Pre-testing for Linear Restrictions in a Regression Model with Spherically Symmetric Disturbances

Pre-testing for Linear Restrictions in a Regression Model with Spherically Symmetric Disturbances PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 28

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Testing Linear Restrictions on Coefficients in an Linear Regression Model with Proxy Variables and Spherically Symmetric Disturbances

Testing Linear Restrictions on Coefficients in an Linear Regression Model with Proxy Variables and Spherically Symmetric Disturbances PDF Author: Kazuhiro Ohtani
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 23

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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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Pre-testing for Linear Restrictions in a Regression Model with Student-t Errors

Pre-testing for Linear Restrictions in a Regression Model with Student-t Errors PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 38

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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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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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Book Description

Handbook Of Applied Econometrics And Statistical Inference

Handbook Of Applied Econometrics And Statistical Inference PDF Author: Aman Ullah
Publisher: CRC Press
ISBN: 9780203911075
Category : Business & Economics
Languages : en
Pages : 754

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Book Description
Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more.

The Risk Behavior of a Pre-test Estimator in a Linear Regression Model with Possible Heteroscedasticity Under the Linex Loss Function

The Risk Behavior of a Pre-test Estimator in a Linear Regression Model with Possible Heteroscedasticity Under the Linex Loss Function PDF Author: Kazuhiro Ohtani
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32

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Optimal Critical Values of a Preliminary Test for Linear Restrictions in a Regression Model with Multivariate Student-t Disturbances

Optimal Critical Values of a Preliminary Test for Linear Restrictions in a Regression Model with Multivariate Student-t Disturbances PDF Author: Jason K. Wong
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 13

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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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Book Description