Comparison of Estimators in Simultaneous Equation Econometric Models when the Residuals are Small

Comparison of Estimators in Simultaneous Equation Econometric Models when the Residuals are Small PDF Author: Joseph B. Kadane
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 108

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Comparison of Estimators in Simultaneous Equation Econometric Models when the Residuals are Small

Comparison of Estimators in Simultaneous Equation Econometric Models when the Residuals are Small PDF Author: Joseph B. Kadane
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 108

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A Comparison of Alternative Estimators in a Simultaneous Equation Model with Errors in Variables

A Comparison of Alternative Estimators in a Simultaneous Equation Model with Errors in Variables PDF Author: Suchitra Jariyanandhanetr
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 284

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Estimation of Simultaneous Systems of Linear Equations with Nonlinear Constraints Among the Coefficients

Estimation of Simultaneous Systems of Linear Equations with Nonlinear Constraints Among the Coefficients PDF Author: Peter Ole Anderson
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 132

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The basic problem considered here is the estimation of the coefficients in a simultaneous system of linear equations. Maximum likelihood, linearized maximum likelihood, two-stage least-squares and three-stage least-squares methods have primarily been studied for the case of linear constraints among the coefficients. In this paper the case of nonlinear constraints is considered. It is shown that by linearizing the nonlinear constraints and using a three-stage least-squares procedure one can obtain similar large sample, and also small sigma, results. (Author).

Using R for Principles of Econometrics

Using R for Principles of Econometrics PDF Author: Constantin Colonescu
Publisher: Lulu.com
ISBN: 1387473611
Category : Business & Economics
Languages : en
Pages : 278

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Book Description
This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.

Journal of the American Statistical Association

Journal of the American Statistical Association PDF Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 74

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A Guide to Econometrics

A Guide to Econometrics PDF Author: Peter Kennedy
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608

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Book Description
Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Applied Econometrics with R

Applied Econometrics with R PDF Author: Christian Kleiber
Publisher: Springer Science & Business Media
ISBN: 0387773185
Category : Business & Economics
Languages : en
Pages : 229

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Book Description
R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Costs, Loss, and Forecasting Error

Costs, Loss, and Forecasting Error PDF Author: Lloyd Douglas Teigen
Publisher:
ISBN:
Category : Beef
Languages : en
Pages : 502

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American Doctoral Dissertations

American Doctoral Dissertations PDF Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 298

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The Annals of Mathematical Statistics

The Annals of Mathematical Statistics PDF Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 1182

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