增长决定因素的联合性:对Rodney Strachan、Eduardo Ley和Mark F.J. Steel评论的回复

Jointness of growth determinants: Reply to comments by Rodney Strachan, Eduardo Ley and Mark F.J. Steel

Journal of Applied Econometrics · 2009
被引 8
人大 AABS 3

中文导读

回应了Strachan等人对Doppelhofer和Weeks提出的联合性统计量的批评,指出该统计量基于整个后验联合分布,能正式检验变量间的依赖关系,并通过数值例子说明差异。

Abstract

Abstract This comment contrasts the jointness statistics proposed by Doppelhofer and Weeks ( 2009 ) with alternatives proposed by Strachan ( 2009 ) and Ley and Steel ( 2007 ). In contrast to the alternatives, our jointness statistic constitutes a formal test for dependence over the joint posterior distribution. The essential difference between our proposed measure and the alternatives is that our jointness measures uses the entire joint posterior distribution. We discuss differences in jointness, as well as inclusion and exclusion margins of the joint posterior distribution, and the impact on economic significance using the numerical examples given by Strachan ( 2009 ) and Ley and Steel ( 2009 ). Copyright © 2009 John Wiley & Sons, Ltd.

联合后验分布联合性统计量经济增长决定因素贝叶斯模型平均