Asymptotic Expansions Of The Distributions Of The Test Statistics For Overidentifying Restrictions In A System Of Simultaneous Equations

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Asymptotic Expansions Of The Distributions Of The Test Statistics For Overidentifying Restrictions In A System Of Simultaneous Equations

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Author : Stanford University. Institute for Mathematical Studies in the Social Sciences
language : en
Publisher:
Release Date : 1979

Asymptotic Expansions Of The Distributions Of The Test Statistics For Overidentifying Restrictions In A System Of Simultaneous Equations written by Stanford University. Institute for Mathematical Studies in the Social Sciences and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Distribution (Probability theory) categories.

The Refinement Of Econometric Estimation And Test Procedures

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Author : Garry D. A. Phillips
language : en
Publisher: Cambridge University Press
Release Date : 2007-02-01

The Refinement Of Econometric Estimation And Test Procedures written by Garry D. A. Phillips and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-01 with Business & Economics categories.

The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.

Discussion Paper

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Author :
language : en
Publisher:
Release Date : 1987

Discussion Paper written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Economics categories.

Studies In Econometrics Time Series And Multivariate Statistics

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Author : Samuel Karlin
language : en
Publisher: Academic Press
Release Date : 2014-05-10

Studies In Econometrics Time Series And Multivariate Statistics written by Samuel Karlin and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.

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.

Journal Of Econometrics

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Author :
language : en
Publisher:
Release Date : 1996

Journal Of Econometrics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Econometrics categories.

Contributions To Econometrics

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Author : John Denis Sargan
language : en
Publisher: CUP Archive
Release Date : 1988-06-16

Contributions To Econometrics written by John Denis Sargan and has been published by CUP Archive this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-06-16 with Business & Economics categories.

Ihs Journal

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Author : Institut für Höhere Studien, Wien
language : en
Publisher:
Release Date : 1979

Ihs Journal written by Institut für Höhere Studien, Wien and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Economics categories.

Equilibrium Turnpike Theory With Constant Returns To Scale And Possible Heterogeneous Discount Factors

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Author : Jeffrey L. Coles
language : en
Publisher:
Release Date : 1983

Equilibrium Turnpike Theory With Constant Returns To Scale And Possible Heterogeneous Discount Factors written by Jeffrey L. Coles and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Economics, Mathematical categories.

A Companion To Theoretical Econometrics

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Author : Badi H. Baltagi
language : en
Publisher: John Wiley & Sons
Release Date : 2008-04-15

A Companion To Theoretical Econometrics written by Badi H. Baltagi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-15 with Business & Economics categories.

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.

Identification And Inference For Econometric Models

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Author : Donald W. K. Andrews
language : en
Publisher: Cambridge University Press
Release Date : 2005-07-04

Identification And Inference For Econometric Models written by Donald W. K. Andrews and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-07-04 with Business & Economics categories.

This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.