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

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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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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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Book Description

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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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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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 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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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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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 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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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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Book Description

The Power of the Durbin-Watson Test when the Errors are Heteroscedastic

The Power of the Durbin-Watson Test when the Errors are Heteroscedastic PDF Author: David E. A. Giles
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 18

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Book Description