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厦门市会展业发展战略研究——基于产业集群的观点
产业集群 战略 厦门市 会展产业
2013/5/13
产业集群拉动了区域经济的发展，逐渐引起社会的广泛关注。本文从产业集群的角度对会展产业集群进行系统的研究，在界定厦门会展产业集群的基础上，识别厦门会展产业形成的条件和机会，进而对厦门会展业发展提供建议和对策支持。
Are Nearly “Exogenous Instruments” Reliable?
Valid Instruments Weak Identification Inference
2011/4/2
We show that when instruments are nearly exogenous, the two stage least squares t-statistic unpredictably over-rejects or under-rejects the null hypothesis that the endogenous regressor is insignifica...
A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications
Spatial dependence Score test Robust test Distribution misspecification Local misspecification
2011/4/2
It is well known that the standard Lagrange multiplier (LM) test loses its local optimality when the true non-null model is not correctly specified. In this paper, we derive a score test robust to loc...
On Prediction Errors in Regression Models with Nonstationary Regressors
accumulated prediction errors final prediction error least squares estimators random walk models.
2011/4/2
In this article asymptotic expressions for the final prediction error (FPE) and the accumulated prediction error (APE) of the least squares predictor are obtained in regression models with nonstationa...
An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With ...
Dynamic economic theories generalized spectral derivative model misspecifications
2011/4/2
Dynamic economic theories usually have implications on and only on the conditional mean dynamics of economic processes. Using a generalized spectral derivative approach, Hong and Lee (2005, Review of ...
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models
semiparametric dynamic NPGMM consistency asymptotic
2011/4/2
We suggest using a class of semiparametric dynamic panel data models to capture
individual variations in panel data. The model assumes linearity in some
continuous/discrete variables that can be exo...
Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Flexible Bivariate GARCH Approaches
conditional variance Hedging performance hedge ratios
2011/4/2
Bollerslev’s (1990) constant conditional correlation (CCC) and Engle’s (2002) dynamic conditional correlation (DCC) bivariate generalized autoregressive conditional heteroskedasticity (BGARCH) models ...
Some Recent Developments on Nonparametric Econometrics
nonparametric estimation nonparametric models instrumental variables nonparametric estimation of conditional
2011/4/2
In this paper, we survey some recent developments of nonparametric econometrics in the following areas: (i) nonparametric estimation of regression models with mixed discrete and continuous data; (ii) ...
Some Recent Developments in Nonparametric Finance
nonparametric methods time finance financial data
2011/4/2
This paper gives a selective review on some recent developments of nonparametric methods in both continuous and discrete time finance, particularly in the areas of nonparametric estimation and testing...
Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametric Regression
Characteristic Function Markov models conditional distribution
2011/4/2
We develop a nonparametric regression-based goodness-of-fit test for multifactor continuous-time Markov models using the conditional characteristic function, which often has a convenient closed form o...
Quantile Elasticity of International Tourism Demand for South Korea using Quantile Autoregressive Distributed Lag Model
Tourism demand Quantile autoregression Elasticity Response analysis
2011/4/1
This paper investigates international inbound tourism demand for South Korea and its determinants using quantile autoregressive model. In contrast to previous studies which dealt with only conditional...
Weak Instrumental Variables Models for Longitudinal Data
Longitudinal Data Nearly Weak Instruments Panel Data Weak Instruments Within-group TSLS Estimator
2011/4/1
This paper considers the estimation and testing of a within-group two-stage least squares (TSLS) estimator for instruments with varying degrees of weakness in a longitudinal (panel) Data model. We sho...
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients
Efficiency nonlinear time series partially linear partially varying coefficients quantile regression semiparametric
2011/4/1
We study quantile regression estimation for dynamic models with partially varying coefficients so that the values of some coefficients may be functions of informative covariates. Estimation of both pa...
空间误差模型的稳健检验
空间误差模型 极大似然估计 稳健检验
2011/4/1
本文构建了一个用来检验空间误差模型的稳健统计量，它以Bera 和 Yoon(1993)的理论为基础，渐进具有 检验统计量的良好大样本性质。这种检验方法不仅可以有效减少空间滞后效应对统计推断的影响，而且在很大程度上简化了计算。作为比较，我们发现当真实模型中存在显著的空间滞后效应时，Anselin et al(1996)提出的检验统计量会产生明显的偏误而我们的检验统计量依然有效。蒙特卡罗模拟的结果与本...
Testing for the Markov Property in Time Series
Conditional characteristic function Generalized cross-spectrum Markov property Smoothed nonparametric bootstrap
2011/4/1
The Markov property is a fundamental property in time series analysis and is often assumed in economic and …nancial modelling. We develop a new test for the Markov property using the conditional chara...