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作者：Duclos, JY; Esteban, J; Ray, D
作者单位：Laval University; Laval University; Consejo Superior de Investigaciones Cientificas (CSIC); CSIC - Institut d'Analisi Economica (IAE); Autonomous University of Barcelona; Pompeu Fabra University; New York University
摘要：We develop the measurement theory of polarization for the case in which income distributions can be described using density functions. The main theorem uniquely characterizes a class of polarization measures that fits into what we call the identity-alienation framework, and simultanously satisfies a set of axioms. Second, we provide sample estimators of population polarization indices that can be used to compare polarization across time or entities. Distribution-free statistical inference resu...
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作者：Lee, LF
作者单位：University System of Ohio; Ohio State University
摘要：This paper investigates asymptotic properties of the maximum likelihood estimator and the quasi-maximum likelihood estimator for the spatial autoregressive model. The rates of convergence of those estimators may depend on some general features of the spatial weights matrix of the model. It is important to make the distinction with different spatial scenarios. Under the scenario that each unit will be influenced by only a few neighboring units, the estimators may have rootn-rate of convergence ...
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作者：Marmol, F; Velasco, C
作者单位：Universidad Carlos III de Madrid
摘要：In this paper we investigate methods for testing the existence of a cointegration relationship among the components of a nonstationary fractionally integrated (NFI) vector time series. Our framework generalizes previous studies restricted to unit root integrated processes and permits simultaneous analysis of spurious and clointegrated NFI vectors. We propose a modified F-statistic, based on a particular studentization, which converges weakly under both hypotheses, despite the fact that OLS est...
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作者：Newey, WK
作者单位：Massachusetts Institute of Technology (MIT)
摘要：Conditional moment restrictions can be combined through GMM estimation to construct more efficient semiparametric estimators. This paper is about attainable efficiency for such estimators. We define and use a moment tangent set, the directions of departure from the truth allowed by the moments, to characterize when the semiparametric efficiency bound can be attained. The efficiency condition is that the moment tangent set equals the model tangent set. We apply these results to transformed, cen...
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作者：Glazer, J; Rubinstein, A
作者单位：Tel Aviv University; Boston University; Tel Aviv University; New York University
摘要：A speaker wishes to persuade a listener to accept a certain request. The conditions under which the request is justified, from the listener's point of view, depend on the values of two aspects. The values of the aspects are known only to the speaker and the listener can check the value of at most one. A mechanism specifies a set of messages that the speaker can send and a rule that determines the listener's response, namely, which aspect he checks and whether he accepts or rejects the speaker'...
