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
Optimal Critical Values of a Preliminary Test for Linear Restrictions in a Regression Model with Multivariate Student-t Disturbances
Author: Jason K. Wong
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 13
Book Description
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 13
Book Description
Pre-test Estimation of the Regression Scale Parameter with Multivariate Student-t Errors and Independent Sub-samples
Author: Juston Z. Anderson
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 21
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 21
Book Description
Pre-testing for Linear Restrictions in a Regression Model with Spherically Symmetric Disturbances
Author: Judith Anne Giles
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 28
Book Description
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 28
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
The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated
Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24
Book Description
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24
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.
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
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
The Power of the Durbin-Watson Test when the Errors are Heteroscedastic
Author: David E. A. Giles
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 18
Book Description
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 18
Book Description