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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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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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.

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 for Serial Independence in Error Components Models

Testing for Serial Independence in Error Components Models PDF Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24

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Quantitative Econometrics

Quantitative Econometrics PDF Author:
Publisher: Allied Publishers
ISBN: 9788170238171
Category :
Languages : en
Pages : 402

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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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Book Description
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.

Comparing Standard and Robust Serial Correlation Tests in the Presence of Garch Errors

Comparing Standard and Robust Serial Correlation Tests in the Presence of Garch Errors PDF Author: John P. Small
Publisher:
ISBN:
Category : Correlation (Statistics)
Languages : en
Pages : 36

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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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Handbook of Applied Economic Statistics

Handbook of Applied Economic Statistics PDF Author: Aman Ullah
Publisher: CRC Press
ISBN: 9780824701291
Category : Mathematics
Languages : en
Pages : 650

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Book Description
This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This work offers discussions on such areas as the function of statistics in aggregation, income inequality, poverty, health, spatial econometrics, panel and survey data, bootstrapping and time series.

The Exact Powers of Some Autocorrelation Tests when Relevant Regressors are Omitted

The Exact Powers of Some Autocorrelation Tests when Relevant Regressors are Omitted PDF Author: John P. Small
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32

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