Author: David E. A. GilesPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 36
Book Description
The Exact Distribution of a Simple Pre-test Estimator
Author: David E. A. GilesPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 36
Book Description
Readings in Econometric Theory and Practice
Author: W.E. GriffithsPublisher: Elsevier
ISBN: 148329708X
Category : Business & Economics
Languages : en
Pages : 391
Book Description
This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work.The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.
Handbook Of Applied Econometrics And Statistical Inference
Author: Aman UllahPublisher: 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 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
Exact Distribution of a Pre-test Estimator for Regression Error Variance when There are Omitted Variables
Author: Kazuhiro ŌtaniThe Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model
Author: David E. A. GilesPublisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24
Book Description
Estimation of the Error Variance After a Preliminary-test of Homogeneity in a Regression Model with Spherically Symmetric Disturbances
Author: Judith Anne GilesPublisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 34
Book Description
Contributions to Econometric Theory and Application
Author: R.A.L. CarterPublisher: Springer Science & Business Media
ISBN: 1461390168
Category : Business & Economics
Languages : en
Pages : 378
Book Description
The purpose of this volume is to honour a pioneer in the field of econometrics, A. L. Nagar, on the occasion of his sixtieth birthday. Fourteen econometricians from six countries on four continents have contributed to this project. One of us was his teacher, some of us were his students, many of us were his colleagues, all of us are his friends. Our volume opens with a paper by L. R. Klein which discusses the meaning and role of exogenous variables in struc tural and vector-autoregressive econometric models. Several examples from recent macroeconomic history are presented and the notion of Granger-causality is discussed. This is followed by two papers dealing with an issue of considerable relevance to developing countries, such as India; the measurement of the inequality in the distribution of income. The paper by C. T. West and H. Theil deals with the problem of measuring inequality of all components of total income vvithin a region, rather than just labour income. It applies its results to the regions of the United States. The second paper in this group, by N. Kakwani, derives the large-sample distributions of several popular inequality measures, thus providing a method for drawing large-sample inferences about the differences in inequality between regions. The techniques are applied to the regions of Cote d'Ivoire. The next group of papers is devoted to econometric theory in the context of the dynamic, simultaneous, linear equations model. The first, by P. J.
Journal of Statistical Research
Author: Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 748
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. SinghPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 30
Book Description