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## Age-Period-Cohort Models

This is an advance summary of a forthcoming article in the Oxford Research Encyclopedia of Economics and Finance. Please check back later for the full article. ... More

## Aging and Health Care Costs

An open issue in the economics literature is whether health care expenditure (HCE) is so concentrated in the last years before death that the age profiles in spending will change when ... More

## Bayesian Vector Autoregressions: Applications

Bayesian vector autoregressions (BVARs) are standard multivariate autoregressive models routinely used in empirical macroeconomics and finance for structural analysis, forecasting, and ... More

## Bayesian Vector Autoregressions: Estimation

Vector autoregressions (VARs) are linear multivariate time-series models able to capture the joint dynamics of multiple time series. Bayesian inference treats the VAR parameters as random ... More

## Choice Inconsistencies in the Demand for Private Health Insurance

In many countries of the world, consumers choose their health insurance coverage from a large menu of often complex options supplied by private insurance companies. Economic benefits of ... More

## The Cointegrated VAR Methodology

The cointegrated VAR approach combines differences of variables with cointegration among them and by doing so allows the user to study both long-run and short-run effects in the same ... More

## Data Revisions and Real-Time Forecasting

Online publication date:
Apr 2019
At a given point in time, a forecaster will have access to data on macroeconomic variables that have been subject to different numbers of rounds of revisions, leading to varying degrees of ... More

## Econometrics of Stated Preferences

Stated preference methods are used to collect individual level data on what respondents say they would do when faced with a hypothetical but realistic situation. The hypothetical nature of ... More

## The Economics of End-of-Life Spending

End-of-life spending is commonly defined as all health costs in the 12 months before death. Typically, the costs represent about 10% of all health expenses in many countries, and there is ... More

## Equality of Opportunity in Health and Healthcare

Recent developments in the analysis of inequality in health and healthcare have turned their interest into an explicit normative understanding of the sources of inequalities that calls ... More

## Estimation and Inference for Cointegrating Regressions

Online publication date:
Nov 2018
Widely used modified least squares estimators for estimation and inference in cointegrating regressions are discussed. The standard case with cointegration in the I(1) setting is examined ... More

## The Evolution of Forecast Density Combinations in Economics

Increasingly, professional forecasters and academic researchers in economics present model-based and subjective or judgment-based forecasts that are accompanied by some measure of ... More

## Financial Frictions in Macroeconomic Models

In recent decades, macroeconomic researchers have looked to incorporate financial intermediaries explicitly into business-cycle models. These modeling developments have helped us to ... More

## Frequency-Domain Approach in High-Dimensional Dynamic Factor Models

High-Dimensional Dynamic Factor Models have their origin in macroeconomics, precisely in empirical research on Business Cycles. The central idea, going back to the work of Burns and ... More

## Incentives and Performance of Health Care Professionals

Economists have long regarded health care as a unique and challenging area of economic activity on account of the specialized knowledge of health care professionals (HCPs) and the ... More

## Long Memory Models

Long memory models are statistical models that describe strong correlation or dependence across time series data. This kind of phenomenon is often referred to as “long memory” or ... More

## Mixed Frequency Models

Online publication date:
Mar 2018
The majority of econometric models ignore the fact that many economic time series are sampled at different frequencies. A burgeoning literature pertains to econometric methods explicitly ... More

## Modeling Chronic Diseases in Relation to Risk Factors

In most countries, non-communicable diseases have taken over infectious diseases as the most important causes of death. Many non-communicable diseases that were previously lethal diseases ... More

## Noncompliance and Missing Data in Health Economic Evaluation

Health economic evaluations face the issues of noncompliance and missing data. Here, noncompliance is defined as non-adherence to a specific treatment, and occurs within randomized ... More

## Nonlinear Models in Macroeconometrics

Many nonlinear time series models have been around for a long time and have originated outside of time series econometrics. The stochastic models popular univariate, dynamic ... More

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