Author: Alan T. K. WanPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 40
Book Description
The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators
Author: Alan T. K. WanPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 40
Book Description
Handbook Of Applied Econometrics And Statistical Inference
Author: Aman UllahPublisher: CRC Press
ISBN: 082474411X
Category : Mathematics
Languages : en
Pages : 741
Book Description
Summarizes developments and techniques in the field. It highlights areas such as sample surveys, nonparametic analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, and engineering.
Statistical Theory and Method Abstracts
Author: The Theory and Practice of Econometrics
Author: George G. JudgePublisher: 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.
Mathematical Reviews
Author: Australian National Bibliography
Author: Nonparametric Econometrics
Author: Qi LiPublisher: Princeton University Press
ISBN: 1400841062
Category : Business & Economics
Languages : en
Pages : 769
Book Description
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Constrained Statistical Inference
Author: Mervyn J. SilvapullePublisher: John Wiley & Sons
ISBN: 1118165632
Category : Mathematics
Languages : en
Pages : 560
Book Description
An up-to-date approach to understanding statistical inference Statistical inference is finding useful applications in numerous fields, from sociology and econometrics to biostatistics. This volume enables professionals in these and related fields to master the concepts of statistical inference under inequality constraints and to apply the theory to problems in a variety of areas. Constrained Statistical Inference: Order, Inequality, and Shape Constraints provides a unified and up-to-date treatment of the methodology. It clearly illustrates concepts with practical examples from a variety of fields, focusing on sociology, econometrics, and biostatistics. The authors also discuss a broad range of other inequality-constrained inference problems that do not fit well in the contemplated unified framework, providing a meaningful way for readers to comprehend methodological resolutions. Chapter coverage includes: Population means and isotonic regression Inequality-constrained tests on normal means Tests in general parametric models Likelihood and alternatives Analysis of categorical data Inference on monotone density function, unimodal density function, shape constraints, and DMRL functions Bayesian perspectives, including Stein’s Paradox, shrinkage estimation, and decision theory
International Comparisons, Additive PPPs and the Gerschenkron Effect
Author: Robert J. HillPublisher:
ISBN:
Category : Comparative economics
Languages : en
Pages : 44
Book Description
Chained PPPs and Minimum Spanning Trees
Author: Robert J. HillPublisher:
ISBN:
Category : Purchasing power parity
Languages : en
Pages : 44
Book Description