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Author : James H. Stock
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 (91 download)
Download or read book The Consistency of Least Squares Estimators in Error Correction Models written by James H. Stock and published by . This book was released on 1984 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of Nonlinear Error Correction Models written by and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hira Koul
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory written by Hira Koul and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This article derives the consistency and asymptotic distribution of the bias corrected least squares estimators (LSEs) of the regression parameters in linear regression models when covariates have measurement error (ME) and errors and covariates form mutually independent long memory moving average processes. In the structural ME linear regression model, the nature of the asymptotic distribution of suitably standardized bias corrected LSEs depends on the range of the values of where ,, and are the LM parameters of the covariate, ME and regression error processes respectively. This limiting distribution is Gaussian when and non-Gaussian in the case . In the former case some consistent estimators of the asymptotic variances of these estimators and a log()-consistent estimator of an underlying LM parameter are also provided. They are useful in the construction of the large sample confidence intervals for regression parameters. The article also discusses the asymptotic distribution of these estimators in some functional ME linear regression models, where the unobservable covariate is non-random. In these models, the limiting distribution of the bias corrected LSEs is always a Gaussian distribution determined by the range of the values of )-)
Author : Norbert Christopeit
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (46 download)
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:
Author : Yasuyuki Toyooka
Publisher :
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (668 download)
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:
Author : Constantin Colonescu
Publisher : Lulu.com
ISBN 13 : 1387473611
Total Pages : 278 pages
Book Rating : 4.3/5 (874 download)
Download or read book Using R for Principles of Econometrics written by Constantin Colonescu and published by Lulu.com. This book was released on 2017-12-28 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.
Author : Hilmar Drygas
Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (549 download)
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:
Author : Michael Wickens
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.X/5 (1 download)
Download or read book Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models written by Michael Wickens and published by . This book was released on 1987 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hilmar Drygas
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (549 download)
Download or read book Consistency of the least squares and Gauss-Markov estimators in regression models written by Hilmar Drygas and published by . This book was released on 1969 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christopher Dougherty
Publisher : Oxford University Press, USA
ISBN 13 : 0199676828
Total Pages : 609 pages
Book Rating : 4.1/5 (996 download)
Download or read book Introduction to Econometrics written by Christopher Dougherty and published by Oxford University Press, USA. This book was released on 2016 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: Combining the rigour of econometric theory with an accessible style, Dougherty's step by step explanations and relevant practical exercises ensure students develop an intuitive understanding of econometrics, and gain hands-on experience of the tools used in economic and financial forecasting.
Author : Denzil G. Fiebig
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.3/5 ( download)
Download or read book Properties of Ordinary Least Squares Estimators in Regression Models with Non-spherical Disturbances written by Denzil G. Fiebig and published by . This book was released on 1989 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bruce Hansen
Publisher : Princeton University Press
ISBN 13 : 0691235899
Total Pages : 1080 pages
Book Rating : 4.6/5 (912 download)
Download or read book Econometrics written by Bruce Hansen and published by Princeton University Press. This book was released on 2022-08-16 with total page 1080 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgroundsDraws on integrated, research-level datasets, provided on an accompanying websiteDiscusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learningFeatures hundreds of exercises that enable students to learn by doingIncludes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examplesCan serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists
Author : Norbert Christopeit
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (258 download)
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:
Author : Norbert Christopeit
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (118 download)
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:
Author : Norbert Christopeit
Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.:/5 (313 download)
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:
Author : Fouad Sabry
Publisher : One Billion Knowledgeable
ISBN 13 :
Total Pages : 272 pages
Book Rating : 4.2/5 (22 download)
Download or read book Econometrics written by Fouad Sabry and published by One Billion Knowledgeable. This book was released on 2023-12-16 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: What is Econometrics The field of econometrics involves the utilization of statistical techniques to analyze economic data with the objective of providing empirical evidence to economic relationships. More specifically, it refers to "the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference." In a textbook that provides an introduction to economics, econometrics is described as a tool that enables economists to "sift through mountains of data to extract simple relationships." In the field of econometrics, Jan Tinbergen is identified as one of the two founding fathers. That other individual, Ragnar Frisch, was also the one who first used the phrase in the manner that it is used today. How you will benefit (I) Insights, and validations about the following topics: Chapter 1: Econometrics Chapter 2: Least squares Chapter 3: Gauss-Markov theorem Chapter 4: Regression analysis Chapter 5: Consistent estimator Chapter 6: Instrumental variables estimation Chapter 7: Probit model Chapter 8: Ordinary least squares Chapter 9: Simple linear regression Chapter 10: Seemingly unrelated regressions Chapter 11: Breusch-Pagan test Chapter 12: Cochrane-Orcutt estimation Chapter 13: Generalized least squares Chapter 14: Statistical model specification Chapter 15: Heteroskedasticity-consistent standard errors Chapter 16: Heckman correction Chapter 17: Polynomial regression Chapter 18: Error correction model Chapter 19: Errors-in-variables models Chapter 20: Linear regression Chapter 21: Homoscedasticity and heteroscedasticity (II) Answering the public top questions about econometrics. (III) Real world examples for the usage of econometrics in many fields. (IV) Rich glossary featuring over 1200 terms to unlock a comprehensive understanding of econometrics. (eBook only). Who will benefit Professionals, undergraduate and graduate students, enthusiasts, hobbyists, and those who want to go beyond basic knowledge or information for any kind of econometrics.
Author : Norbert Christopeit
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (13 download)
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.
