Author: Joachim Wilde
Publisher:
ISBN:
Category :
Languages : en
Pages : 16
Book Description
A Useful Generalization of Amemiya's Generalized Least Squares Estimator
A Note on Amemiya's Form of the Weighted Least Squares Estimator
Author: Roger Koenker
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36
Book Description
Generalized Least Squares
Author: Takeaki Kariya
Publisher: John Wiley & Sons
ISBN: 0470866985
Category : Mathematics
Languages : en
Pages : 312
Book Description
Generalised Least Squares adopts a concise and mathematically rigorous approach. It will provide an up-to-date self-contained introduction to the unified theory of generalized least squares estimations, adopting a concise and mathematically rigorous approach. The book covers in depth the 'lower and upper bounds approach', pioneered by the first author, which is widely regarded as a very powerful and useful tool for generalized least squares estimation, helping the reader develop their understanding of the theory. The book also contains exercises at the end of each chapter and applications to statistics, econometrics, and biometrics, enabling use for self-study or as a course text.
Publisher: John Wiley & Sons
ISBN: 0470866985
Category : Mathematics
Languages : en
Pages : 312
Book Description
Generalised Least Squares adopts a concise and mathematically rigorous approach. It will provide an up-to-date self-contained introduction to the unified theory of generalized least squares estimations, adopting a concise and mathematically rigorous approach. The book covers in depth the 'lower and upper bounds approach', pioneered by the first author, which is widely regarded as a very powerful and useful tool for generalized least squares estimation, helping the reader develop their understanding of the theory. The book also contains exercises at the end of each chapter and applications to statistics, econometrics, and biometrics, enabling use for self-study or as a course text.
Partially Generalized Least Squares and Two-stage Least Squares Estimators
Author: Stanford University. Institute for Mathematical Studies in the Social Sciences
Publisher:
ISBN:
Category :
Languages : en
Pages : 13
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 13
Book Description
AMEMIYA'S GENERALIZED LEAST SQUARES AND TEST OF OVERIDENTIFICATION IN SIMULTANEOUS EQUATION MODELS WITH QUALITATIVE OR LIMITED DEPENDENT VARIABLES
Amemiya's Generalized Least Squares and Tests of Overidentification in Simultaneous Equation Models with Qualitative Or Limited Dependent Variables
Author: Lung-Fei Lee
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24
Book Description
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24
Book Description
Handbook of Econometrics
Author: Zvi Griliches
Publisher: Elsevier
ISBN: 9780444861856
Category : Econometrics
Languages : en
Pages : 804
Book Description
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Publisher: Elsevier
ISBN: 9780444861856
Category : Econometrics
Languages : en
Pages : 804
Book Description
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
A Note on Amemiya's Form of the Weighted Least Squares Estimator
Linear Regression
Author: Damodar N. Gujarati
Publisher: SAGE Publications
ISBN: 1544336551
Category : Social Science
Languages : en
Pages : 282
Book Description
Damodar N. Gujarati’s Linear Regression: A Mathematical Introduction presents linear regression theory in a rigorous, but approachable manner that is accessible to students in all social sciences. This concise title goes step-by-step through the intricacies, and theory and practice of regression analysis. The technical discussion is provided in a clear style that doesn’t overwhelm the reader with abstract mathematics. End-of-chapter exercises test mastery of the content and advanced discussion of some of the topics is offered in the appendices.
Publisher: SAGE Publications
ISBN: 1544336551
Category : Social Science
Languages : en
Pages : 282
Book Description
Damodar N. Gujarati’s Linear Regression: A Mathematical Introduction presents linear regression theory in a rigorous, but approachable manner that is accessible to students in all social sciences. This concise title goes step-by-step through the intricacies, and theory and practice of regression analysis. The technical discussion is provided in a clear style that doesn’t overwhelm the reader with abstract mathematics. End-of-chapter exercises test mastery of the content and advanced discussion of some of the topics is offered in the appendices.
A Companion to Theoretical Econometrics
Author: Badi H. Baltagi
Publisher: John Wiley & Sons
ISBN: 047099830X
Category : Business & Economics
Languages : en
Pages : 736
Book Description
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
Publisher: John Wiley & Sons
ISBN: 047099830X
Category : Business & Economics
Languages : en
Pages : 736
Book Description
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.