U.S.-Austria Cooperative Research: Testing and Estimation ofModels with Structural Change

美国-奥地利合作研究：结构变化模型的测试和估计

• 批准号: 9215258
• 负责人: Donald Andrews
• 金额: $ 1.12万
• 依托单位: Yale University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1993
• 资助国家: 美国
• 起止时间: 1993-05-01 至 1996-10-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9215258&HistoricalAwards=false
• 关键词: U.S.; Austria; Cooperative; Research; Testing

This award supports Professor Donald Andrews of Yale University to collaborate in economics research with Professor Werner Ploberger of the Institute of Econometrics and Operations Research of the Technical University of Vienna, Austria. These investigators began joint studies in the econometrics of structural change during a 1991 visit to Yale University by Dr. Ploberger. They produced two papers establishing new optimal tests for situations with an unknown changepoint and for testing problems when a nuisance parameter appears only under the alternative. Now that Dr. Ploberger has returned to Vienna, they propose to continue their collaborative research focusing on several related topics. These include: 1) further analysis of the properties of the optimal tests; 2) treatment of tests of multiple structural changes; 3) estimation of breakpoints; and 4) inadmissibility of likelihood ratio tests in this context. This joint effort links one of the leading young econometricians of the U.S. with a highly regarded European colleague to pursue state of the art research in theoretical and applied economics. This collaborative research is likely to advance both econometric theory and practice. Among the methods which will be developed are some especially useful for applied economics research when the basic relationships being analyzed change dramatically. One such area is the important research being done on the economic implications of global climate change.

该奖项支持耶鲁大学唐纳德·安德鲁斯教授与奥地利维也纳技术大学计量经济学与运筹研究所教授沃纳·普洛伯格教授进行经济学研究合作。 1991 年 Ploberger 博士访问耶鲁大学期间，这些研究人员开始了结构变化计量经济学的联合研究。 他们发表了两篇论文，为未知变化点的情况以及仅在替代方案中出现干扰参数时测试问题建立了新的最佳测试。 现在 Ploberger 博士已返回维也纳，他们提议继续重点关注几个相关主题的合作研究。 其中包括：1）进一步分析最佳测试的特性； 2) 多重结构变化测试的处理； 3）断点估计； 4) 在这种情况下不可接受似然比检验。 这项共同努力将美国一位领先的年轻计量经济学家与一位备受尊敬的欧洲同事联系起来，共同追求理论和应用经济学的最先进研究。 这项合作研究可能会推动计量经济学理论和实践的发展。 当所分析的基本关系发生巨大变化时，将开发的方法中有一些对于应用经济学研究特别有用。 其中一个领域是对全球气候变化的经济影响进行的重要研究。