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A Monte Carlo Study Of The Small Sample Properties Of Simultaneous Equation Estimators In The Presence Of Autocorrelated Disturbances
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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:
Book Synopsis Monte Carlo Methods: Their Role for Econometrics by : Vincent Kerry Smith
Download or read book Monte Carlo Methods: Their Role for Econometrics written by Vincent Kerry Smith and published by . This book was released on 1973 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Canadiana written by and published by . This book was released on 1986 with total page 1208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Comprehensive Dissertation Index by :
Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1989 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :
Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1994 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Book Synopsis Small-sample Properties of Various Simultaneous-equation Estimators by : J. G. Cragg
Download or read book Small-sample Properties of Various Simultaneous-equation Estimators written by J. G. Cragg and published by . This book was released on 1964 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study reports the results of 172 Monte Carlo experiments on the small-sample properties of some simultaneous equation estimators. The estimators studied were Direct Least-Squares, Two-Stage Least-Squares, Nagar's Unbiased k-Class Estimator, Limited-Information Maximum-Likelihood, Three-Stage Least-Squares, FullInformation Maximum-Likelihood and Least-Squares used to estimate the reduced form. The estimates of the structural equations, their standard errors, the estimates of the variance-covariance matrix of disturbances, the estimates of the reduced-form coefficients and the predictive ability of the methods were examined. (Author).
Book Synopsis Interdependent Systems with Serially Correlated Errors by : Jan Selén
Download or read book Interdependent Systems with Serially Correlated Errors written by Jan Selén and published by . This book was released on 1975 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Guide to Econometrics by : Peter Kennedy
Download or read book A Guide to Econometrics written by Peter Kennedy and published by John Wiley & Sons. This book was released on 2008-02-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Book Synopsis Selected Publications by : Uppsala universitet. Statistiska institutionen
Download or read book Selected Publications written by Uppsala universitet. Statistiska institutionen and published by . This book was released on 1975 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Econometric Topics by : David E. A. Giles
Download or read book Essays on Econometric Topics written by David E. A. Giles and published by . This book was released on 1973 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :American Statistical Association. Business and Economic Statistics Section Publisher : ISBN 13 : Total Pages :732 pages Book Rating :4.3/5 (91 download)
Book Synopsis Proceedings of the Business and Economic Statistics Section by : American Statistical Association. Business and Economic Statistics Section
Download or read book Proceedings of the Business and Economic Statistics Section written by American Statistical Association. Business and Economic Statistics Section and published by . This book was released on 1984 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Econometric Analysis of Cross Section and Panel Data, second edition by : Jeffrey M. Wooldridge
Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Book Synopsis Advanced Econometric Methods by : Thomas B. Fomby
Download or read book Advanced Econometric Methods written by Thomas B. Fomby and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
Book Synopsis Dissertation Abstracts International by :
Download or read book Dissertation Abstracts International written by and published by . This book was released on 1976 with total page 984 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Economic Literature written by and published by . This book was released on with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1969 with total page 1508 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Social Sciences Index written by and published by . This book was released on 1980 with total page 1256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
