Accounting for Growth
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...
Accounting for Heterogeneity in Growth Incidence in Cameroon Using Recentered Influence Function Regression
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...
Accounting for Heterogeneity in Multicrop Micro-Econometric Models: Implications for Variable Input Demand Modeling
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
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...
The Accuracy of Density Forecasts from Foreign Exchange Options
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
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...
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent
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
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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Adam Smith and the Study of Ethics in a Commercial Society
in The Oxford Handbook of Ethics and Economics
June 2019; p ublished online June 2019 .
Article. Subjects: Microeconomics; Econometrics and Mathematical Economics; History of Economic Thought. 10454 words.
Over time, the fields of economics and ethics have become more distinct with economics focusing on the rationality of actors, the incentives they face, and the outcomes of interacting...
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Adaptive local parametric estimation of crop yields: implications for crop insurance rate making
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...
