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计量经济分析 = Econometric analysis
William H. Greene,成思 张 +1 more
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The article was published on 2009-01-01 and is currently open access. It has received 8216 citations till now.read more
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Journal ArticleDOI
Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
TL;DR: In this article, the authors evaluate the out-of-sample performance of the sample-based mean-variance model, and its extensions designed to reduce estimation error, relative to the naive 1-N portfolio.
Journal ArticleDOI
Common Method Bias in Regression Models With Linear, Quadratic, and Interaction Effects:
TL;DR: In this article, the effects of common method variance (CMV) on parameter estimates in bivariate linear and multivariate linear, quadratic, and interaction regression models are analyzed. But the authors do not consider the effect of additional independent variables suffering from CMV.
Journal ArticleDOI
Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts
TL;DR: A survey of automated text analysis for political science can be found in this article, where the authors provide guidance on how to validate the output of the models and clarify misconceptions and errors in the literature.
Book
Counterfactuals and Causal Inference: Methods and Principles for Social Research
TL;DR: In this article, the authors proposed a method to estimate causal effects by conditioning on observed variables to block backdoor paths in observational social science research, but the method is limited to the case of causal exposure and identification criteria for conditioning estimators.
Journal ArticleDOI
Two-stage residual inclusion estimation: Addressing endogeneity in health econometric modeling
TL;DR: In a generic parametric framework, it is shown that 2SRI is consistent and 2SPS is not and can be used as a guide by future researchers in health economics who are confronted with endogeneity in their empirical work.
References
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Journal ArticleDOI
Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
TL;DR: In this article, the authors evaluate the out-of-sample performance of the sample-based mean-variance model, and its extensions designed to reduce estimation error, relative to the naive 1-N portfolio.
Journal ArticleDOI
Common Method Bias in Regression Models With Linear, Quadratic, and Interaction Effects:
TL;DR: In this article, the effects of common method variance (CMV) on parameter estimates in bivariate linear and multivariate linear, quadratic, and interaction regression models are analyzed. But the authors do not consider the effect of additional independent variables suffering from CMV.
Journal ArticleDOI
Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts
TL;DR: A survey of automated text analysis for political science can be found in this article, where the authors provide guidance on how to validate the output of the models and clarify misconceptions and errors in the literature.
Book
Counterfactuals and Causal Inference: Methods and Principles for Social Research
TL;DR: In this article, the authors proposed a method to estimate causal effects by conditioning on observed variables to block backdoor paths in observational social science research, but the method is limited to the case of causal exposure and identification criteria for conditioning estimators.
Journal ArticleDOI
Two-stage residual inclusion estimation: Addressing endogeneity in health econometric modeling
TL;DR: In a generic parametric framework, it is shown that 2SRI is consistent and 2SPS is not and can be used as a guide by future researchers in health economics who are confronted with endogeneity in their empirical work.