Testing for Serial Independence in Error Components Models
Author : John P. Small
Publisher :
Page : 24 pages
File Size : 46,84 MB
Release : 1993
Category : Autocorrelation (Statistics)
ISBN :
Author : John P. Small
Publisher :
Page : 24 pages
File Size : 46,84 MB
Release : 1993
Category : Autocorrelation (Statistics)
ISBN :
Author : Yves Croissant
Publisher : John Wiley & Sons
Page : 435 pages
File Size : 50,56 MB
Release : 2018-08-10
Category : Mathematics
ISBN : 1118949188
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Author : Michael H. Kutner
Publisher : McGraw-Hill/Irwin
Page : 1396 pages
File Size : 26,44 MB
Release : 2005
Category : Mathematics
ISBN : 9780072386882
Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.
Author : Rolla Edward Park
Publisher :
Page : 54 pages
File Size : 21,1 MB
Release : 1979
Category : Mathematics
ISBN :
A Monte Carlo study is made of the small sample properties of various estimators of the linear regression model with first-order autocorrelated errors. When independent variables are trended, estimators using T transformed observations (Prais-Winsten) are much more efficient than those using T-1 (Cochrane-Orcutt). The best of the feasible estimators is iterated Prais-Winsten using a sum-of-squared-error minimizing estimate of the autocorrelation coefficient rho. None of the feasible estimators performs well in hypothesis testing; all seriously underestimate standard errors, making estimated coefficients appear to be much more significant than they actually are. (Author).
Author : Edward W. Frees
Publisher : Cambridge University Press
Page : 492 pages
File Size : 36,75 MB
Release : 2004-08-16
Category : Business & Economics
ISBN : 9780521535380
An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.
Author : A. H. Welsh
Publisher : John Wiley & Sons
Page : 480 pages
File Size : 28,8 MB
Release : 2011-09-15
Category : Mathematics
ISBN : 1118165438
Relevant, concrete, and thorough--the essential data-based text onstatistical inference The ability to formulate abstract concepts and draw conclusionsfrom data is fundamental to mastering statistics. Aspects ofStatistical Inference equips advanced undergraduate and graduatestudents with a comprehensive grounding in statistical inference,including nonstandard topics such as robustness, randomization, andfinite population inference. A. H. Welsh goes beyond the standard texts and expertly synthesizesbroad, critical theory with concrete data and relevant topics. Thetext follows a historical framework, uses real-data sets andstatistical graphics, and treats multiparameter problems, yet isultimately about the concepts themselves. Written with clarity and depth, Aspects of Statistical Inference: * Provides a theoretical and historical grounding in statisticalinference that considers Bayesian, fiducial, likelihood, andfrequentist approaches * Illustrates methods with real-data sets on diabetic retinopathy,the pharmacological effects of caffeine, stellar velocity, andindustrial experiments * Considers multiparameter problems * Develops large sample approximations and shows how to use them * Presents the philosophy and application of robustness theory * Highlights the central role of randomization in statistics * Uses simple proofs to illuminate foundational concepts * Contains an appendix of useful facts concerning expansions,matrices, integrals, and distribution theory Here is the ultimate data-based text for comparing and presentingthe latest approaches to statistical inference.
Author : Trevor Stanley Breusch
Publisher :
Page : 52 pages
File Size : 14,22 MB
Release : 1978
Category : Statistical hypothesis testing
ISBN : 9780909541552
Author : Siddhartha Chib
Publisher :
Page : 40 pages
File Size : 35,84 MB
Release : 1996
Category : Linear programming
ISBN :
Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 340 pages
File Size : 11,3 MB
Release : 1991-06-15
Category : Business & Economics
ISBN : 9781557752192
This volume, edited by Mohsin S. Khan, Peter J. Montiel, and Nadeem U. Haque, examines recent IMF-developed empirical macroeconomic models dealing with adjustment and stabilization policies in developing countries. Some models are relevant for specific countries, and others relate to groups of developing countries.
Author : Rainer Winkelmann
Publisher :
Page : 32 pages
File Size : 27,9 MB
Release : 1996
Category : Econometric models
ISBN :