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Accounting for Growth

Edited by Jeremy Greenwood and Boyan Jovanovic.

in New Developments in Productivity Analysis

August 2001; p ublished online February 2013 .

Chapter. Subjects: Econometrics and Mathematical Economics. 18755 words.

This chapter explores alternative models of productivity change. It compares the conventional model of disembodied technical change developed by Solow and by Jorgenson and Griliches with a...

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Accounting for Heterogeneity in Growth Incidence in Cameroon Using Recentered Influence Function Regression

B. Essama-Nssah, Saumik Paul and Léandre Bassolé.

in Journal of African Economies

November 2013; p ublished online May 2013 .

Journal Article. Subjects: Welfare and Poverty; Economywide Country Studies; Urban, Rural, and Regional Economics; Microeconomics; Single Equation Models; Single Variables. 9781 words.

This paper frames growth incidence analysis within the logic of social impact evaluation understood as an assessment of variations in individual and social outcomes attributable to shocks...

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Accounting for Heterogeneity in Multicrop Micro-Econometric Models: Implications for Variable Input Demand Modeling

Alain Carpentier and Elodie Letort.

in American Journal of Agricultural Economics

January 2012; p ublished online November 2011 .

Journal Article. Subjects: Production and Organizations; Econometric Modelling; Agricultural Economics. 8565 words.

This article aims to show that if the farm sample under consideration is characterized by significant heterogeneity, recovering output-specific input uses or modeling farm-level input uses...

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Accounting for Observed Cycle Features with a Range of Statistical Models

Don Harding and Adrian Pagan.

in The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

July 2016; p ublished online January 2018 .

Chapter. Subjects: Econometrics and Mathematical Economics. 6138 words.

This chapter looks at observed features of the cycle in a variety of time series. It sets out these features for the United States and a number of other countries, and then asks whether...

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The Accuracy of Density Forecasts from Foreign Exchange Options

Peter Christoffersen and Stefano Mazzotta.

in Journal of Financial Econometrics

January 2005; p ublished online August 2005 .

Journal Article. Subjects: Financial Markets; Econometrics and Mathematical Economics. 9898 words.

Financial decision makers often consider the information in currency option valuations when making assessments about future exchange rates. The purpose of this article is to systematically...

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Accurate Methods for Approximate Bayesian Computation Filtering

Laurent E. Calvet and Veronika Czellar.

in Journal of Financial Econometrics

September 2015; p ublished online July 2014 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Financial Forecasting and Simulation; Econometric Modelling. 9894 words.

The Approximate Bayesian Computation (ABC) filter extends the particle filtering methodology to general state-space models in which the density of the observation conditional on the state...

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Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent

Francesco Audrino and Fabio Trojani.

in Journal of Financial Econometrics

January 2007; p ublished online August 2007 .

Journal Article. Subjects: Financial Markets; Econometrics and Mathematical Economics. 12280 words.

We propose a multivariate nonparametric technique for generating reliable short-term historical yield curve scenarios and confidence intervals. The approach is based on a Functional...

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An ACD-ECOGARCH(1,1) Model

Claudia Czado and Stephan Haug.

in Journal of Financial Econometrics

January 2010; p ublished online November 2009 .

Journal Article. Subjects: Financial Markets; Econometrics and Mathematical Economics. 3121 words.

In this paper we introduce an ACD-ECOGARCH(1,1) model. An exponential autoregressive conditional duration model is used to describe the dependence structure in durations of...

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Adaptive local parametric estimation of crop yields: implications for crop insurance rate making

Zhiwei Shen, Martin Odening and Ostap Okhrin.

in European Review of Agricultural Economics

April 2018; p ublished online December 2017 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Agricultural Economics. 10293 words.

Abstract

The estimation model of crop yields is a prerequisite for deriving actuarially sound insurance premiums. A major challenge in estimating crop yield...

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Adaptive Model-Predictive Climate Policies in a Multicountry Setting

Thierry Bréchet, Carmen Camacho and Vladimir M. Veliov.

in The Oxford Handbook of the Macroeconomics of Global Warming

January 2015; p ublished online May 2015 .

Article. Subjects: Economics; Agricultural, Environmental, and Natural Resource Economics; Econometrics and Mathematical Economics. 11716 words.

This chapter extends the use of integrated assessment models (IAMs) by defining rational policies based on predictive control and adaptive behavior. After a review of the main IAMs, the...

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