A Monte Carlo Study of the Estimation of an Overidentified Model with Temporally Dependent Residuals

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ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis A Monte Carlo Study of the Estimation of an Overidentified Model with Temporally Dependent Residuals by : Jean Pierre Aubry

Download or read book A Monte Carlo Study of the Estimation of an Overidentified Model with Temporally Dependent Residuals written by Jean Pierre Aubry and published by . This book was released on 1973 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Monte Carlo Study of the Estimation of an Overidentified Model with Temporarily Dependent Residuals

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ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis A Monte Carlo Study of the Estimation of an Overidentified Model with Temporarily Dependent Residuals by : Jean Pierre Aubry

Download or read book A Monte Carlo Study of the Estimation of an Overidentified Model with Temporarily Dependent Residuals written by Jean Pierre Aubry and published by . This book was released on 1973 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Monte Carlo Study of EC-estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity

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ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.:/5 (376 download)

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Book Synopsis A Monte Carlo Study of EC-estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity by : Mahmoud A. El-Gamal

Download or read book A Monte Carlo Study of EC-estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity written by Mahmoud A. El-Gamal and published by . This book was released on 1997 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Canadiana

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ISBN 13 :
Total Pages : 624 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Canadiana by :

Download or read book Canadiana written by and published by . This book was released on 1978 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Monte Carlo Study of the Small Sample Properties of Simultaneous Equation Estimators in the Presence of Autocorrelated Disturbances

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ISBN 13 :
Total Pages : 628 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis A Monte Carlo Study of the Small Sample Properties of Simultaneous Equation Estimators in the Presence of Autocorrelated Disturbances by : Bakhtiar Moazzami

Download or read book A Monte Carlo Study of the Small Sample Properties of Simultaneous Equation Estimators in the Presence of Autocorrelated Disturbances written by Bakhtiar Moazzami and published by . This book was released on 1984 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Monte Carlo Study of a Two Equation Over-identified Model with Two Specification Errors, Autocorrelation and Multicollinearity

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ISBN 13 :
Total Pages : 118 pages
Book Rating : 4.:/5 (26 download)

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Book Synopsis A Monte Carlo Study of a Two Equation Over-identified Model with Two Specification Errors, Autocorrelation and Multicollinearity by : Samuel David Ramenofsky

Download or read book A Monte Carlo Study of a Two Equation Over-identified Model with Two Specification Errors, Autocorrelation and Multicollinearity written by Samuel David Ramenofsky and published by . This book was released on 1972 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Monte Carlo Study of Two Robust Alternatives of Least Square Regression Estimation

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (119 download)

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Book Synopsis A Monte Carlo Study of Two Robust Alternatives of Least Square Regression Estimation by : Richard W. Hill

Download or read book A Monte Carlo Study of Two Robust Alternatives of Least Square Regression Estimation written by Richard W. Hill and published by . This book was released on 1974 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We give some Monte Carlo results on the performance of two robust alternatives to least squares regression estimation - least absolute residuals and the one-step "sine" estimator. We show how to scale the residuals for the sine estimator to achieve constant efficiency at the Gaussian across various choices of X-matrix and give some results for the contaminated Gaussian distribution.

Estimation in Linear Models with Heteroscedasticity

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ISBN 13 :
Total Pages : 166 pages
Book Rating : 4.:/5 (866 download)

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Book Synopsis Estimation in Linear Models with Heteroscedasticity by : Susan Therese Vaitekunas

Download or read book Estimation in Linear Models with Heteroscedasticity written by Susan Therese Vaitekunas and published by . This book was released on 1982 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Efficient Estimation for Switching Regression Models

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ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (837 download)

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Book Synopsis An Efficient Estimation for Switching Regression Models by : Dinghai Xu

Download or read book An Efficient Estimation for Switching Regression Models written by Dinghai Xu and published by . This book was released on 2009 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Monte Carlo Study of Linear Regression Assumptions

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ISBN 13 :
Total Pages : 41 pages
Book Rating : 4.:/5 (224 download)

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Book Synopsis A Monte Carlo Study of Linear Regression Assumptions by : G. C. Sumner

Download or read book A Monte Carlo Study of Linear Regression Assumptions written by G. C. Sumner and published by . This book was released on 1969 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: The report demonstrates the effects on linear regression estimates of variations in (1) the distribution of the dependent variable, (2) distribution of the independent variable, and (3) intercorrelation between independent variables. The basic approach is to premise a population model to reflect some underlying physical law or structural relationship, assign numerical values to parameters, and then introduce violations of the classical assumptions that might be typical in cost estimation problems. From the various cases thus constructed, samples are generated by computer in Monte Carlo fashion. This empirical study tests the sensitivity (in terms of bias and sampling variability) of regression coefficients and common statistical measures of reliability.

A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis

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ISBN 13 : 9780868311487
Total Pages : 24 pages
Book Rating : 4.3/5 (114 download)

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Book Synopsis A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis by : A. D. Hall

Download or read book A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis written by A. D. Hall and published by . This book was released on 1987 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Monte Carlo study of two robust alternatives to least squares regression estimation

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (916 download)

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Book Synopsis A Monte Carlo study of two robust alternatives to least squares regression estimation by :

Download or read book A Monte Carlo study of two robust alternatives to least squares regression estimation written by and published by . This book was released on 1974 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Estimation of the State Dependent Models

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ISBN 13 :
Total Pages : 112 pages
Book Rating : 4.:/5 (655 download)

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Book Synopsis The Estimation of the State Dependent Models by : Wai Chung Lo

Download or read book The Estimation of the State Dependent Models written by Wai Chung Lo and published by . This book was released on 1988 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Estimation of Regression Parameters for Finite Populations

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ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (11 download)

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Book Synopsis Estimation of Regression Parameters for Finite Populations by : Mike A. Hidiroglou

Download or read book Estimation of Regression Parameters for Finite Populations written by Mike A. Hidiroglou and published by . This book was released on 1985 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

National Union Catalog

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ISBN 13 :
Total Pages : 614 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis National Union Catalog by :

Download or read book National Union Catalog written by and published by . This book was released on 1973 with total page 614 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes entries for maps and atlases.

Diagnostic Analysis and Computational Strategies for Estimating Single Spell Discrete Time Duration Models - A Monte Carlo Study

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Diagnostic Analysis and Computational Strategies for Estimating Single Spell Discrete Time Duration Models - A Monte Carlo Study by : Xianghong Li

Download or read book Diagnostic Analysis and Computational Strategies for Estimating Single Spell Discrete Time Duration Models - A Monte Carlo Study written by Xianghong Li and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This extensive Monte Carlo study re-examines properties of the nonparametric maximum likelihood estimator of discrete duration models with unobserved heterogeneity and unknown duration dependence. Alternative specifications and computation strategies are compared. We find: i) The inherent complexity of mixture models poses the major estimation hurdle. ii) It is important to choose a flexible specification for duration dependence. Polynomial specifications with a fixed number of terms can lead to systematically biased estimates of the hazard. iii) In estimation, simulated annealing is found to dominate all other optimization algorithms. Common applied research problems, such as near-boundary false optima are eliminated. iv) A bootstrap procedure is suggested to help choose the number of support points of unobserved heterogeneity. v) Likelihood ratio tests may still be appropriate especially when there are many common parameters in the components of the model. vi) Gateaux derivatives do not appear to help optimize the likelihood function.

Estimation of the State Dependent Models

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ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.:/5 (655 download)

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Book Synopsis Estimation of the State Dependent Models by : Wai Chung Lo

Download or read book Estimation of the State Dependent Models written by Wai Chung Lo and published by . This book was released on 1986 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: