Author: David E. A. Giles
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 18
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
The Power of the Durbin Watson Test when the Errors are Par(1)
Author: Kevin Albertson
Publisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 19
Book Description
Publisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 19
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
Testing for Serial Independence in Error Components Models
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
The Theory and Practice of Econometrics
Author: George G. Judge
Publisher: John Wiley & Sons
ISBN: 047189530X
Category : Business & Economics
Languages : en
Pages : 1062
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.
Publisher: John Wiley & Sons
ISBN: 047189530X
Category : Business & Economics
Languages : en
Pages : 1062
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
Author: Robert Bartels
Publisher:
ISBN: 9780646027227
Category : Autoregression (Statistics)
Languages : en
Pages : 16
Book Description
Publisher:
ISBN: 9780646027227
Category : Autoregression (Statistics)
Languages : en
Pages : 16
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
Comparing Standard and Robust Serial Correlation Tests in the Presence of Garch Errors
Author: John P. Small
Publisher:
ISBN:
Category : Correlation (Statistics)
Languages : en
Pages : 36
Book Description
Publisher:
ISBN:
Category : Correlation (Statistics)
Languages : en
Pages : 36
Book Description
Lp-norm Consistencies of Nonparametric Estimates of Regression, Heteroskedasticity and Variance of Regression Estimate when Distribution of Regressor is Known
Author: Radhey S. Singh
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 30
Book Description
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 30
Book Description
Insurance Market Equilibrium and the Welfare Costs of Gender-neutral Insurance Pricing Under Alternative Regulatory Regimes
Author: Alan E. Woodfield
Publisher:
ISBN:
Category : Risk (Insurance)
Languages : en
Pages : 52
Book Description
Publisher:
ISBN:
Category : Risk (Insurance)
Languages : en
Pages : 52
Book Description