经济学术速递[1.10]
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econ经济，共计3篇
【1】 Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction
标题：函数时间序列的动态因子模型：辨识、估计和预测
链接：https://arxiv.org/abs/2201.02532
机构：Institute of Finance and Statistics, University of Bonn, Department of Economics, Universidad Carlos III de Madrid
摘要：提出了一种时变函数数据的函数动态因子模型。我们将一个函数时间序列分解为一个由有限个因子组成的低维预测公共分量和一个无预测能力的无限维特质分量。讨论了所有模型参数（包括因子数量）可识别的条件。我们的识别结果导致了一种基于函数主成分的简单易用的两阶段估计方法。作为我们估计过程的一部分，我们解决了公共功能组件和特殊功能组件之间的分离问题。特别是，我们获得了一个一致的信息标准，该标准提供了共同成分的因素数量和动态滞后的联合估计。最后，我们在一个模拟研究中说明了我们的方法的适用性，以及对产量曲线的建模和预测问题的适用性。在一个样本外实验中，我们证明了与广泛使用的期限结构Nelson-Siegel屈服曲线模型相比，我们的模型表现良好。
摘要：A functional dynamic factor model for time-dependent functional data is
proposed. We decompose a functional time series into a predictive
low-dimensional common component consisting of a finite number of factors and
an infinite-dimensional idiosyncratic component that has no predictive power.
The conditions under which all model parameters, including the number of
factors, become identifiable are discussed. Our identification results lead to
a simple-to-use two-stage estimation procedure based on functional principal
components. As part of our estimation procedure, we solve the separation
problem between the common and idiosyncratic functional components. In
particular, we obtain a consistent information criterion that provides joint
estimates of the number of factors and dynamic lags of the common component.
Finally, we illustrate the applicability of our method in a simulation study
and to the problem of modeling and predicting yield curves. In an out-of-sample
experiment, we demonstrate that our model performs well compared to the widely
used term structure Nelson-Siegel model for yield curves.
【2】 Location-Scale and Compensated Effects in Unconditional Quantile Regressions
标题：无条件分位数回归中的位置尺度和补偿效应
链接：https://arxiv.org/abs/2201.02292
摘要：本文将无条件分位数回归分析推广到（i）位置-尺度位移和（ii）补偿位移。第一个案例旨在研究反事实政策分析，其目的不仅在于增加协变量的平均值或位置，还在于增加其分散度或规模。补偿移位指的是一个协变量中的移位被另一个协变量以一定速率补偿的情况。不考虑这些可能的规模效应或补偿效应将导致对结果变量分位数的潜在政策效应的错误评估。还考虑了更一般的干预措施和补偿转移。用简单的半参数估计方法估计了无条件的政策参数，并研究了其渐近性质。蒙特卡罗模拟用于研究其有限样本性能，并将所提出的方法应用于Mincer方程，以研究教育中位置-规模变化对无条件工资分位数的影响。
摘要：This paper proposes an extension of the unconditional quantile regression
analysis to (i) location-scale shifts, and (ii) compensated shifts. The first
case is intended to study a counterfactual policy analysis aimed at increasing
not only the mean or location of a covariate but also its dispersion or scale.
The compensated shift refers to a situation where a shift in a covariate is
compensated at a certain rate by another covariate. Not accounting for these
possible scale or compensated effects will result in an incorrect assessment of
the potential policy effects on the quantiles of an outcome variable. More
general interventions and compensated shifts are also considered. The
unconditional policy parameters are estimated with simple semi-parametric
estimators, for which asymptotic properties are studied. Monte Carlo
simulations are implemented to study their finite sample performances, and the
proposed approach is applied to a Mincer equation to study the effects of a
location-scale shift in education on the unconditional quantiles of wages.
【3】 Surveying 5G Techno-Economic Research to Inform the Evaluation of 6G Wireless Technologies
标题：调查5G技术-经济研究为6G无线技术评估提供信息
链接：https://arxiv.org/abs/2201.02272
摘要：技术经济评估是工程师用来评估新通信技术的一项基本技术。然而，尽管第五代蜂窝网络（5G）的技术经济学是一个活跃的研究领域，但令人惊讶的是，对这一不断增长的文献很少有全面的评估。随着移动网络运营商在其网络上部署5G，因此现在是评估当前成就和回顾最新技术的适当时机。这些洞察可以为目前正在进行的6G研究论文提供信息，并帮助工程师在全球范围内提供负担得起的高容量、低延迟宽带连接。该调查讨论了5G技术经济文献中的新兴趋势，并为下一代6G无线技术的设计和标准化提出了六项关键建议。
摘要：Techno-economic assessment is a fundamental technique engineers use for
evaluating new communications technologies. However, despite the
techno-economics of the fifth cellular generation (5G) being an active research
area, it is surprising there are few comprehensive evaluations of this growing
literature. With mobile network operators deploying 5G across their networks,
it is therefore an opportune time to appraise current accomplishments and
review the state-of-the-art. Such insight can inform the flurry of 6G research
papers currently underway and help engineers in their mission to provide
affordable high-capacity, low-latency broadband connectivity, globally. The
survey discusses emerging trends from the 5G techno-economic literature and
makes six key recommendations for the design and standardization of Next
Generation 6G wireless technologies.
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