The Econometrics of Matching Models

The Econometrics of Gravity Models

Gravity type models have often been used to analyse trade flows between countries and trading blocs. Previously however, these models were only applied to either cross-section data, or to single country time-series data, which imposed severe explicit (or implicit) restrictions on the specification of the model. Recently Gravity models have been generalised and adapted to a panel data setting, w...

the application of multivariate probit models for conditional claim-types (the case study of iranian car insurance industry)

هدف اصلی نرخ گذاری بیمه ای تعیین نرخ عادلانه و منطقی از دیدگاه بیمه گر و بیمه گذار است. تعین نرخ یکی از مهم ترین مسایلی است که شرکتهای بیمه با آن روبرو هستند، زیرا تعیین نرخ اصلی ترین عامل در رقابت بین شرکتها است. برای تعیین حق بیمه ابتدا می باید مقدار مورد انتظار ادعای خسارت برای هر قرارداد بیمه را برآورد کرد. روش عمومی مدل سازی خسارتهای عملیاتی در نظر گرفتن تواتر و شدت خسارتها می باشد. اگر شر...

Econometrics: Models of Regime Changes

– FORTHCOMING in Advances in Econometrics (vol 31) – PARTIAL IDENTIFICATION IN TWO-SIDED MATCHING MODELS

In this paper we propose a methodology for estimating preference parameters in matching models. Our estimator applies to repeated observations of matchings among a fixed group of individuals, which is a similar data structure as in Fox (2010). Our estimator is based on stability conditions in the matching models; we consider both transferable (TU) and non-transferable utility (NTU) models. In b...

– FORTHCOMING in Advances in Econometrics ( vol 31 ) – PARTIAL IDENTIFICATION IN TWO - SIDED MATCHING MODELS

In this paper we propose a methodology for estimating preference parameters in matching models. Our estimator applies to repeated observations of matchings among a fixed group of individuals, which is a similar data structure as in Fox (2010). Our estimator is based on stability conditions in the matching models; we consider both transferable (TU) and non-transferable utility (NTU) models. In b...