Author: James Leo Powell IIIPublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Least Absolute Deviations Estimation for Censored and Truncated Regression Models
Author: James Leo Powell IIILeast Absolute Deviations Estimation for Censored and Truncated Regression Models
Author: James Leo PowellPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 262
Book Description
Least Absolute Deviation Regression Theory and Methods
Author: S. EakambaramPublisher: LAP Lambert Academic Publishing
ISBN: 9783846508565
Category :
Languages : en
Pages : 120
Book Description
This monograph deals with Introduction, Basic Concepts, Brief Review of Regression Theory. It present the work related to Least Absolute Deviations (LAD) Regression and its estimation theory with and without auto correlated errors. LAD and Least Squares estimation of censored regression model with fixed and marginal effects are also discussed. Further, it contains LAD estimation for linear and nonlinear regression model for truncated and censored data.
The Least Absolute Deviations Estimators in Generalized Regression Models
Author: Kazumitsu NawataPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36
Book Description
Nonparametric and Parametric Estimation with Truncated Regression Data
Author: Kwok-Leung TsuiRegression Models
Author: Richard BreenPublisher: SAGE
ISBN: 9780803957107
Category : Mathematics
Languages : en
Pages : 92
Book Description
This book provides an introduction to the regression models needed, where an outcome variable for a sample is not representative of the population from which a generalized result is sought.
Estimating a Censored Dynamic Panel Data Model with an Application to Earnings Dynamics
Author: Luojia HuPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 60
Book Description
An Empirical Investigation of the Performance of Two Estimators of Heteroskedastic Limited Dependent Variable Models
Author: Jiann Chyun HaoNonparametric Regression for Censored and Truncated Data
Author: Chul-Ki KimAnalysis of Panel Data
Author: Cheng HsiaoPublisher: Cambridge University Press
ISBN: 1107038693
Category : Business & Economics
Languages : en
Pages : 563
Book Description
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.