causality econometric exogeniety and causal

Báo cáo khoa học: "Learning Semantic Links from a Corpus of Parallel Temporal and Causal Relations" doc

Báo cáo khoa học: "Learning Semantic Links from a Corpus of Parallel Temporal and Causal Relations" doc

Ngày tải lên : 08/03/2014, 01:20
... the best paraphrase of and from the following options: and as a result, and as a consequence, and enabled by that NO - REL and independently, and for similar reasons CAUSAL To build the corpus, ... finding temporal and causal relations is more tractable in carefully selected corpora Thus we chose a simple construction that frequently expressed both temporal and causal relations, and accounted ... are act#0 and be#0 We also extracted temporal and causal word associations from the Google N-gram corpus (Brants and Franz, 2006), using patterns, where before and after...
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econometric theory and methods - russell davidson and james g. mackinnon

econometric theory and methods - russell davidson and james g. mackinnon

Ngày tải lên : 08/04/2014, 12:28
... β1 and β2 , and an unobserved error term, ut Thus, of the five quantities that appear in (1.01), two, yt and Xt , are observed, and three, β1 , β2 , and ut , are not Three of them, yt , Xt , and ... k2 , X21 of dimensions n2 × k1 , and X22 of dimensions n2 × k2 , with n1 + n2 = n and k1 + k2 = k Thus X11 and X12 have the same number of rows, and also X21 and X22 , as required for the submatrices ... normal random variable is 0, and that its variance is These two properties account for the use of the term “standard.” 1.7 A normally distributed random variable can have any mean µ and any positive...
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Econometric theory and methods, Russell Davidson - Chapter 1 docx

Econometric theory and methods, Russell Davidson - Chapter 1 docx

Ngày tải lên : 04/07/2014, 15:20
... β1 and β2 , and an unobserved error term, ut Thus, of the five quantities that appear in (1.01), two, yt and Xt , are observed, and three, β1 , β2 , and ut , are not Three of them, yt , Xt , and ... k2 , X21 of dimensions n2 × k1 , and X22 of dimensions n2 × k2 , with n1 + n2 = n and k1 + k2 = k Thus X11 and X12 have the same number of rows, and also X21 and X22 , as required for the submatrices ... normal random variable is 0, and that its variance is These two properties account for the use of the term “standard.” 1.7 A normally distributed random variable can have any mean µ and any positive...
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Econometric theory and methods, Russell Davidson - Chapter 2 doc

Econometric theory and methods, Russell Davidson - Chapter 2 doc

Ngày tải lên : 04/07/2014, 15:20
... vectors w and z of length More generally, let x = αw and y = γz, for positive scalars α and γ Then x = α and y = γ Thus we have x, y = x y = αγ w z = αγ w, z Because x is parallel to w, and y is ... Figure 2.8, and imagine that the angle θ between x1 and x2 tends to zero If θ = 0, then x1 and x2 are parallel, and we can write x1 = αx2 , for some scalar α But this means that x1 −αx2 = 0, and so ... residuals and fitted values are unaffected by our choice of temperature scale Let us denote the constant term and the slope coefficient as β1 and β2 if we use the Celsius scale, and as α1 and α2 if...
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Econometric theory and methods, Russell Davidson - Chapter 3 ppt

Econometric theory and methods, Russell Davidson - Chapter 3 ppt

Ngày tải lên : 04/07/2014, 15:20
... for which the regressors, and consequently the regressand, vary a lot, and we estimate Model using a second set of data for which both the regressors and the regressand vary much less Then, even ... Calculate γ and its standard error in two different ways One method should explicitly use the result (3.33), and the other should use a transformation of regression (3.69) which allows γ and its standard ... and the sum of squared residuals (SSR) Both versions of R2 can be written as R2 = ESS SSR =1− , TSS TSS where ESS and TSS are calculated around zero for Ru and around the mean of the regressand...
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Econometric theory and methods, Russell Davidson - Chapter 4 ppt

Econometric theory and methods, Russell Davidson - Chapter 4 ppt

Ngày tải lên : 04/07/2014, 15:20
... y1 , y2 and X ≡ X1 , X2 where y1 and y2 are, respectively, an n1 vector and an n2 vector, while X1 and X2 are n1 × k and n2 × k matrices Even if we need different parameter vectors, β1 and β2 ... to the PDF of the standard normal distribution The F Distribution If y1 and y2 are independent random variables distributed as χ2 (m1 ) and χ2 (m2 ), respectively, then the random variable F ≡ ... distribution function, or EDF, of a random sample The EDF was introduced in Exercises 1.1 and 3.4 Suppose that X is a random variable with CDF F (X) and that we obtain a random sample of size n with typical...
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Econometric theory and methods, Russell Davidson - Chapter 5 ppsx

Econometric theory and methods, Russell Davidson - Chapter 5 ppsx

Ngày tải lên : 04/07/2014, 15:20
... evaluated at θ0 , and V ∞ (θ) is the ˆ k × k asymptotic covariance matrix of n1/2 (θ − θ0 ) ˆ 5.15 Suppose that γ = exp(β) and β = 1.324, with a standard error of 0.2432 ˆ and its standard error Calculate ... centiles The quantile function of the standard normal distribution is shown in Figure 5.1 All three quartiles, the first and ninth deciles, and the 025 and 975 quantiles are shown in the figure ... estimate of θ, and sθ is the corresponding standard error, that ˆ is, an estimate of the standard deviation of θ Thus τ (y, θ0 ) is the square Copyright c 1999, Russell Davidson and James G MacKinnon...
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Econometric theory and methods, Russell Davidson - Chapter 6 docx

Econometric theory and methods, Russell Davidson - Chapter 6 docx

Ngày tải lên : 04/07/2014, 15:20
... parameters δ0 , δ1 , and ρ of this model and the parameters α, β, γ0 , and γ1 of (6.94) How Copyright c 1999, Russell Davidson and James G MacKinnon 6.10 Exercises 253 many and what restrictions ... on the art and science of numerical optimization, especially as it applies to nonlinear regression problems, include Bard (1974), Gill, Murray, and Wright (1981), Quandt (1983), Bates and Watts ... minima have been proposed See, among others, Veall (1990), Goffe, Ferrier, and Rogers (1994), Dorsey and Mayer (1995), and Andrews (1997) In difficult cases, one or more of these methods should work...
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Econometric theory and methods, Russell Davidson - Chapter 7 doc

Econometric theory and methods, Russell Davidson - Chapter 7 doc

Ngày tải lên : 04/07/2014, 15:20
... The regressand and regressors are −1 simply the dependent and independent variables multiplied by ωt , and the variance of the error term is clearly Copyright c 1999, Russell Davidson and James ... Davidson and James G MacKinnon 7.6 Autoregressive and Moving Average Processes 269 unconditional expectation E(ut ) and the unconditional variance Var(ut ) exist and are independent of t, and if ... the columns of U −1X and U −1Z on UX and UZ jointly ¯ ¯ Save the resulting matrices of fitted values and call them X and Z, respectively Copyright c 1999, Russell Davidson and James G MacKinnon...
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Econometric theory and methods, Russell Davidson - Chapter 8 pot

Econometric theory and methods, Russell Davidson - Chapter 8 pot

Ngày tải lên : 04/07/2014, 15:20
... respectively, in the demand and supply functions, βd and βs are corresponding vectors of parameters, γd and γs are scalar parameters, and ud and us are the error terms in the demand and t t supply functions ... Nelson (1998), Angrist, Imbens, and Krueger (1999), Blomquist and Dahlberg (1999), Donald and Newey (2001), Hahn and Hausman (2002), Kleibergen (2002), and Stock, Wright, and Yogo (2002) There remain ... Hausman and Watson (1985), Copyright c 1999, Russell Davidson and James G MacKinnon 312 Instrumental Variables Estimation Leamer (1987), and Dagenais and Dagenais (1997) The simplest and most...
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Econometric theory and methods, Russell Davidson - Chapter 9 potx

Econometric theory and methods, Russell Davidson - Chapter 9 potx

Ngày tải lên : 04/07/2014, 15:20
... have coined the name, and Pakes and Pollard (1989) Other important early papers include Lee and Ingram (1991), Keane (1994), McFadden and Ruud (1994), and Gallant and Tauchen (1996) An interesting ... application of the method is Duffie and Singleton (1993) Useful references include Hajivassiliou and Ruud (1994), Gouri´roux e and Monfort (1996), and van Dijk, Monfort, and Brown (1995), which is a ... See, among others, Hansen, Heaton, and Yaron (1996) and West and Wilcox (1996) Tests of Linear Restrictions Just as in the case of generalized IV, both linear and nonlinear restrictions on regression...
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Econometric theory and methods, Russell Davidson - Chapter 10 pps

Econometric theory and methods, Russell Davidson - Chapter 10 pps

Ngày tải lên : 04/07/2014, 15:20
... we use y1 and y2 in place of the variables x2 and x1 , respectively, that appear in (1.15) It is permissible to apply (10.22) to situations in which y1 and y2 are really vectors of random variables ... Davidson and MacKinnon (1984b) and Godfrey, McAleer, and McKenzie (1988), among others Of course, either variant of the test may easily be bootstrapped, as discussed in Section 10.6, and the OPG ... side of the true value Because all the yt must lie between β1 and β2 , ˆ ˆ it must be the case that β1 ≥ β10 and β2 ≤ β20 , where β10 and β20 denote the true parameter values However, despite this,...
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Econometric theory and methods, Russell Davidson - Chapter 11 ppt

Econometric theory and methods, Russell Davidson - Chapter 11 ppt

Ngày tải lên : 04/07/2014, 15:20
... 100 assuming that β1 = and β2 = 1, 100 assuming that β1 = −1 and β2 = 1, 100 assuming that β1 = and β1 = 2, 100 assuming that β1 = and β1 = −2, and 100 assuming that β1 = and β2 = For each of the ... is just unity, ˜ ˜ ˜ and Vt , Ft , and ft are all constants that not depend on t Since neither subtracting a constant from the regressand nor multiplying the regressand and regressors by a constant ... forms, by Engle (1984) and Davidson and MacKinnon (1984b) Copyright c 1999, Russell Davidson and James G MacKinnon 454 Discrete and Limited Dependent Variables where s is the standard error of the...
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Econometric theory and methods, Russell Davidson - Chapter 12 pptx

Econometric theory and methods, Russell Davidson - Chapter 12 pptx

Ngày tải lên : 04/07/2014, 15:20
... logarithms, Xtd and Xts are row vectors of exogenous or predetermined variables, βd and βs are the corresponding vectors of parameters, and γd and γs are the slopes of the demand and supply functions, ... literature on demand systems is vast; see, among many others, Christensen, Jorgenson, and Lau (1975), Barten (1977), Deaton and Muellbauer (1980), Pollak and Wales (1981, 1987), Browning and Meghir ... equations (12.08) for an arbitrary p × q matrix A and an arbitrary r × s matrix B Prove the second result for A and B as above, and for C and D arbitrary q ×t and s×u matrices, respectively Prove the...
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Econometric theory and methods, Russell Davidson - Chapter 13 potx

Econometric theory and methods, Russell Davidson - Chapter 13 potx

Ngày tải lên : 04/07/2014, 15:20
... by Hendry and Anderson (1977) and Davidson, Hendry, Srba, and Yeo (1978) See Banerjee, Dolado, Galbraith, and Hendry (1993) for a detailed treatment Copyright c 1999, Russell Davidson and James ... only Not all software packages provide reliable estimates and standard errors; see McCullough and Renfro (1999) and Brooks, Burke, and Persand (2001) Therefore, we strongly recommend estimating ... Bollerslev and Wooldridge (1992) These and other possible variants are discussed and compared by Fiorentini, Calzolari, and Panattoni (1996).5 Simulating ARCH and GARCH Models ARCH and GARCH models...
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Econometric theory and methods, Russell Davidson - Chapter 14 pot

Econometric theory and methods, Russell Davidson - Chapter 14 pot

Ngày tải lên : 04/07/2014, 15:20
... Davidson and James G MacKinnon 14.2 Random Walks and Unit Roots 597 This model is often called a random walk with drift, and the constant term is called a drift parameter To understand this terminology, ... commodities in different countries, disposable income and consumption, government spending and tax revenues, wages and prices, and the money supply and the price level Although deterministic relationships ... yt−1,2 + ut2 , ut1 ut2 ∼ IID(0, Ω) (14.36) Let zt and ut be vectors, the former with elements yt1 and yt2 and the latter with elements ut1 and ut2 , and let Φ be the × matrix with ij th element φij...
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Econometric theory and methods, Russell Davidson - Chapter 15 docx

Econometric theory and methods, Russell Davidson - Chapter 15 docx

Ngày tải lên : 04/07/2014, 15:20
... of the bandwidth parameter h, and there is a very large and highly technical literature on how best to choose it See Silverman (1986), H¨rdle (1990), Wand and Jones a (1995), or Pagan and Ullah ... parameter, and τ (x) may be any scalar function that is monotonically increasing in its argument x and satisfies the conditions τ (0) = 0, τ (0) = 1, and τ (0) = 0, where τ (0) and τ (0) are the first and ... distributed The statistics τ3 , τ4 , and τ3,4 were proposed, in slightly different forms, by Jarque and Bera (1980) and Kiefer and Salmon (1983); see also Bera and Jarque (1982) Many regression packages...
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báo cáo khoa học: " Extensin network formation in Vitis vinifera callus cells is an essential and causal event in rapid and H2O2-induced reduction in primary cell wall hydration" ppsx

báo cáo khoa học: " Extensin network formation in Vitis vinifera callus cells is an essential and causal event in rapid and H2O2-induced reduction in primary cell wall hydration" ppsx

Ngày tải lên : 11/08/2014, 11:21
... that H2O2 can rapidly reduce the hydration and thickness of primary dicotyledon cell walls, and that extensin network formation is the primary and causal event in this process Results Rapid, ... endogenous levels of GvP1 and GvEP1 utilised 60 μg of GvP1 and 20 ng of GvEP1 mg-1 (DW) cell wall Grapevine callus, Medicago leaf EIBMPs and poly-L-arginine were added to 20, 20 and 10 μg mg -1 (DW) ... native and modified extensin monomers and oligomers by electron microscopy and gel filtration Plant Physiol 1988, 86(3):848-856 58 Carpin S, Crévecoeur M, Greppin H, Penel C: Molecular cloning and...
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Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models pot

Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models pot

Ngày tải lên : 05/03/2014, 18:20
... instantaneous causality is eliminated, explain how to estimate this model with GMM, and how to test for causality using a Wald test We then turn to the structural model with instantaneous causality and ... non -causality implies restrictions on both the instantaneous effects in Γ and the lagged effects in Φ similar to the restrictions in (4) To be precise, non -causality of wealth to husband’s health and ... and present the results of models that explain each indicator of health of husband and wife from lagged husband’s and wife’s health, lagged log wealth, and additional controls (demographics and...
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Financial intermediation and growth: Causality and causes potx

Financial intermediation and growth: Causality and causes potx

Ngày tải lên : 06/03/2014, 19:20
... Neusser and Kugler, 1998; Rousseau and Wachtel, 1998), these results not settle the issue of causality Although this paper does not fully resolve all concerns about causality, it uses new data and ... information asymmetries and facilitating transactions } exert a causal in#uence on economic growth? Providing evidence on causality has implications for policymakers and economists For instance, ... (1873) and Schumpeter (1934) on how intermediaries spur economic growth  Also, see Townsend (1979); Gale and Hellwig (1985); Diamond (1984); Boyd and Prescott (1986); Diamond and Dybvig (1983); and...
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