Estimation of the Scale Parameter After a Pre-test for Homogeneity in a Mis-specified Regression Model

Estimation of the Scale Parameter After a Pre-test for Homogeneity in a Mis-specified Regression Model PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 22

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Estimation of the Scale Parameter After a Pre-test for Homogeneity in a Mis-specified Regression Model

Estimation of the Scale Parameter After a Pre-test for Homogeneity in a Mis-specified Regression Model PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 22

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Estimation of the Regression Scale After a Pre-test for Homoscedasticity Under Linex Loss

Estimation of the Regression Scale After a Pre-test for Homoscedasticity Under Linex Loss PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36

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Preliminary-test Estimation of the Scale Parameter in a Mis-specified Regression Model

Preliminary-test Estimation of the Scale Parameter in a Mis-specified Regression Model PDF Author: David Evan A. Giles
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 34

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Pre-test Estimation of the Regression Scale Parameter with Multivariate Student-t Errors and Independent Sub-samples

Pre-test Estimation of the Regression Scale Parameter with Multivariate Student-t Errors and Independent Sub-samples PDF Author: Juston Z. Anderson
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 21

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Readings in Econometric Theory and Practice

Readings in Econometric Theory and Practice PDF Author: W.E. Griffiths
Publisher: Elsevier
ISBN: 148329708X
Category : Business & Economics
Languages : en
Pages : 391

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This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work. The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.

Estimation of the Error Variance After a Preliminary-test of Homogeneity in a Regression Model with Spherically Symmetric Disturbances

Estimation of the Error Variance After a Preliminary-test of Homogeneity in a Regression Model with Spherically Symmetric Disturbances PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 34

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The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss

The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40

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Lp-norm Consistencies of Nonparametric Estimates of Regression, Heteroskedasticity and Variance of Regression Estimate when Distribution of Regressor is Known

Lp-norm Consistencies of Nonparametric Estimates of Regression, Heteroskedasticity and Variance of Regression Estimate when Distribution of Regressor is Known PDF Author: Radhey S. Singh
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 30

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The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated

The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated PDF Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24

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The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model

The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model PDF Author: David E. A. Giles
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24

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