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Author : William Breen
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (657 download)
Download or read book The Covariance Matrix of the Limited Information Estimator and the Identification Test written by William Breen and published by . This book was released on 1969 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Franklin M. Fisher
Publisher :
ISBN 13 :
Total Pages : 10 pages
Book Rating : 4.:/5 (227 download)
Download or read book The Covariance Matrix of the Limited Information Estimator and the Identification Test: Comment written by Franklin M. Fisher and published by . This book was released on 1970 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt: In their article, Liu and Breen propose a new estimator of the large-sample asymptotic covariance matrix for the limited information maximum likelihood estimator in simultaneous equations, and question the interpretation of a statistic used in the past to test overidentifying restrictions. The present paper comments on this matter.
Author : Wouter J. Den Haan
Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.:/5 (321 download)
Download or read book A Practitioner's Guide to Robust Covariance Matrix Estimation written by Wouter J. Den Haan and published by . This book was released on 1996 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops asymptotic distribution theory for generalized method of moments (GMM) estimators and test statistics when some of the parameters are well identified, but others are poorly identified because of weak instruments. The asymptotic theory entails applying empirical process theory to obtain a limiting representation of the (concentrated) objective function as a stochastic process. The general results are specialized to two leading cases, linear instrumental variables regression and GMM estimation of Euler equations obtained from the consumption-based capital asset pricing model with power utility. Numerical results of the latter model confirm that finite sample distributions can deviate substantially from normality, and indicate that these deviations are captured by the weak instruments asymptotic approximations.
Author :
Publisher :
ISBN 13 :
Total Pages : 1038 pages
Book Rating : 4.:/5 (319 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 1038 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Phoebus J. Dhrymes
Publisher : Springer Science & Business Media
ISBN 13 : 1461243025
Total Pages : 411 pages
Book Rating : 4.4/5 (612 download)
Download or read book Topics In Advanced Econometrics written by Phoebus J. Dhrymes and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo metric model (GLSEM) and ending with the generalized method of mo ments (GMM). Thus, it covers the identification problem (Chapter 3), maximum likelihood (ML) methods (Chapters 3 and 4), two and three stage least squares (2SLS, 3SLS) (Chapters 1 and 2), the general nonlinear model (GNLM) (Chapter 5), the general nonlinear simultaneous equations model (GNLSEM), the special ca'3e of GNLSEM with additive errors, non linear two and three stage least squares (NL2SLS, NL3SLS), the GMM for GNLSEIVl, and finally ends with a brief overview of causality and re lated issues, (Chapter 6). There is no discussion either of limited dependent variables, or of unit root related topics. It also contains a number of significant innovations. In a departure from the custom of the literature, identification and consistency for nonlinear models is handled through the Kullback information apparatus, as well as the theory of minimum contrast (MC) estimators. In fact, nearly all estimation problems handled in this volume can be approached through the theory of MC estimators. The power of this approach is demonstrated in Chapter 5, where the entire set of identification requirements for the GLSEM, in an ML context, is obtained almost effortlessly, through the apparatus of Kullback information.
Author : John Lough Overholt
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.3/5 ( download)
Download or read book Analysis Data Inputs and Sensitivity Tests in War Games written by John Lough Overholt and published by . This book was released on 1971 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author discusses war gaming as an analytical tool for examining the effectiveness of various alternate courses of action or of military equipment and the role analysis has in the game. Wars and war games require sets of rules; The opposing sides attempt to select courses of actions which are favorable to each within these rules. Paradoxically, the great leaders find ways to break the rules as well as use them well; in war, decisions are changed which may not be tested when the rules are rigidly followed in a computer simulation. (Author).
Author : John Chipman
Publisher : Routledge
ISBN 13 : 1134340443
Total Pages : 383 pages
Book Rating : 4.1/5 (343 download)
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.
Author : Geert Dhaene
Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (91 download)
Download or read book The Information Matrix Test with Bootstrap-based Covariance Matrix Estimation written by Geert Dhaene and published by . This book was released on 2002 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 990 pages
Book Rating : 4.0/5 ( download)
Download or read book Selected Water Resources Abstracts written by and published by . This book was released on 1970 with total page 990 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert L. Friedheim
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.3/5 (5 download)
Download or read book Ocean Science in the United Nations Political Arena written by Robert L. Friedheim and published by . This book was released on 1971 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt: On the international scene, developing states with few scientists and little scientific infrastructure seem especially attracted to the position in the debate in the United Nations General Assembly and its Committe on the Peaceful Uses of the Sea-Bed. The less developed states believe that scientific discoveries made by scientists from the more developed states may be used for a variety of selfish and unselfish purposes, at the choice of the discovering nation. Whether correctly or not, the developing often equate scientific 'exploration' of the ocean with the exploration expeditions sponsored by the great European states. (Author).
Author : Kenneth A. Bollen
Publisher : John Wiley & Sons
ISBN 13 : 111861903X
Total Pages : 528 pages
Book Rating : 4.1/5 (186 download)
Download or read book Structural Equations with Latent Variables written by Kenneth A. Bollen and published by John Wiley & Sons. This book was released on 2014-08-28 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis of Ordinal Categorical Data Alan Agresti Statistical Science Now has its first coordinated manual of methods for analyzing ordered categorical data. This book discusses specialized models that, unlike standard methods underlying nominal categorical data, efficiently use the information on ordering. It begins with an introduction to basic descriptive and inferential methods for categorical data, and then gives thorough coverage of the most current developments, such as loglinear and logit models for ordinal data. Special emphasis is placed on interpretation and application of methods and contains an integrated comparison of the available strategies for analyzing ordinal data. This is a case study work with illuminating examples taken from across the wide spectrum of ordinal categorical applications. 1984 (0 471-89055-3) 287 pp. Regression Diagnostics Identifying Influential Data and Sources of Collinearity David A. Belsley, Edwin Kuh and Roy E. Welsch This book provides the practicing statistician and econometrician with new tools for assessing the quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are either unusual or inordinately influential; measure the presence and intensity of collinear relations among the regression data and help to identify the variables involved in each; and pinpoint the estimated coefficients that are potentially most adversely affected. The primary emphasis of these contributions is on diagnostics, but suggestions for remedial action are given and illustrated. 1980 (0 471-05856-4) 292 pp. Applied Regression Analysis Second Edition Norman Draper and Harry Smith Featuring a significant expansion of material reflecting recent advances, here is a complete and up-to-date introduction to the fundamentals of regression analysis, focusing on understanding the latest concepts and applications of these methods. The authors thoroughly explore the fitting and checking of both linear and nonlinear regression models, using small or large data sets and pocket or high-speed computing equipment. Features added to this Second Edition include the practical implications of linear regression; the Durbin-Watson test for serial correlation; families of transformations; inverse, ridge, latent root and robust regression; and nonlinear growth models. Includes many new exercises and worked examples. 1981 (0 471-02995-5) 709 pp.
Author : Theodore Wilbur Anderson
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 872 pages
Book Rating : 4.3/5 (91 download)
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:
Author : L. R. Klein
Publisher : Academic Press
ISBN 13 : 1483271617
Total Pages : 369 pages
Book Rating : 4.4/5 (832 download)
Download or read book Quantitative Economics and Development written by L. R. Klein and published by Academic Press. This book was released on 2014-05-12 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Theory, Econometrics, and Mathematical Economics: Quantitative Economics and Development: Essays in Memory of Ta-Chung Liu focuses on the advancements in the methodologies and processes in the field of quantitative economics. The selection first offers information on society, politics, and economic development, global stability of stochastic economic processes, and the design of mechanisms for the efficient allocation of public goods. Discussions focus on the design of individually incentive compatible mechanisms in an abstract setting, design problem under coalition formation, stability results for the economic models, invariant measures for diffusions, and disjoint principal-components method. The text then takes a look at critical observations on the labor theory of value and Sraffa's Standard Commodity and a generalization of Hotelling's solution. The manuscript examines an exploratory policy-oriented econometric model of a metropolitan area and the effect of simple specification error on the coefficients of "unaffected" variables, including distinctive features of the model and individual sectoral models. Temporal aggregation and econometric models; uniqueness of the representation of commodity-augmenting technical change; and technological change and growth performance in Taiwan agriculture are also discussed. The selection is a valuable source of data for economists and readers interested in quantitative economics.
Author : Andrew C. Harvey
Publisher : MIT Press
ISBN 13 : 9780262081894
Total Pages : 418 pages
Book Rating : 4.0/5 (818 download)
Download or read book The Econometric Analysis of Time Series written by Andrew C. Harvey and published by MIT Press. This book was released on 1990 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs.
Author : Center for Naval Analyses
Publisher :
ISBN 13 :
Total Pages : 120 pages
Book Rating : 4.3/5 (243 download)
Download or read book Index of Selected Publications written by Center for Naval Analyses and published by . This book was released on 1971 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Center for Naval Analyses
Publisher :
ISBN 13 :
Total Pages : 212 pages
Book Rating : 4.:/5 (31 download)
Download or read book Index of Selected Publications (through December 1983). written by Center for Naval Analyses and published by . This book was released on 1984 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rex B. Kline
Publisher : Guilford Publications
ISBN 13 : 1462551912
Total Pages : 514 pages
Book Rating : 4.4/5 (625 download)
Download or read book Principles and Practice of Structural Equation Modeling written by Rex B. Kline and published by Guilford Publications. This book was released on 2023-05-24 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Significantly revised, the fifth edition of the most complete, accessible text now covers all three approaches to structural equation modeling (SEM)--covariance-based SEM, nonparametric SEM (Pearl’s structural causal model), and composite SEM (partial least squares path modeling). With increased emphasis on freely available software tools such as the R lavaan package, the text uses data examples from multiple disciplines to provide a comprehensive understanding of all phases of SEM--what to know, best practices, and pitfalls to avoid. It includes exercises with answers, rules to remember, topic boxes, and a new self-test on significance testing, regression, and psychometrics. The companion website supplies helpful primers on these topics as well as data, syntax, and output for the book's examples, in files that can be opened with any basic text editor. New to This Edition *Chapters on composite SEM, also called partial least squares path modeling or variance-based SEM; conducting SEM analyses in small samples; and recent developments in mediation analysis. *Coverage of new reporting standards for SEM analyses; piecewise SEM, also called confirmatory path analysis; comparing alternative models fitted to the same data; and issues in multiple-group SEM. *Extended tutorials on techniques for dealing with missing data in SEM and instrumental variable methods to deal with confounding of target causal effects. Pedagogical Features *New self-test of knowledge about background topics (significance testing, regression, and psychometrics) with scoring key and online primers. *End-of-chapter suggestions for further reading and exercises with answers. *Troublesome examples from real data, with guidance for handling typical problems in analyses. *Topic boxes on special issues and boxed rules to remember. *Website promoting a learn-by-doing approach, including data, extensively annotated syntax, and output files for all the book’s detailed examples.
