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SNM Guide
Creel, Michael; Kristensen, Dennis - Departament d'Economia i Història Econòmica, … - 2009
This is a guide that explains how to use software that implements the simulated nonparametric moments (SNM) estimator proposed by Creel and Kristensen (2009). The guide shows how results of that paper may easily be replicated, and explains how to install and use the software for estimation of...
Persistent link: https://www.econbiz.de/10008574593
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Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments
Creel, Michael; Kristensen, Dennis - Departament d'Economia i Història Econòmica, … - 2009
Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the...
Persistent link: https://www.econbiz.de/10008574594
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Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments
Creel, Michael - Departament d'Economia i Història Econòmica, … - 2008
Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter....
Persistent link: https://www.econbiz.de/10005582721
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Local and Global Consistency Properties for Student Placement
Klaus, Bettina; Klijn, Flip - Departament d'Economia i Història Econòmica, … - 2011
condition on the priority structure such that the student-optimal stable mechanism satisfies a consistency principle. Ergin … (2002) formulates consistency as a local property based on a fixed population of agents and fixed resources -- we refer to … this condition as local consistency and to his condition on the priority structure as local acyclicity. We identify a …
Persistent link: https://www.econbiz.de/10008871269
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An Ordinal Shapley Value for Economic Environments (Revised Version)
Perez-Castrillo, David; Wettstein, David - Departament d'Economia i Història Econòmica, … - 2004
consistency and fairness and relying on properties satisfied by the Shapley value for Transferable Utility (TU) games. We show a …
Persistent link: https://www.econbiz.de/10005572200
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Self-Selection Consistent Functions
Carmen Bevi?; Salvador Barber? - Departament d'Economia i Història Econòmica, …
representative committees. We define a notion of allocation consistency requiring that each partial aspect of the global decision …
Persistent link: https://www.econbiz.de/10005572252
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An Ordinal Shapley Value for Economic Environments
Pérez-Castrillo, David; Wettstein, David - Departament d'Economia i Història Econòmica, … - 2003
notions of consistency and fairness and relying on properties satisfied by the Shapley value for Transferable Utility (TU …
Persistent link: https://www.econbiz.de/10005168513