Strong Consistency of Least Squares Estimators in the Monotone Regression Model with Stochastic Regressors

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ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.:/5 (313 download)

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Book Synopsis Strong Consistency of Least Squares Estimators in the Monotone Regression Model with Stochastic Regressors by : Norbert Christopeit

Download or read book Strong Consistency of Least Squares Estimators in the Monotone Regression Model with Stochastic Regressors written by Norbert Christopeit and published by . This book was released on 1985 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors

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ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors by : Norbert Christopeit

Download or read book Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors written by Norbert Christopeit and published by . This book was released on 2015 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: Strong consistency of least squares estimators of the slope parameter in simple linear regression models is established for predetermined stochastic regressors. The main result covers a class of models which falls outside the applicability of what is presently available in the literature. An application to the identification of economic models with adaptive learning is discussed.

Strong Consistency of the Least Squares Estimator in Regression Models with Adaptive Learning

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

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Book Synopsis Strong Consistency of the Least Squares Estimator in Regression Models with Adaptive Learning by : Norbert Christopeit

Download or read book Strong Consistency of the Least Squares Estimator in Regression Models with Adaptive Learning written by Norbert Christopeit and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Note on an Estimation Problem in Models with Adaptive Learning

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ISBN 13 :
Total Pages : 10 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis A Note on an Estimation Problem in Models with Adaptive Learning by : Norbert Christopeit

Download or read book A Note on an Estimation Problem in Models with Adaptive Learning written by Norbert Christopeit and published by . This book was released on 2013 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides an example of a linear regression model with predetermined stochastic regressors for which the sufficient condition for strong consistency of the ordinary least squares estimator by Lai & Wei (1982, Annals of Statistics) is not met. Nevertheless, the estimator is strongly consistent, as shown in a companion paper, cf. Christopeit & Massmann (2013b). This is intriguing because the Lai & Wei condition is the best currently available and is referred to as “in some sense the weakest possible”. Moreover, the example discussed in this paper arises naturally in a class of macroeconomic models with adaptive learning, the estimation of which has recently gained popularity amongst researchers and policy makers.

Strong Consistence of Least Squares Estimators in the Monotone Regression Model

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ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (634 download)

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Book Synopsis Strong Consistence of Least Squares Estimators in the Monotone Regression Model by : Norbert Christopeit

Download or read book Strong Consistence of Least Squares Estimators in the Monotone Regression Model written by Norbert Christopeit and published by . This book was released on 1983 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Consistency of Least Squares Estimators in Linear Regression Models

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ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (46 download)

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Book Synopsis Strong Consistency of Least Squares Estimators in Linear Regression Models by : Norbert Christopeit

Download or read book Strong Consistency of Least Squares Estimators in Linear Regression Models written by Norbert Christopeit and published by . This book was released on 1980 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong consistency of generalized least squares estimators in linear regression models

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ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (258 download)

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Book Synopsis Strong consistency of generalized least squares estimators in linear regression models by : Norbert Christopeit

Download or read book Strong consistency of generalized least squares estimators in linear regression models written by Norbert Christopeit and published by . This book was released on 1977 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Weak and strong consistency of the least squares estimators in regression models

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ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (549 download)

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Book Synopsis Weak and strong consistency of the least squares estimators in regression models by : Hilmar Drygas

Download or read book Weak and strong consistency of the least squares estimators in regression models written by Hilmar Drygas and published by . This book was released on 1973 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic

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ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic by : P. K. Bhattacharya (Mathematician)

Download or read book Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic written by P. K. Bhattacharya (Mathematician) and published by . This book was released on 1961 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the linear regression of y on x observations the loss in estimating the true regression function by another function is considered as a loss function. For the loss function, it is shown under certain conditions that if the class of estimates which are linear in y's and have bounded risk is non-empty, then the estimate obtained by the method of least squares belongs to this class and has uniformly minimum risk in this class. A necessary and sufficient condition on the distribution function of x observations is obtained for this class to be non-empty, which unfortunately is not easy to verify in particular cases and is violated in a ver simple situation. owever, by a sequential modification of the sampling scheme, this condition may always be satisfied at the cost of an arbitrarily small increase in the expected sa ple size. I T IS ALSO SHOWN UNDER CERTAIN FURTHER C NDITIONS ON THE FAMILY OF ADMISSIBLE DISTRIB TIONS THAT THE LEAST SQUARES ESTIMATOR IS MINIMAX IN THE CLASS OF ALL ESTIMATORS. (Author).

Bulletin - Institute of Mathematical Statistics

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ISBN 13 :
Total Pages : 994 pages
Book Rating : 4.:/5 (4 download)

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Book Synopsis Bulletin - Institute of Mathematical Statistics by : Institute of Mathematical Statistics

Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1987 with total page 994 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Seemingly Unrelated Regression Equations Models

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Publisher : CRC Press
ISBN 13 : 9780824776107
Total Pages : 398 pages
Book Rating : 4.7/5 (761 download)

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Book Synopsis Seemingly Unrelated Regression Equations Models by : Virendera K. Srivastava

Download or read book Seemingly Unrelated Regression Equations Models written by Virendera K. Srivastava and published by CRC Press. This book was released on 1987-05-29 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: The seemingly unrelated regression equations model; The least squares estimator and its variants; Approximate destribution theory for feasible generalized least squares estimators; Exact finite-sample properties of feasible generalized least squares estimators; Iterative estimators; Shrinkage estimators; Autoregressive disturbances; Heteroscedastic disturbances; Constrained error covariance structures; Prior information; Some miscellaneous topics.

Statistical Theory and Method Abstracts

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ISBN 13 :
Total Pages : 774 pages
Book Rating : 4.:/5 (4 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1995 with total page 774 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Consistency of Least Squares Estimates in Linear Regression Models Driven by Semimartingales

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ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (173 download)

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Book Synopsis Strong Consistency of Least Squares Estimates in Linear Regression Models Driven by Semimartingales by : Alain Le Breton

Download or read book Strong Consistency of Least Squares Estimates in Linear Regression Models Driven by Semimartingales written by Alain Le Breton and published by . This book was released on 1985 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Weak and Strong Consistency of Simple Least Squares Estimators in Regression Models and Uniform Strong Consistency of Residual Sample Spectral Density in the Error Process

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ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (668 download)

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Book Synopsis Weak and Strong Consistency of Simple Least Squares Estimators in Regression Models and Uniform Strong Consistency of Residual Sample Spectral Density in the Error Process by : Yasuyuki Toyooka

Download or read book Weak and Strong Consistency of Simple Least Squares Estimators in Regression Models and Uniform Strong Consistency of Residual Sample Spectral Density in the Error Process written by Yasuyuki Toyooka and published by . This book was released on 1978 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Consistency of the Least Squares Estimator in Nonlinear Regression

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ISBN 13 :
Total Pages : 12 pages
Book Rating : 4.:/5 (258 download)

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Book Synopsis Strong Consistency of the Least Squares Estimator in Nonlinear Regression by : henning Laeuter

Download or read book Strong Consistency of the Least Squares Estimator in Nonlinear Regression written by henning Laeuter and published by . This book was released on 1985 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Consistency and Bahadur Type Expansions of a Class of Minimum Distance Estimators in Linear Regression

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ISBN 13 :
Total Pages : 102 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Strong Consistency and Bahadur Type Expansions of a Class of Minimum Distance Estimators in Linear Regression by : Zhiwei Zhu

Download or read book Strong Consistency and Bahadur Type Expansions of a Class of Minimum Distance Estimators in Linear Regression written by Zhiwei Zhu and published by . This book was released on 1993 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong consistency of the least squares estimator in nonlinear regression

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ISBN 13 :
Total Pages : 12 pages
Book Rating : 4.:/5 (459 download)

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Book Synopsis Strong consistency of the least squares estimator in nonlinear regression by : Henning Läuter

Download or read book Strong consistency of the least squares estimator in nonlinear regression written by Henning Läuter and published by . This book was released on 1985 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt: