• Modeling binary panel data with nonresponse 

      Bjørnstad, Jan F.; Sommervoll, Dag Einar (Discussion Papers;No. 297, Working paper, 2001)
      Abstract: This paper studies modeling of nonignorable nonresponse in panel surveys. A class of sequential conditional logistic models for nonresponse is considered. Model-based maximum likelihood estimation and imputation ...
    • Modeling concentration and dispersion in multiple regression 

      Aaberge, Rolf; Bjerve, Steinar; Doksum, Kjell (Discussion Papers;No. 412, Working paper, 2005)
      We consider concepts and models that are useful for measuring how strongly the distribution of a positive response Y is concentrated near a value y0 > 0 with a focus on how concentration varies as a function of covariates. ...
    • More on testing exact rational expectations in cointegrated vector autoregressive models : restricted drift terms 

      Johansen, Søren; Swensen, Anders Rygh (Discussion Papers;No. 348, Working paper, 2003)
      Abstract: In this note we consider testing of a type of linear restrictions implied by rational expectations hypotheses in a cointegrated vector autoregressive model for I(1) variables when there in addition is a restriction ...
    • Mot normalt: om gjennomsnitt : tall kan temmes! 

      Kristiansen, Jan Erik (Journal article, 2010-05)
      Ved siden av prosenter er nok gjennomsnittet det statistiske begrepet de fleste kjenner seg fortrolige med. I dagligtale omtales gjennomsnittet ofte som "det vanlig(st)e" eller "det typiske". Andre synonymer er "middeltall", ...
    • MSG-4E : ligningssystem og variabeloversikt 

      Longva, Svein; Lorentsen, Lorents; Olsen, Øystein (Interne notater;nr 81/10, Working paper, 1981)
      Notatet gir en kortfattet oversikt over den formelle struktur i den makroøkonomiske modellen MSG-4E. I framstillingen er det lagt særlig vekt på å gi en komplett oversikt over modellens ligningssystem. Som vedlegg er ...
    • MSG-6 : utslippsmodellenes ligningsstruktur : teknisk dokumentasjon 

      Strøm, Birger (Notater / Documents;2000/22, Working paper, 2000)
      Siden 1986 har Statistisk sentralbyrå med jevne mellomrom presentert framskrivninger av utslipp til luft for en rekke forurensningskomponenter. Beregningene er først og fremst utført ved hjelp av ulike varianter av den ...
    • The multi-sectoral growth model MSG-4 : formal structure and empirical characteristics 

      Longva, Svein; Olsen, Øystein; Lorentsen, Lorents (Discussion Paper;No. 8, Working paper, 1985)
      In the first part of this paper a brief retrospective survey of the development of the MSG model is given, from it was first presented in Johansen (1960) until the present version MSG-4. Some principal choices to be ...
    • Multinomial choice and selectivity 

      Dagsvik, John K. (Discussion Papers;No 264, Working paper, 2000)
      In this paper we discuss two types of selection problems. The first problem is motivated by labor market analyses such as the estimation of sector-specific wage equations where the sector for which the wages are observed ...
    • Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes : a quasi-likelihood approach 

      Raknerud, Arvid; Skare, Øivind (Discussion Papers;614, Working paper, 2010)
      This paper extends the ordinary quasi-likelihood estimator for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck (OU) processes to vector processes. Despite the fact that multivariate modeling of asset ...
    • Non-Bayesian multiple imputation 

      Bjørnstad, Jan F. (Discussion Papers;No. 421, Working paper, 2005)
      Abstract: Multiple imputation is a method specifically designed for variance estimation in the presence of missing data. Rubin’s combination formula requires that the imputation method is “proper” which essentially means ...
    • Non-parametric identification of the mixed hazards model with interval-censored durations 

      Brinch, Christian N. (Discussion Papers;No. 539, Working paper, 2008)
      Abstract: Econometric duration data are typically interval-censored, that is, not directly observed, but observed to fall within a known interval. Known non-parametric identification results for duration models with ...
    • Nonparametric identification of discrete choice models 

      Dagsvik, John K. (Discussion Papers;No. 222, Working paper, 1998)
      Abstracts: In this paper we give simple proofs of identification results in discrete choice models for the case where neither the derteministic part nor the distribution function of the random parts of the utility function ...
    • Nytt i konsumprisindeksen : Nasjonalregnskapet - ny vektkilde 

      Langer, Tom Andersen; Johannessen, Randi (Journal article, 2010)
      Statistisk sentralbyrå tar i bruk nasjonalregnskapet som grunnlag for å beregne vekter i konsumprisindeksen og harmonisert konsumprisindeks fra og med januar 2011. Krav til aktualitet og akseptabel kvalitet medfører valg ...
    • On Nash equilibrium in prices in an oligopolistic market with demand characterized by a nested multinomial logit model and multiproduct firm as nest 

      Liu, Gang (Discussion Papers;No. 454, Working paper, 2006)
      Abstract: This note provides a proof on existence and uniqueness of Nash equilibrium in prices in a market where the demand side is characterized by a nested multinomial logit model with multiproduct firm as nest and ...
    • On some common practices of systematic sampling 

      Zhang, Li-Chun (Discussion Papers;No. 456, Working paper, 2006)
      Abstract: Systematic sampling is a widely used technique in survey sampling. It is easy to execute, whether the units are to be selected with equal probability or with probabilities proportional to auxiliary sizes. It ...
    • On the measurement of long-term income inequality and income mobility 

      Aaberge, Rolf; Mogstad, Magne (Discussion Papers;No. 622, Working paper, 2010)
      Abstract: This paper proposes a two-step aggregation method for measuring long-term income inequality and income mobility, where mobility is defined as an equalizer of long-term income. The first step consists of aggregating ...
    • Panel data with errors-in-variables : a note on essential and redundant orthogonality conditions in GMM-estimation 

      Biørn, Erik; Klette, Tor Jakob (Discussion Papers;No. 190, Working paper, 1997)
      General Method of Moments (GMM) estimation of a linear one-equation model using panel data with errors-in-variables is considered. To eliminate fixed individual heterogeneity, the equation is differenced across one or more ...
    • Parametric aggregation of random coefficient Cobb-Douglasproduction functions : evidence from manufacturing industries 

      Biørn, Erik; Skjerpen, Terje; Wangen, Knut Reidar (Discussion Papers;No. 342, Working paper, 2003)
      Abstract: A panel data study of parametric aggregation of a production function is presented. A four-factor Cobb-Douglas function with random and jointly normal coefficients and jointly log-normal inputs is used. Since, ...
    • Post-stratification and calibration : a synthesis 

      Zhang, Li-Chun (Discussion Papers;No. 216, Working paper, 1998)
      The paper offers a synthesis of several widely used estimation methods in survey sampling from a rather personal point of view. The methods which will be discussed include post-stratification estimation, generalized ...
    • Potential demand for alternative fuel vehicles 

      Dagsvik, John K.; Wetterwald, Dag G.; Aaberge, Rolf (Discussion Papers;No. 165, Working paper, 1996)
      This paper analyzes the potential household demand for alternative fuel vehicles in Norway, by applying data from a stated preference survey. The alternative fuel vehicles we consider are liquid propane gas and electric ...