A number of stylized facts have been documented about the extensive\nmargin of trade; which frms export, and how many products they send\nto how many destinations. We argue that the sparse nature of trade\ndata is crucial to understanding these…
Papers in Mathematical Economics
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in Mathematical Economics, A


Recent work regarding the analysis of brain imaging data has focused on examining functional and effective connectivity of the brain. We develop a novel descriptive and inferential method to analyze the connectivity of the human brain using…

Bayesian Statistics is typically taught, if at all, after a prior exposure to frequentist statis tics. It is argued that it may be appropriate to reverse this procedure. Indeed, the emergence of powerful objective Bayesian methods (where the…

Standard theorizing about poverty falls into two camps. Social scientists regard the behav iors of the economically disadvantaged either as calculated adaptations to prevailing circum stances or as emanating from a unique “culture of poverty,”…

We develop a beliefbased account of decision under uncertainty. This model predicts de V V cisions under uncertainty from (i) judgments of probability, which are assumed to satisfy support theory; and (ii) decisions under risk, which are assumed…

Many psychological studies of categorization and reasoning use undergraduates to make claims about human conceptualization. Generalizability of findings to other populations is often assumed but rarely tested. Even when comparative studies are…

We consider the question of global convergence of iterative methods for nonlinear programming problems. Traditionally, penalty functions have been used to enforce global convergence. In this paper we review a recent alternative, socalled filter…

Every finance professional employs the concept of market efficiency. The theory, evidence and counter evidence focus on a couple of dozen highly influential articles published during the twentieth century. We summarise the origins of and…

We introduce a calculus for mobile agents and give its chemical semantics, with a precise definition for migration, failure, and failure detection. Various examples written in our calculus illustrate how to express remote executions, dynamic loading…

This paper reports empirical evidence that a neural network model is applicable to the prediction of foreign exchange rates. Time series data and technical indicators, such as moving average, are fed to neural networks to capture the underlying…

The coalition formation problem in an economy with externalities can be adequately modeled by using games in partition function form (PFF games), proposed by Thrall and Lucas. If we suppose that forming the grand coalition generates the largest…

The current study provides an exposition of artificial neural network (ANN) methodology in the context of research on personality and work performance. We demonstrate some of the benefits and limitations of this methodology relative to multiple…

The future of highperformance computing is likely to rely on the ability to efficiently exploit huge amounts of parallelism. One way of taking advantage of this parallelism is to formulate problems as “embarrassingly parallel” Monte Carlo…

Recent years have seen the emergence of a multidisciplinary research area known as Computational Finance. In many cases the data generating processes of financial and other economic timeseries are at best imperfectly understood. By allowing…

This article develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data models with unobserved endogenous state variables. Repeated sampling experiments on dynamic probit models with serially correlated…

The confidence limit is a standard measure of the accuracy of the result in any statistical analysis. Most of the confidence limits are derived as follows. The data are first divided into subsections and then, under the ergodic assumption, the…

The key elements of online course design and pedagogy suggested by research as promoting effective learning are discussed through the lens of constructivist epistemology. Presentation of content, instructorstudent and studentstudent interactions,…

Nestedness analysis has become increasingly popular in the study of biogeographic patterns of species occurrence. Nested patterns are those in which the species composition of small assemblages is a nested subset of larger assemblages. For species…

I. Introduction, 65.II. A model of longrun growth, 66.III. Possible growth patterns, 68.IV. Examples, 73.V. Behavior of interest and wage rates, 78.VI. Extensions, 85.VII. Qualifications, 91.

Testing the twoparameter asset pricing theory is difficult (and currently infeasible). Due to a mathematical equivalence between the individual return/‘beta’ linearity relation and the market portfolio's meanvariance efficiency, any valid test…
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