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The Covariance Matrix Of The Limited Information Estimator And The Identification Test Comment
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Book Synopsis The Covariance Matrix of the Limited Information Estimator and the Identification Test: Comment by : Franklin M. Fisher
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.
Book Synopsis The Covariance Matrix of the Limited Information Estimator and the Identification Test by : William Breen
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:
Book Synopsis Scientific and Technical Aerospace Reports by :
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:
Book Synopsis Analysis Data Inputs and Sensitivity Tests in War Games by : John Lough Overholt
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).
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.
Book Synopsis A Practitioner's Guide to Robust Covariance Matrix Estimation by : Wouter J. Den Haan
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.
Book Synopsis Index of Selected Publications by : Center for Naval Analyses
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:
Book Synopsis Index of Selected Publications (through December 1983). by : Center for Naval Analyses
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:
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:
Download or read book Federal Register written by and published by . This book was released on 1977 with total page 1752 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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:
Book Synopsis Index of Selected Publications (through December 1975) by : Center for Naval Analyses
Download or read book Index of Selected Publications (through December 1975) written by Center for Naval Analyses and published by . This book was released on 1976 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Studies in Econometrics, Time Series, and Multivariate Statistics by : Samuel Karlin
Download or read book Studies in Econometrics, Time Series, and Multivariate Statistics written by Samuel Karlin and published by Academic Press. This book was released on 2014-05-10 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, and multivariate statistics. This book is organized into three parts encompassing 28 chapters. Part I contains studies on logit model, normal discriminant analysis, maximum likelihood estimation, abnormal selection bias, and regression analysis with a categorized explanatory variable. This part also deals with prediction-based tests for misspecification in nonlinear simultaneous systems and the identification in models with autoregressive errors. Part II highlights studies in time series, including time series analysis of error-correction models, time series model identification, linear random fields, segmentation of time series, and some basic asymptotic theory for linear processes in time series analysis. Part III contains papers on optimality properties in discrete multivariate analysis, Anderson’s probability inequality, and asymptotic distributions of test statistics. This part also presents the comparison of measures, multivariate majorization, and of experiments for some multivariate normal situations. Studies on Bayes procedures for combining independent F tests and the limit theorems on high dimensional spheres and Stiefel manifolds are included. This book will prove useful to statisticians, mathematicians, and advance mathematics students.
Book Synopsis The Collected Economic Papers of Professor Ta-chung Liu by : 劉大中
Download or read book The Collected Economic Papers of Professor Ta-chung Liu written by 劉大中 and published by . This book was released on 1976 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Information Matrix Test with Bootstrap-based Covariance Matrix Estimation by : Geert Dhaene
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:
Book Synopsis Quantitative Economics and Development by : L. R. Klein
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.
Book Synopsis Advanced Econometric Methods by : Thomas B. Fomby
Download or read book Advanced Econometric Methods written by Thomas B. Fomby and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
