摘要翻译:
Ziel和Steinert(2016)提出的著名的X模型尽管至关重要,但既没有得到广泛的研究,也没有得到进一步的发展。然而,改进模型的可能性和它可以应用的领域一样多。本文利用了Coulon等人提出的一种技术。(2014)增强X模型。而不是使用批发供给和需求曲线作为模型的输入,我们依赖于这些曲线的转换版本与一个完全非弹性的需求。结果表明,X模型的计算量大大减少,预测能力大大提高。此外,我们的X-模型对初始拍卖曲线数据中的异常值变得更加稳健。
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英文标题:
《X-model: further development and possible modifications》
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作者:
Sergei Kulakov
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最新提交年份:
2019
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分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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英文摘要:
Despite its critical importance, the famous X-model elaborated by Ziel and Steinert (2016) has neither bin been widely studied nor further developed. And yet, the possibilities to improve the model are as numerous as the fields it can be applied to. The present paper takes advantage of a technique proposed by Coulon et al. (2014) to enhance the X-model. Instead of using the wholesale supply and demand curves as inputs for the model, we rely on the transformed versions of these curves with a perfectly inelastic demand. As a result, computational requirements of our X-model reduce and its forecasting power increases substantially. Moreover, our X-model becomes more robust towards outliers present in the initial auction curves data.
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PDF链接:
https://arxiv.org/pdf/1907.09206