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	Provedor de dados AgEcon (3) Autor Allender, William J. (1) Baum, Christopher F. (1) Poi, Brian P. (1) Richards, Timothy J. (1) Schaffer, Mark E. (1) Stillman, Steven (1) Mais... Palavra-chave LIML (3) Endogeneity (2) Instrumental variables (2) Research Methods/ Statistical Methods (2) Weak instruments (2) 2SLS (1) Agribusiness (1) Agricultural and Food Policy (1) CUE (1) Carbonated Soft Drinks (1) Cumby–Huizinga test (1) Demand and Price Analysis (1) Econometrics (1) Frisch–Waugh–Lovell theorem (1) GMM (1) HAC standard errors (1) Heteroskedasticity (1) Industrial Organization (1) Ivactest (1) Ivendog (1) Mais... Tipo do documento Article (1) Conference Paper or Presentation (1) Journal Article (1) Ano 2011 (1) 2007 (1) 2006 (1) País United States (3) Idioma Inglês (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 Primeira ... 1 ... Última Market Power in the Carbonated Soft Drink Industry AgEcon Allender, William J.; Richards, Timothy J.. We investigate the strategic pricing for leading brands sold in the carbonated soft drink (CSD) market in the context of a flexible demand specification (i.e. random parameter nested logit) and a structural pricing equation. Our approach does not rely upon the often used ad hoc linear approximations to demand and profit-maximizing first-order conditions. We estimate the structural pricing equation using four different estimators (i.e. OLS, LIML, 2SLS, and GMM) and compare the implied deviation from Bertrand-Nash competition. Our results suggest that retailers, on average, price CSD brands below their cost, likely a result of the competitive retailing environment. We also find CSD wholesalers price their brands significantly more cooperatively than... Tipo: Conference Paper or Presentation Palavras-chave: Market Power; Carbonated Soft Drinks; Econometrics; LIML; Agribusiness; Agricultural and Food Policy; Demand and Price Analysis; Industrial Organization. Ano: 2011 URL: http://purl.umn.edu/104222 Enhanced routines for instrumental variables/generalized method of moments estimation and testing AgEcon Baum, Christopher F.; Schaffer, Mark E.; Stillman, Steven. We extend our 2003 paper on instrumental variables and generalized method of moments estimation, and we test and describe enhanced routines that address heteroskedasticity- and autocorrelation-consistent standard errors, weak instruments, limited-information maximum likelihood and k-class estimation, tests for endogeneity and Ramsey’s regression specification-error test, and autocorrelation tests for instrumental variable estimates and panel-data instrumental variable estimates. Tipo: Article Palavras-chave: Ivactest; Ivendog; Ivhettest; Ivreg2; Ivreset; Overid; Ranktest; Instrumental variables; Weak instruments; GMM; Endogeneity; Heteroskedasticity; Serial correlation; HAC standard errors; LIML; CUE; Overidentifying restrictions; Frisch–Waugh–Lovell theorem; RESET; Cumby–Huizinga test; Research Methods/ Statistical Methods. Ano: 2007 URL: http://purl.umn.edu/119291 Jackknife instrumental variables estimation in Stata AgEcon Poi, Brian P.. The two-stage least-squares (2SLS) instrumental variables estimator is commonly used to address endogeneity. However, the estimator suffers from bias that is exacerbated when the instruments are only weakly correlated with the endogenous variables and when many instruments are used. In this article, I discuss jackknife instrumental variables estimation as an alternative to 2SLS. Monte Carlo simulations comparing the jackknife instrument variables estimators to 2SLS and limited information maximum likelihood (LIML) show that two of the four variants perform remarkably well even when 2SLS does not. In a weak-instrument experiment, the two best performing jackknife estimators also outperform LIML. Tipo: Journal Article Palavras-chave: Jive; 2SLS; LIML; JIVE; Instrumental variables; Endogeneity; Weak instruments; Research Methods/ Statistical Methods. Ano: 2006 URL: http://purl.umn.edu/117586 Registros recuperados: 3 Primeira ... 1 ... Última

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