Browsing Discussion Papers by Subject "VDP::Mathematics and natural science: 400::Mathematics: 410::Statistics: 412"
Now showing items 21-40 of 61
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Empirical errors and predicted errors in fertility, mortality and migration forecasts in the European economic area
(Discussion Papers;No. 386, Working paper, 2004)Abstract: We analyse empirical errors observed in historical population forecasts produced by statistical agencies in 14 European countries since 1950. The focus is on forecasts for three demographic variables: fertility ... -
Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors : a case study
(Discussion Papers;No. 532, Working paper, 2008)Abstract: Estimation of standard errors of Engel elasticities within the framework of a linear structural model formulated on two-wave panel data is considered. The complete demand system is characterized by measurement ... -
A Framework for analyzing rank ordered panel data with application to automobile demand
(Discussion Papers;No. 480, Working paper, 2006)Abstract: In this paper we develop a framework for analyzing panel data with observations on rank ordered alternatives that allows for correlated random taste shifters across time and across alternatives. As a special ... -
Identification, estimation and testing in Panel Data Models with attrition : the role of the Missing at Random Assumption
(Discussion Papers;No. 330, Working paper, 2002)Abstract: This paper discusses identification, estimation and testing in panel data models with attrition. We focus on a situation which often occurs in the analysis of firms: Attrition (exit) is endogenous and depends ... -
Is the distribution of income compatible with s stable distribution?
(Discussion Papers;No. 246, Working paper, 1999)Mandelbrot (1961) proposed to apply the class of Pareto-Levy distributions - which belong to the Stable distributions - as a framework for modelling income distributions. He also presented theoretic arguments in favor ... -
Markov chains generated by maximizing components of multidimensional extremal processes
(Discussion Papers;No. 12, Working paper, 1985)A multidimensional inhomogenous extremal process is defined and it is demonstrated that it belongs to the class of pure jump Markov processes. Let {Z.(t)} be the j-th component of the process. Let {J(t)} be a finite state ... -
Measuring and decomposing capital stock and service values : should capital quality be given a place?
(Discussion Papers;No. 518, Working paper, 2007)Abstract: Aggregation of tangible capital assets across vintages and decomposition of value aggregates into quantities and prices are considered. Focus is on both capital stock values and capital service values. If the ... -
Measuring long-term inequality of opportunity
(Discussion Papers;No. 620, Working paper, 2010)Abstract: In this paper, we introduce and apply a general framework for evaluating long-term income distributions according to the Equality of Opportunity principle (EOp). Our framework allows for both an ex-ante and an ... -
Modeling and estimation methods for household size in the presence of nonresponse : applied to the Norwegian consumer expenditure survey
(Discussion Papers;No. 206, Working paper, 1997)This paper considers the problem of estimating the number of private households of various sizes and the total number of households in Norway. The approach is model-based with a population model for household size given ... -
Modeling binary panel data with nonresponse
(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
(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
(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 ... -
The multi-sectoral growth model MSG-4 : formal structure and empirical characteristics
(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
(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
(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
(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
(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
(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 ... -
On Nash equilibrium in prices in an oligopolistic market with demand characterized by a nested multinomial logit model and multiproduct firm as nest
(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
(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 ...