参数和非参数的模型和估计在能源经济上的应用
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作者： 高炜宇著
出 版 社： 华东理工大学出版社
出版时间： 2009-5-1字数：版次： 1页数： 210印刷时间：开本： 大32开印次：纸张：I S B N ： 9787562825029包装： 平装内容简介
Nonparametric and semiparametric modeling and estimation procedures are now widely applied in econometrics. Their popularity generally comes from the reduction of the probability of misspecification compared with their parametric counterpart. My research is composed of two parts: a theoretical part on semiparametric efficient estimation of partially linear model and an applied part in energy economics under different dynamic settings.
目录
1.Introduction
1.1.Parametric and Nonparametric Modeling and Estimation
1.2.Book Structure
2.Semiparametric Efficient Estimation of Partially Linear Model
2.1.Introduction
2.2.Model and Previous Results
2.3.Semiparametric Efficiency Bounds
2.4.Feasible and Efficient Estimation
2.5.Specification Test
2.6.Sampling Results
2.7.Conclusion
3.Optimal Dynamic Production Policy: The Case of a Large Oil Field in Saudi Arabia
3.1.Introduction
3.2.Dynamic Modeling of Oil Production Decisions
3.3.Data and Estimations
3.4.Theoretical Issues
3.5.Simulation Results
3.6.Conclusion
4.The Effects of Oil Price Volatility on Technical Change
4.1.Introduction
4.2.Channels of Transmission and Oil Price Volatility
4.3.A Measure of Volatility
4.4.A Measure of Innovation (Technical Change)
4.5.Vector Autoregression
4.6.Conclusion
5.Promoting Renewable Electricity Generation in Imperfect Markets: Price vs.Quantity Control
5.1.Introduction
5.2.Promoting Renewable Electricity in a Perfectly Competitive Market
5.3.Duopoly Market and Quasi-symmetric Costs
5.4.Welfare Comparison Between Subsidy and Quota-based Policies
5.5.Policy Implications
5.6.Conclusion
Appendix
References
