Search results for "probability"

showing 10 items of 3417 documents

Productivity, R&D Spillovers and Educational Attainment*

2012

Economists have long agreed that the local availability of a more qualified workforce generates significant spillovers. This study suggests that these externalities may arise because plants by having access to a more qualified workforce at a regional level, can benefit more from R&D spillovers than those located in areas with less qualified workforce. This hypothesis is tested on a sample of British establishments drawn from the Annual Business Inquiry over the period 1997–2002. The main results are consistent with our expectations that the regional differences in the industry-level educational attainment of the workforce available to a plant will condition its capability of absorbing R&D s…

Statistics and ProbabilityEconomics and EconometricsEconomyWorkforceEconomicsDemographic economicsSample (statistics)Statistics Probability and UncertaintyProductivitySocial Sciences (miscellaneous)Educational attainmentRegional differencesExternalityOxford Bulletin of Economics and Statistics
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Spatial Vote Redistribution in Redrawn Polling Units

2012

Summary A large proportion of electoral analyses using geography are performed on a small area basis. In each new election there are always modifications to the previously existing polling units. The use of past voting results in small area aggregate data electoral forecasting models and political analyses therefore requires establishing a correspondence between old and new polling units. Traditionally, the task of tracking changes to assign an electoral history to the new units properly has been carried out by hand, comparing unit codes and census figures. This is an extremely cumbersome task that cannot always be performed, as when a massive (geographically intense) reorganization of poll…

Statistics and ProbabilityEconomics and EconometricsGeographic information systembusiness.industrymedia_common.quotation_subjectModifiable areal unit problemRedistribution (election)VotingInformation systemSpatial ecologyEconometricsAggregate dataStatistics Probability and UncertaintyPollingbusinessSocial Sciences (miscellaneous)media_commonJournal of the Royal Statistical Society Series A: Statistics in Society
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Is the productivity premium of internationalized firms technology-driven?

2020

AbstractWe ask whether the productivity advantage of internationalized firms documented by the international trade literature can be interpreted most accurately in terms of proximity to the “technological frontier”. We answer in the affirmative using a methodology (based on mixture models) of unbundling technology and total factor productivity (TFP) by estimating “technology-specific” production function parameters. Exploiting detailed data provided by the EFIGE database (a sample of firms distributed across Austria, France, Germany, Hungary, Italy, Spain, and the UK), we find technology gaps (with respect to the frontier) more than three times larger than the TFP gaps on average. We also f…

Statistics and ProbabilityEconomics and EconometricsHeterogenous firm Productivity premium Selection effect Technology TFP Trade modelTechnologyCompetitor analysisForeign direct investmentHeterogenous firm · Productivity premium · Selection effect · Technology · TFP · Trade modelSelection effectCompetition (economics)TFPMathematics (miscellaneous)Heterogenous firmProductivity premiumProduction (economics)media_common.cataloged_instanceTrade modelBusinessUnbundlingEuropean unionSettore SECS-P/01 - Economia PoliticaProductivityTotal factor productivitySocial Sciences (miscellaneous)Industrial organizationmedia_common
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Olley–Pakes productivity decomposition: computation and inference

2016

Summary We show how a moment-based estimation procedure can be used to compute point estimates and standard errors for the two components of the widely used Olley–Pakes decomposition of aggregate (weighted average) productivity. When applied to business level microdata, the procedure allows for autocovariance and heteroscedasticity robust inference and hypothesis testing about, for example, the coevolution of the productivity components in different groups of firms. We provide an application to Finnish firm level data and find that formal statistical inference casts doubt on the conclusions that one might draw on the basis of a visual inspection of the components of the decomposition.

Statistics and ProbabilityEconomics and EconometricsHeteroscedasticityproductivitytuottavuusInferenceFrequentist inference0502 economics and businessStatisticsStatistical inferenceEconometricsPoint estimation050207 economics050205 econometrics MathematicsStatistical hypothesis testingpäättelyta112inferenceta51105 social sciencesgeneralized method of momentsAutocovarianceweighted averageFiducial inferenceStatistics Probability and UncertaintySocial Sciences (miscellaneous)Journal of the Royal Statistical Society Series A: Statistics in Society
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Booms, Busts and normal times in the housing market

2015

We assess the existence of duration dependence in the likelihood of an end in housing booms, busts, and normal times. Using data for 20 industrial countries and a continuous-time Weibull duration model, we find evidence of positive duration dependence suggesting that housing market cycles have become longer over the last decades. Then, we extend the baseline Weibull model and allow for the presence of a change-point in the duration dependence parameter.We show that positive duration dependence is present in booms and busts that last less than 26 quarters, but that does not seem to be the case for longer phases of the housing market cycle. For normal times, no evidence of change-points is fo…

Statistics and ProbabilityEconomics and EconometricsHousing booms and bustsSocial SciencesDuration dependenceBoomWeibull modelEconomicsDuration (project management)Baseline (configuration management)Weibull distributionScience & TechnologyActuarial scienceCiências Sociais::Economia e Gestãohousing booms and busts duration analysis Weibull model duration dependence change-pointsSettore SECS-P/02 Politica EconomicaDuration analysis8. Economic growthChange pointsChange-pointsDemographic economics:Economia e Gestão [Ciências Sociais]Statistics Probability and UncertaintyDuration dependenceSocial Sciences (miscellaneous)
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R&D, Competition and Growth with Human Capital Accumulation Revisited

2012

In this paper, we have presented a generalization of Bucci's (2003) model in which have disentangled the monopolistic mark-up in the intermediate goods sector, the intermediate goods share in the final output and the returns to specialization in order to have a better measurement of competition. Indeed, unlike Bucci (2003), in our model, the measure of competition is completely independent of the intermediate goods share in the final output and the returns to specialization. Our main finding is that, unlike Bucci (2003), we show that the competition does not play any role in growth. This result is explained by the complementarity of innovation and human capital assumed in the research produ…

Statistics and ProbabilityEconomics and EconometricsJ24O41technological changejel:D43Endogenous growth; horizontal differentiation; technological change; imperfect competition; human capitalHuman capitaljel:J24MicroeconomicsCompetition (economics)jel:O41Monopolistic competitionhorizontal differentiationSpecialization (functional)ddc:330Per capitaEconomicsProduction (economics)[ SHS.ECO ] Humanities and Social Sciences/Economies and financesimperfect competitionhuman capital[SHS.ECO] Humanities and Social Sciences/Economics and FinanceComputingMilieux_MISCELLANEOUSO31Endogenous growth theory[SHS.ECO]Humanities and Social Sciences/Economics and FinanceL16Endogenous growthjel:O31jel:L16HUMAN CAPITALImperfect competitionD43
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Temporal evolution of some mortality indicators: Application to Spanish data

2012

[EN] In Spain, as in other developed countries, significant changes in mortality patterns have occurred during the 20th and 21st centuries. One reflection of these changes is life expectancy, which has improved in this period, although the robustness of this indicator prevents these changes from being of the same order as those for the probability of death. If, moreover, we bear in mind that life expectancy offers no information as to whether this improvement is the same for different age groups, it is important and necessary to turn to other mortality indicators whose past and future evolution in Spain we are going to study. These indicators are applied to Spanish mortality data for the pe…

Statistics and ProbabilityEconomics and EconometricsLee-Carter modelESTADISTICA E INVESTIGACION OPERATIVALee–Carter modelConfidence intervalBootstrapGeographyAge groupsMortality dataMortality indicatorsLife expectancyEconometricsStatistics Probability and UncertaintyDeveloped countryDemography
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Mean-field games and dynamic demand management in power grids

2013

This paper applies mean-field game theory to dynamic demand management. For a large population of electrical heating or cooling appliances (called agents), we provide a mean-field game that guarantees desynchronization of the agents thus improving the power network resilience. Second, for the game at hand, we exhibit a mean-field equilibrium, where each agent adopts a bang-bang switching control with threshold placed at a nominal temperature. At equilibrium, through an opportune design of the terminal penalty, the switching control regulates the mean temperature (computed over the population) and the mains frequency around the nominal value. To overcome Zeno phenomena we also adjust the ban…

Statistics and ProbabilityEconomics and EconometricsMains electricityViscosity solutionDynamic demand managementPopulationDistributional solutionsInterval (mathematics)law.inventionSettore ING-INF/04 - AutomaticalawControl theoryEconomicseducationeducation.field_of_studyApplied MathematicsComputer Graphics and Computer-Aided DesignThermostatMean field gameComputer Science ApplicationsPower (physics)Computational MathematicsComputational Theory and MathematicsTerminal (electronics)Dynamic demandSettore MAT/09 - Ricerca OperativaGame theoryMathematical economics
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Weighted samples, kernel density estimators and convergence

2003

This note extends the standard kernel density estimator to the case of weighted samples in several ways. In the first place I consider the obvious extension by substituting the simple sum in the definition of the estimator by a weighted sum, but I also consider other alternatives of introducing weights, based on adaptive kernel density estimators, and consider the weights as indicators of the informational content of the observations and in this sense as signals of the local density of the data. All these ideas are shown using the Penn World Table in the context of the macroeconomic convergence issue.

Statistics and ProbabilityEconomics and EconometricsMathematical optimizationKernel density estimationEstimatorMultivariate kernel density estimationKernel principal component analysisMathematics (miscellaneous)Penn World TableKernel embedding of distributionsVariable kernel density estimationKernel (statistics)Applied mathematicsSocial Sciences (miscellaneous)MathematicsEmpirical Economics
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Weighted weak semivalues

2000

We introduce two new value solutions: weak semivalues and weighted weak semivalues. They are subfamilies of probabilistic values, and they appear by adding the axioms of balanced contributions and weighted balanced contributions respectively. We show that the effect of the introduction of these axioms is the appearance of consistency in the beliefs of players about the game.

Statistics and ProbabilityEconomics and EconometricsMathematics (miscellaneous)Consistency (statistics)Probabilistic logicStatistics Probability and UncertaintyMathematical economicsValue (mathematics)Social Sciences (miscellaneous)AxiomProbabilistic values semivalues weighted Shapley valuesMathematicsInternational Journal of Game Theory
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