《Simulating confidence for the Ellison–Glaeser index》

打印
作者
来源
来源 JOURNAL OF URBAN ECONOMICS,Vol.81,P.85-103
语言
英文
关键字
C63;L11;R14;Ellison–Glaeser;Localization;Herfindahl;Simulation;Confidence interval
作者单位
School of Economic Sciences, Washington State University, 101 Hulbert Hall, PO Box 646210, Pullman, WA 99164, United States;College of Business Administration, University of Nebraska at Omaha, 6708 Pine Street, Omaha, NE 68182, United States;School of Economic Sciences, Washington State University, 101 Hulbert Hall, PO Box 646210, Pullman, WA 99164, United States;College of Business Administration, University of Nebraska at Omaha, 6708 Pine Street, Omaha, NE 68182, United States
摘要
The Ellison and Glaeser (1997) index is an unbiased statistic of industrial localization. Though the expected value of the index is known, ad hoc thresholds are used to interpret the extent of localization. We improve the interpretation of the index by simulating confidence intervals that a practitioner may use for a statistical test. In the data, we find cases whose index value is above the ad hoc threshold that are not statistically significant. We find many cases below the ad hoc threshold that are statistically significant. Our simulation program is freely available and is customizable for specific applications.