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Author : Clifford G. Hildreth
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (143 download)
Download or read book An Adjusted Maximum Likelihood Estimator of Autocorrelation in Disturbances written by Clifford G. Hildreth and published by . This book was released on 1971 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Warren Thomas Dent
Publisher :
ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.:/5 (179 download)
Download or read book The Distribution of the Maximum Likelihood Estimator of the Autocorrelation Coefficient in a Linear Model with Autoregressive Disturbances written by Warren Thomas Dent and published by . This book was released on 1971 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Warren T. Dent
Publisher :
ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.:/5 (582 download)
Download or read book On Modified Maximum Likelihood Estimators of the Autocorrelation Coefficient in Linear Models written by Warren T. Dent and published by . This book was released on 1977 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Willy Sellekaerts
Publisher : Springer
ISBN 13 : 1349019364
Total Pages : 296 pages
Book Rating : 4.3/5 (49 download)
Download or read book Econometrics and Economic Theory written by Willy Sellekaerts and published by Springer. This book was released on 1974-06-18 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Warren T. Dent
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.:/5 (868 download)
Download or read book Autocorrelation written by Warren T. Dent and published by . This book was released on 1972 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Paul Knottnerus
Publisher : Springer Science & Business Media
ISBN 13 : 3642483836
Total Pages : 203 pages
Book Rating : 4.6/5 (424 download)
Download or read book Linear Models with Correlated Disturbances written by Paul Knottnerus and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q». It turns out that the calculations can be carried out either analytically or in a recursive manner.
Author : Bakhtiar Moazzami
Publisher :
ISBN 13 :
Total Pages : 628 pages
Book Rating : 4.:/5 (123 download)
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:
Author : W.E. Griffiths
Publisher : Elsevier
ISBN 13 : 148329708X
Total Pages : 391 pages
Book Rating : 4.4/5 (832 download)
Download or read book Readings in Econometric Theory and Practice written by W.E. Griffiths and published by Elsevier. This book was released on 2014-06-28 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Timothy A. Cohn
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (359 download)
Download or read book Adjusted Maximum Likelihood Estimation of the Moments of Lognormal Populations from Type 1 Censored Samples written by Timothy A. Cohn and published by . This book was released on 1988 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Donald W. K. Andrews
Publisher : Cambridge University Press
ISBN 13 : 1139444603
Total Pages : 589 pages
Book Rating : 4.1/5 (394 download)
Download or read book Identification and Inference for Econometric Models written by Donald W. K. Andrews and published by Cambridge University Press. This book was released on 2005-07-04 with total page 589 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.
Author : Clifford G. Hildreth
Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (223 download)
Download or read book Asymptotic Distribution of Maximum Likelihood Estimators in Linear Models with Autoregressive Disturbances written by Clifford G. Hildreth and published by . This book was released on 1966 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hildreth and Lu proposed a method for obtaining maximum likelihood estimates of linear model coefficients whose disturbances are generated by a stationary linear first-order autoregressive process with unknown autoregression coefficient. Until the present study was performed, consistency was the only property that had been shown for these estimates. This memorandum shows that the estimates of coefficients of independent variables and the estimate of the autoregression coefficient have a limiting joint multivariate-normal distribution, with the estimate of autoregression distributed independently of the estimates of coefficients of independent variables. This asymptotic covariance matrix of these latter estimates is the same as that of the best linear unbiased estimates for a model in which the autoregression coefficient is known. (Author).
Author : Hiroki Tsurumi
Publisher :
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (254 download)
Download or read book Asymptotic Distribution of the Maximum Likelihood Estimator of a Distributed Lag Model with K-th Order Autogressive Disturbances written by Hiroki Tsurumi and published by . This book was released on 1972 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 428 pages
Book Rating : 4.:/5 (36 download)
Download or read book Matekon written by and published by . This book was released on 1975 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : P. C. B. Phillips
Publisher : Cambridge University Press
ISBN 13 : 9780521807234
Total Pages : 390 pages
Book Rating : 4.8/5 (72 download)
Download or read book Econometric Theory and Practice written by P. C. B. Phillips and published by Cambridge University Press. This book was released on 2006-01-09 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essays in this book explore important theoretical and applied advances in econometrics.
Author : Uri Ben-Tsiyon
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (89 download)
Download or read book Money in the Production Function: an Interpretation of Empirical Results written by Uri Ben-Tsiyon and published by . This book was released on 1974 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 728 pages
Book Rating : 4.3/5 (91 download)
Download or read book The American Economic Review written by and published by . This book was released on 1974 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes papers and proceedings of the annual meeting of the American Economic Association. Covers all areas of economic research.
Author : George G. Judge
Publisher : John Wiley & Sons
ISBN 13 : 047189530X
Total Pages : 1062 pages
Book Rating : 4.4/5 (718 download)
Download or read book The Theory and Practice of Econometrics written by George G. Judge and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
