This article introduces a panel threshold model with covariate-dependent and time-varying thresholds and unobserved individual-specific threshold effects (PTCDI). We develop methods for estimation ...
{"title":"Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects","authors":"Lixiong Yang, I-Po Chen, Chingnun Lee, Mingjian Ren","doi":"10.1080/07474938.2024.2339147","DOIUrl":"https://doi.org/10.1080/07474938.2024.2339147","url":null,"abstract":"This article introduces a panel threshold model with covariate-dependent and time-varying thresholds and unobserved individual-specific threshold effects (PTCDI). We develop methods for estimation ...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"75 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140623001","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-17DOI: 10.1080/07474938.2024.2334119
Juan Lin, Ximing Wu
Multivariate density estimation is plagued by the curse of dimensionality in theory and practice. We propose a hybrid density estimator of a multivariate density f that combines the strengths of th...
多变量密度估计在理论和实践中都受到维数诅咒的困扰。我们提出了一种多变量密度 f 的混合密度估计器，它结合了多变量密度估计器和多元密度估计器的优点。
{"title":"A hybrid nonparametric multivariate density estimator with applications to risk management","authors":"Juan Lin, Ximing Wu","doi":"10.1080/07474938.2024.2334119","DOIUrl":"https://doi.org/10.1080/07474938.2024.2334119","url":null,"abstract":"Multivariate density estimation is plagued by the curse of dimensionality in theory and practice. We propose a hybrid density estimator of a multivariate density f that combines the strengths of th...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"23 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140611040","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-13DOI: 10.1080/07474938.2024.2328905
Jun Cai, William C. Horrace, Yoonseok Lee
We study a semiparametric panel stochastic frontier model with nonseparable unobserved heterogeneity, which allows for time-varying conditional heteroskedastic productivity components. It does not ...
{"title":"Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency","authors":"Jun Cai, William C. Horrace, Yoonseok Lee","doi":"10.1080/07474938.2024.2328905","DOIUrl":"https://doi.org/10.1080/07474938.2024.2328905","url":null,"abstract":"We study a semiparametric panel stochastic frontier model with nonseparable unobserved heterogeneity, which allows for time-varying conditional heteroskedastic productivity components. It does not ...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"18 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140578072","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-13DOI: 10.1080/07474938.2024.2339193
Christopher F. Parmeter, Léopold Simar, Ingrid Van Keilegom, Valentin Zelenyuk
This article is the first in the literature to discuss in detail how to conduct various types of inference in the stochastic frontier model when it is estimated using nonparametric methods. We disc...
本文是第一篇详细讨论如何在使用非参数方法估计随机前沿模型时进行各种推断的文献。我们讨论了...
{"title":"Inference in the nonparametric stochastic frontier model","authors":"Christopher F. Parmeter, Léopold Simar, Ingrid Van Keilegom, Valentin Zelenyuk","doi":"10.1080/07474938.2024.2339193","DOIUrl":"https://doi.org/10.1080/07474938.2024.2339193","url":null,"abstract":"This article is the first in the literature to discuss in detail how to conduct various types of inference in the stochastic frontier model when it is estimated using nonparametric methods. We disc...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"90 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140577773","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-10DOI: 10.1080/07474938.2024.2330127
Zhongfang He
I discuss a framework to allow dynamic sparsity in time-varying parameter regression models. The conditional variances of the innovations of time-varying parameters are time varying and equal to ze...
{"title":"Locally time-varying parameter regression","authors":"Zhongfang He","doi":"10.1080/07474938.2024.2330127","DOIUrl":"https://doi.org/10.1080/07474938.2024.2330127","url":null,"abstract":"I discuss a framework to allow dynamic sparsity in time-varying parameter regression models. The conditional variances of the innovations of time-varying parameters are time varying and equal to ze...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"86 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140578078","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-01Epub Date: 2023-08-01DOI: 10.1007/s12291-023-01147-y
Yasser Fakri Mustafa
The production of harmful free radicals (H-FRs), especially those with oxygen or nitrogen atoms, depends on both internal and environmental causes. The negative effects of H-FRs are greatly alleviated by antioxidant protection. The harmful impact of oxidative stress, or OS, is brought on by a disparity between the defense mechanisms of the body and the creation of H-FRs. Aging is characterized by a slow decline in tissue and organ competence. Age-mediated pathologies start as an aberrant accumulation of H-FRs, which inhibit cells' capacity to divide, repair, and operate, based on the OS theorem of aging. The natural outcome of this situation is apoptosis. These conditions may include skeletal muscle dysfunction, cancer, cardiovascular, chronic hepatitis, chronic renal, and chronic pulmonary disorders. Given the substantial role that OS plays in the progression of many of these illnesses, antioxidant-based therapy may have a favorable impact on how these diseases progress. To ascertain the true efficacy of this therapy strategy, more research is necessary. The aim of this study is to provide an overview of the literature on this challenging issue that is attracting interest.
有害自由基（H-FRs）的产生，尤其是含有氧原子或氮原子的自由基的产生，取决于内部原因和环境原因。抗氧化剂的保护作用大大减轻了 H-FR 的负面影响。氧化应激或 OS 的有害影响是由人体防御机制与 H-FRs 的产生之间的差距造成的。衰老的特征是组织和器官能力的缓慢衰退。根据衰老的 OS 理论，由衰老引起的病变始于 H-FR 的异常积累，从而抑制细胞的分裂、修复和运作能力。这种情况的自然结果就是细胞凋亡。这些情况可能包括骨骼肌功能障碍、癌症、心血管疾病、慢性肝炎、慢性肾病和慢性肺病。鉴于OS在许多此类疾病的进展过程中扮演着重要角色，基于抗氧化剂的疗法可能会对这些疾病的进展产生有利影响。要确定这种治疗策略的真正疗效，还需要进行更多的研究。本研究的目的是概述有关这一备受关注的挑战性问题的文献。
{"title":"Harmful Free Radicals in Aging: A Narrative Review of Their Detrimental Effects on Health.","authors":"Yasser Fakri Mustafa","doi":"10.1007/s12291-023-01147-y","DOIUrl":"10.1007/s12291-023-01147-y","url":null,"abstract":"<p><p>The production of harmful free radicals (H-FRs), especially those with oxygen or nitrogen atoms, depends on both internal and environmental causes. The negative effects of H-FRs are greatly alleviated by antioxidant protection. The harmful impact of oxidative stress, or OS, is brought on by a disparity between the defense mechanisms of the body and the creation of H-FRs. Aging is characterized by a slow decline in tissue and organ competence. Age-mediated pathologies start as an aberrant accumulation of H-FRs, which inhibit cells' capacity to divide, repair, and operate, based on the OS theorem of aging. The natural outcome of this situation is apoptosis. These conditions may include skeletal muscle dysfunction, cancer, cardiovascular, chronic hepatitis, chronic renal, and chronic pulmonary disorders. Given the substantial role that OS plays in the progression of many of these illnesses, antioxidant-based therapy may have a favorable impact on how these diseases progress. To ascertain the true efficacy of this therapy strategy, more research is necessary. The aim of this study is to provide an overview of the literature on this challenging issue that is attracting interest.</p>","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"1 1","pages":"154-167"},"PeriodicalIF":2.1,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10987461/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81580162","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-08DOI: 10.1080/07474938.2024.2310987
Akanksha Negi, Wooldridge Jeffrey M.
This article suggests a doubly robust method of estimating potential outcome means for multivariate fractional outcomes when the treatment of interest is unconfounded and can take more than two val...
{"title":"Doubly robust estimation of multivariate fractional outcome means with multivalued treatments","authors":"Akanksha Negi, Wooldridge Jeffrey M.","doi":"10.1080/07474938.2024.2310987","DOIUrl":"https://doi.org/10.1080/07474938.2024.2310987","url":null,"abstract":"This article suggests a doubly robust method of estimating potential outcome means for multivariate fractional outcomes when the treatment of interest is unconfounded and can take more than two val...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"79 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140073379","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-04DOI: 10.1080/07474938.2024.2306069
Ramses H. Abul Naga, Christopher Stapenhurst, Gaston Yalonetzky
The median-preserving spread (MPS) ordering for ordinal variables has become ubiquitous in the inequality literature. We devise statistical tests of the hypothesis that a distribution G is not an M...
在不等式文献中，顺序变量的中位数保留分布（MPS）排序已变得无处不在。我们设计了对分布 G 不是中位数保留分布（MPS）的假设进行统计检验的方法。
{"title":"Inferring inequality: Testing for median-preserving spreads in ordinal data","authors":"Ramses H. Abul Naga, Christopher Stapenhurst, Gaston Yalonetzky","doi":"10.1080/07474938.2024.2306069","DOIUrl":"https://doi.org/10.1080/07474938.2024.2306069","url":null,"abstract":"The median-preserving spread (MPS) ordering for ordinal variables has become ubiquitous in the inequality literature. We devise statistical tests of the hypothesis that a distribution G is not an M...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"301 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140036687","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-19DOI: 10.1080/07474938.2024.2314092
Lukang Huang, Wei Huang, Oliver Linton, Zheng Zhang
To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This article examines the estimation of the direct an...
{"title":"Nonparametric estimation of mediation effects with a general treatment","authors":"Lukang Huang, Wei Huang, Oliver Linton, Zheng Zhang","doi":"10.1080/07474938.2024.2314092","DOIUrl":"https://doi.org/10.1080/07474938.2024.2314092","url":null,"abstract":"To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This article examines the estimation of the direct an...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"9 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139901791","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-11DOI: 10.1080/07474938.2024.2312288
David M. Kaplan, Xin Liu
We propose and study three confidence intervals (CIs) centered at an estimator that is intentionally biased to reduce mean squared error. The first CI simply uses an unbiased estimator’s standard e...
{"title":"Confidence intervals for intentionally biased estimators","authors":"David M. Kaplan, Xin Liu","doi":"10.1080/07474938.2024.2312288","DOIUrl":"https://doi.org/10.1080/07474938.2024.2312288","url":null,"abstract":"We propose and study three confidence intervals (CIs) centered at an estimator that is intentionally biased to reduce mean squared error. The first CI simply uses an unbiased estimator’s standard e...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"19 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2024-02-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139755943","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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