability exponents are determined and compared for a wide variety of estimators and econometric models. They are found to depend on the maximal moment exponent (i.e., the number of finite moments) of the estimator’s influence curve. Since it is possible often to construct estimators with specified influence curves, …
Yale Scientific Magazine: Volume 58, Number 4
Yale Scientific Magazine: Volume 58, Number 4
Yale Scientific Magazine
No abstract provided.
Vatican Pact Reported On Banco Ambrosiano, Paul Lewis
Yale Political Monthly 1984 May, The Politic, Inc.