关于“增长决定因素的联合性”的评论

Comments on ‘Jointness of growth determinants’

Journal of Applied Econometrics · 2009
被引 18
人大 AABS 3

中文导读

评论了Doppelhofer和Weeks(2009)以及Strachan(2009)提出的联合性度量方法,指出其缺陷,并推荐使用Ley和Steel(2007)的度量方法。

Abstract

Abstract We consider the measures of jointness proposed by Doppelhofer and Weeks ( 2009 ) and Strachan ( 2009 ) in the context of variable selection. Using the general criteria suggested in Ley and Steel ( 2007 ), we identify some shortcomings of these measures, which are illustrated with empirically relevant example cases. We argue that careful examination of the properties of any jointness measure is critical before using it to inform decisions, and favour the use of the measures proposed in Ley and Steel ( 2007 ). Copyright © 2009 John Wiley & Sons, Ltd.

变量选择联合性测度模型不确定性