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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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


The Power of the Durbin Watson Test when the Errors are Par(1)

The Power of the Durbin Watson Test when the Errors are Par(1) PDF Author: Kevin Albertson
Publisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 19

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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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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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The Theory and Practice of Econometrics

The Theory and Practice of Econometrics PDF Author: George G. Judge
Publisher: John Wiley & Sons
ISBN: 047189530X
Category : Business & Economics
Languages : en
Pages : 1062

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Book Description
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

On the Power Function of the Durbin-Watson Test

On the Power Function of the Durbin-Watson Test PDF Author: Robert Bartels
Publisher:
ISBN: 9780646027227
Category : Autoregression (Statistics)
Languages : en
Pages : 16

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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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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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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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Chemometrics in Spectroscopy

Chemometrics in Spectroscopy PDF Author: Howard Mark
Publisher: Academic Press
ISBN: 0128053305
Category : Science
Languages : en
Pages : 1090

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Book Description
Chemometrics in Spectroscopy, Second Edition, provides the reader with the methodology crucial to apply chemometrics to real world data. It allows scientists using spectroscopic instruments to find explanations and solutions to their problems when they are confronted with unexpected and unexplained results. Unlike other books on these topics, it explains the root causes of the phenomena that lead to these results. While books on NIR spectroscopy sometimes cover basic chemometrics, they do not mention many of the advanced topics this book discusses. In addition, traditional chemometrics books do not cover spectroscopy to the point of understanding the basis for the underlying phenomena. The second edition has been expanded with 50% more content covering advances in the field that have occurred in the last 10 years, including calibration transfer, units of measure in spectroscopy, principal components, clinical data reporting, classical least squares, regression models, spectral transfer, and more. Written in the column format of the authors’ online magazine Presents topical and important chapters for those involved in analysis work, both research and routine Focuses on practical issues in the implementation of chemometrics for NIR Spectroscopy Includes a companion website with 350 additional color figures that illustrate CLS concepts