Improving the Maximum Likelihood Estimate in Linear Functional Relationships for Alternative Parameter Sequences

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ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis Improving the Maximum Likelihood Estimate in Linear Functional Relationships for Alternative Parameter Sequences by : Stanford University. Institute for Mathematical Studies in the Social Sciences

Download or read book Improving the Maximum Likelihood Estimate in Linear Functional Relationships for Alternative Parameter Sequences written by Stanford University. Institute for Mathematical Studies in the Social Sciences and published by . This book was released on 1979 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Likelihood Estimation of Functional Relationships

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Publisher : Springer Science & Business Media
ISBN 13 : 1461228581
Total Pages : 118 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Maximum Likelihood Estimation of Functional Relationships by : Nico J.D. Nagelkerke

Download or read book Maximum Likelihood Estimation of Functional Relationships written by Nico J.D. Nagelkerke and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of functional relationships concerns itself with inference from models with a more complex error structure than those existing in regression models. We are familiar with the bivariate linear relationship having measurement errors in both variables and the fact that the standard regression estimator of the slope underestimates the true slope. One complication with inference about parameters in functional relationships, is that many of the standard properties of likelihood theory do not apply, at least not in the form in which they apply to e.g. regression models. This is probably one of the reasons why these models are not adequately discussed in most general books on statistics, despite their wide applicability. In this monograph we will explore the properties of likelihood methods in the context of functional relationship models. Full and conditional likelihood methods are both considered. Possible modifications to these methods are considered when necessary. Apart from exloring the theory itself, emphasis shall be placed upon the derivation of useful estimators and their second moment properties. No attempt is made to be mathematically rigid. Proofs are usually outlined with extensive use of the Landau 0(.) and 0(.) notations. It is hoped that this shall provide more insight than the inevitably lengthy proofs meeting strict standards of mathematical rigour.

Advanced Econometric Theory

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Publisher : Routledge
ISBN 13 : 1134340443
Total Pages : 383 pages
Book Rating : 4.1/5 (343 download)

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Book Synopsis Advanced Econometric Theory by : John Chipman

Download or read book Advanced Econometric Theory written by John Chipman and published by Routledge. This book was released on 2013-03-01 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. Despite the frequent complexity of the subject matter, Chipman's clear explanations, concise prose and sharp analysis make this book stand out from others in the field. With mathematical rigor sharpened by a lifetime of econometric analysis, this significant volume is sure to become a seminal and indispensable text in this area.

A Companion to Theoretical Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 047099830X
Total Pages : 736 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis A Companion to Theoretical Econometrics by : Badi H. Baltagi

Download or read book A Companion to Theoretical Econometrics written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.

Journal of the American Statistical Association

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ISBN 13 :
Total Pages : 804 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Journal of the American Statistical Association by :

Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2007 with total page 804 pages. Available in PDF, EPUB and Kindle. Book excerpt: A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.

Handbook of Econometrics

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Publisher : Elsevier
ISBN 13 : 9780444861856
Total Pages : 804 pages
Book Rating : 4.8/5 (618 download)

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Book Synopsis Handbook of Econometrics by : Zvi Griliches

Download or read book Handbook of Econometrics written by Zvi Griliches and published by Elsevier. This book was released on 1983 with total page 804 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.

Measurement Error Models

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Publisher : John Wiley & Sons
ISBN 13 : 0470317337
Total Pages : 474 pages
Book Rating : 4.4/5 (73 download)

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Book Synopsis Measurement Error Models by : Wayne A. Fuller

Download or read book Measurement Error Models written by Wayne A. Fuller and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "The effort of Professor Fuller is commendable . . . [the book] provides a complete treatment of an important and frequently ignored topic. Those who work with measurement error models will find it valuable. It is the fundamental book on the subject, and statisticians will benefit from adding this book to their collection or to university or departmental libraries." -Biometrics "Given the large and diverse literature on measurement error/errors-in-variables problems, Fuller's book is most welcome. Anyone with an interest in the subject should certainly have this book." -Journal of the American Statistical Association "The author is to be commended for providing a complete presentation of a very important topic. Statisticians working with measurement error problems will benefit from adding this book to their collection." -Technometrics " . . . this book is a remarkable achievement and the product of impressive top-grade scholarly work." -Journal of Applied Econometrics Measurement Error Models offers coverage of estimation for situations where the model variables are observed subject to measurement error. Regression models are included with errors in the variables, latent variable models, and factor models. Results from several areas of application are discussed, including recent results for nonlinear models and for models with unequal variances. The estimation of true values for the fixed model, prediction of true values under the random model, model checks, and the analysis of residuals are addressed, and in addition, procedures are illustrated with data drawn from nearly twenty real data sets.

The Collected Papers of T.W. Anderson, 1943-1985

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Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 872 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The Collected Papers of T.W. Anderson, 1943-1985 by : Theodore Wilbur Anderson

Download or read book The Collected Papers of T.W. Anderson, 1943-1985 written by Theodore Wilbur Anderson and published by Wiley-Interscience. This book was released on 1990 with total page 872 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Methods of Model Building: Nonlinear regression, functional relations, and robust methods

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Publisher :
ISBN 13 :
Total Pages : 456 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Statistical Methods of Model Building: Nonlinear regression, functional relations, and robust methods by : Helga Bunke

Download or read book Statistical Methods of Model Building: Nonlinear regression, functional relations, and robust methods written by Helga Bunke and published by . This book was released on 1986 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotic Efficiency and Higher Order Efficiency of the Limited Information Maximum Likelihood Estimator in Large Econometric Models

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ISBN 13 :
Total Pages : 208 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Asymptotic Efficiency and Higher Order Efficiency of the Limited Information Maximum Likelihood Estimator in Large Econometric Models by : Naoto Kunitomo

Download or read book Asymptotic Efficiency and Higher Order Efficiency of the Limited Information Maximum Likelihood Estimator in Large Econometric Models written by Naoto Kunitomo and published by . This book was released on 1981 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Collected Papers of T.W. Anderson, 1943-1958

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Publisher :
ISBN 13 :
Total Pages : 950 pages
Book Rating : 4.:/5 (321 download)

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Book Synopsis The Collected Papers of T.W. Anderson, 1943-1958 by : Theodore Wilbur Anderson

Download or read book The Collected Papers of T.W. Anderson, 1943-1958 written by Theodore Wilbur Anderson and published by . This book was released on 1990 with total page 950 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Methods of Model Building

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ISBN 13 :
Total Pages : 458 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Statistical Methods of Model Building by : Helga Bunke

Download or read book Statistical Methods of Model Building written by Helga Bunke and published by . This book was released on 1986 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Research Projects and Publications

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ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Research Projects and Publications by :

Download or read book Research Projects and Publications written by and published by . This book was released on 1980 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Index to Statistics, Applications, Methods and Theory

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Publisher :
ISBN 13 :
Total Pages : 812 pages
Book Rating : 4.3/5 (91 download)

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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 1997 with total page 812 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.

Mathematical Reviews

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ISBN 13 :
Total Pages : 984 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2008 with total page 984 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Equilibrium Turnpike Theory with Constant Returns to Scale and Possible Heterogeneous Discount Factors

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Publisher :
ISBN 13 :
Total Pages : 100 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Equilibrium Turnpike Theory with Constant Returns to Scale and Possible Heterogeneous Discount Factors by : Jeffrey L. Coles

Download or read book Equilibrium Turnpike Theory with Constant Returns to Scale and Possible Heterogeneous Discount Factors written by Jeffrey L. Coles and published by . This book was released on 1983 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Incomplete Resource Allocation Mechanisms

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Publisher :
ISBN 13 :
Total Pages : 70 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Incomplete Resource Allocation Mechanisms by : Peter J. Hammond

Download or read book Incomplete Resource Allocation Mechanisms written by Peter J. Hammond and published by . This book was released on 1981 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt: