Author: Judith Anne Giles
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 38
Book Description
Pre-testing for Linear Restrictions in a Regression Model with Student-t Errors
Author: Judith Anne Giles
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 38
Book Description
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 38
Book Description
Handbook Of Applied Econometrics And Statistical Inference
Author: Aman Ullah
Publisher: CRC Press
ISBN: 9780203911075
Category : Business & Economics
Languages : en
Pages : 754
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.
Publisher: CRC Press
ISBN: 9780203911075
Category : Business & Economics
Languages : en
Pages : 754
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.
Quantitative Econometrics
Author:
Publisher: Allied Publishers
ISBN: 9788170238171
Category :
Languages : en
Pages : 402
Book Description
Publisher: Allied Publishers
ISBN: 9788170238171
Category :
Languages : en
Pages : 402
Book Description
The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss
Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40
Book Description
The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model
Author: David E. A. Giles
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24
Book Description
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24
Book Description
Estimation of the Error Variance After a Preliminary-test of Homogeneity in a Regression Model with Spherically Symmetric Disturbances
Author: Judith Anne Giles
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 34
Book Description
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 34
Book Description
Readings in Econometric Theory and Practice
Author: W.E. Griffiths
Publisher: Elsevier
ISBN: 148329708X
Category : Business & Economics
Languages : en
Pages : 391
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.
Publisher: Elsevier
ISBN: 148329708X
Category : Business & Economics
Languages : en
Pages : 391
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.
Journal of Statistical Planning and Inference
Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 420
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 420
Book Description
JOURNAL OF ECONOMETRICS: ANNALS 1991-3, THE MEASUREMENT AND ANALYSIS OF WELFARE -- VOLUME 50 (1991)
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 824
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 824
Book Description
The Exact Powers of Some Autocorrelation Tests when Relevant Regressors are Omitted
Author: John P. Small
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32
Book Description