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In this paper, the interference model with equal left- and right-neighbor effects is considered. We base this work on the method of Kunert and Martin (2000) to give a sufficient condition for universal optimality of circular neighbor designs. We show that some of neighbor designs by Rees (1967),...
Persistent link: https://www.econbiz.de/10011039932
The basic structure of algorithms for numerical computation of optimal approximate linear regression designs is briefly summarized. First order methods are contrasted to second order methods. A first order method, also called a vertex direction method, uses a local linear approximation of the...
Persistent link: https://www.econbiz.de/10011056584
Optimal experimental designs are considered for models with simultaneous equations. In particular, a model with two equations is assumed where one of the explanatory variables (exogenous) of the first equation is then the response variable (endogenous) of the second equation. In both equations...
Persistent link: https://www.econbiz.de/10011241322
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This paper comments on selected aspects of identification issues of DSGE models. It suggests the singular value decomposition (SVD) as a useful tool for detecting local weak and non-identification. This decomposition is useful for checking rank conditions of identification, identification...
Persistent link: https://www.econbiz.de/10008484243