Blar i Discussion Papers på emneord "VDP::Mathematics and natural science: 400::Mathematics: 410::Statistics: 412"

Viser treff 1-20 av 61

    • A framework for empirical modelling of consumer demand with latent quality attributes 

      Dagsvik, John K.; Zhu, Yu; Aaberge, Rolf (Discussion Papers;No. 229, Working paper, 1998)
      This paper discusses a particular approach to empirical consumer demand modelling when products are differentiated and the product attributes are unobservable. In contrast to the traditional approach to this problem, see ...

    • A linear demand system within a Seemingly Unrelated Time Series Equation framework 

      Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh (Discussion Papers;No. 345, Working paper, 2003)
      Abstract: We consider a Seemingly Unrelated Time Series Equations framework for the linear Almost Ideal Demand system. The framework is applied to a consumer demand system covering nine non-durable commodities. We test ...

    • A method of weighting adjustment for survey data subject to nonignorable nonresponse 

      Zhang, Li-Chun (Discussion Papers;No. 311, Working paper, 2001)
      Abstract: Weighting adjustment is a standard quasi-randomization approach for survey data subject to nonresponse (Little, 1986). The existing methods are typically based on the assumption that nonresponse is independent ...

    • A prediction approach to sampling design 

      Zhang, Li-Chun; Thomsen, Ib (Discussion Papers;No. 440, Working paper, 2005)
      Abstract: Standard approaches to sample surveys take as the point of departure the estimation of one or several population totals (or means), or a few predefined sub-totals (or sub-means). While the model-based prediction ...

    • A state space approach for estimating VAR models for panel data with latent dynamic components 

      Raknerud, Arvid (Discussion Papers;No. 295, Working paper, 2001)
      Abstract: The econometric literature offers various modeling approaches for analyzing micro data in combination with time series of aggregate data. This paper discusses the estimation of a VAR model that allows unobserved ...

    • A Statistical Model for Simple, Fast and Reliable Measurement of Poverty. A revised version of DP 415 

      Mathiassen, Astrid (Discussion Papers;No. 415, Working paper, 2005)
      Abstract: The primus inter pares of the UN-approved Millennium Development Goals is to reduce poverty. The only internationally accepted method of estimating poverty requires a measurement of total consumption based on ...

    • Accounting for family background when designing optimal income taxes : a microeconometric simulation analysis 

      Aaberge, Rolf; Colombino, Ugo (Discussion Papers;No. 619, Working paper, 2010)
      Abstract: The purpose of this paper is to introduce and adopt a generalised version of Roemer's (1998) Equality of Opportunity (EOp) framework, which we call extended EOp, for analysing second-best optimal income taxation. ...

    • Accumulation of r&d capital and dynamic firm performance: a not-so-fixed effect model 

      Klette, Tor Jakob; Johansen, Frode (Discussion Papers;No. 184, Working paper, 1996)
      Considering the observed patterns of R&D investment, we argue that a model which allows for a positive feedback from already acquired knowledge to the productiveness of current research, fits the empirical evidence better ...

    • Aggregation in matching markets 

      Dagsvik, John K. (Discussion Papers;No. 173, Working paper, 1996)
      This paper develops aggregate relations for a matching market of heterogeneous suppliers and demanders. The point of departure is the analysis of two-sided matching found in Roth and Sotomayor (1990). Under particular ...

    • Behavioral multistate duration models : what should they look like? 

      Dagsvik, John K. (Discussion Papers;No. 688, Working paper, 2012)
      Abstract: This paper discusses how specification of probabilistic models for multistate duration data generated by individual choices should be justified on a priori theoretical grounds. Preferences are assumed represented ...

    • Choice among lotteries when preferences are stochastic 

      Dagsvik, John K. (Discussion Papers;No. 221, Working paper, 1998)
      Abstract: This paper discusses the problem of specifying probabilistic models for choices (strategies) with uncertain outcomes. The point of departure is an extension of the axiom system of the von Neumann-Morgenstern ...

    • Choosing measures of inequality for empirical applications 

      Aaberge, Rolf (Discussion Papers;No. 158, Working paper, 1995)
      This paper is concerned with the distribution of income and the problem of choosing summary measures of inequality for empirical applications. By introducing a simple transformation of the Lorenz curve one is led to three ...

    • Classical identification : a viable road for data to inform structural modeling 

      Hammersland, Roger (Discussion Papers;No. 562, Working paper, 2008)
      Abstract: This paper addresses how to enhance the role of data in structural model design by utilizing structural breaks and superfluous information as auxiliary tools of exact identification. To illustrate the procedure ...

    • Compensated variation in random utility models 

      Dagsvik, John K. (Discussion Papers;No. 299, Working paper, 2001)
      Abstract: In this paper we introduce the notion of random expenditure function and derive the distribution of the expenditure function and corresponding compensated choice probabilities in the general case when the ...

    • Constructing panel data estimators by aggregation: A general moment estimator and a suggested synthesis 

      Biørn, Erik (Discussion Papers;No. 420, Working paper, 2005)
      Abstract: A regression equation for panel data with two-way random or fixed effects and a set of individual specific and period specific `within individual' and `within period', estimators of its slope coefficients are ...

    • Consumer demand with unobservable product attributes : part I: theory 

      Dagsvik, John K. (Discussion Papers;No. 166, Working paper, 1996)
      This paper develops a new framework for empirical modelling of consumer demand with particular reference to products that are differentiated with respect to quality and location attributes. The point of departure is ...

    • Dynamic choice, multistate duration models and stochastic structure 

      Dagsvik, John K. (Discussion Papers;No. 172, Working paper, 1996)
      An important problem in the analysis of intertemporal choice processes is how to justify the choice of mathematical structure of the transition probabilities. A related and delicate identification problem is to separate ...

    • The dynamics of a behavioral two-sex demographic model 

      Johansen, Rune; Dagsvik, John K. (Discussion Papers;No. 247, Working paper, 1999)
      Abstract: In this paper, we examine the dynamic properties of a particular demographic model. An essential part of the model is the marriage function which is derived from assumptions about the behavior of women and men ...

    • ECM-algorithms that converge at the rate of EM 

      Sexton, Joseph; Swensen, Anders Rygh (Discussion Papers;No. 244, Working paper, 1999)
      This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The approach is motivated by the well known conjugate directions algorithm, and a special case of it is ...

    • Econometric analysis of labor supply in a life cycle context with uncertainty 

      Dagsvik, John K. (Discussion Papers;No. 21, Working paper, 1987)
      The paper considers a recent econometric approach for analysing labor supply in a life cycle context. The model we present extends MaCurdy's (1982) model in that the wage rate is assumed to depend on previous labor market ...