Inference In Seemingly Unrelated Regression Equations Models
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Seemingly Unrelated Regression Equations Models
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Author : Virendera K. Srivastava
language : en
Publisher: CRC Press
Release Date : 2020-08-13
Seemingly Unrelated Regression Equations Models written by Virendera K. Srivastava and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-13 with Mathematics categories.
This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.
Inference In Seemingly Unrelated Regression Equations Models
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Author : Nagabhushana Rao R.V.S.S.
language : en
Publisher: LAP Lambert Academic Publishing
Release Date : 2013
Inference In Seemingly Unrelated Regression Equations Models written by Nagabhushana Rao R.V.S.S. and has been published by LAP Lambert Academic Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
This book has brought out the current estimation methods, stressing the basic inferential methods and discussing the various related problems arising in applying the methods to SURE models. Firstly, the SURE model with first-order scalar autoregressive errors; secondly, an Estimation procedure has been developed for SURE model with first-order scalar autoregressive errors; thirdly, the SURE model with first-order vector autoregressive errors has been specified and a new inferential techniques has been developed for its estimation; fourthly, an adaptable Ridge Regression estimation technique has been proposed for the SURE model under the problem of multicollinearity; finally, two new test procedures have been developed for testing nested and non-nested general linear hypotheses about the parameters to the SURE modeLS
Econometrics
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Author : Badi H. Baltagi
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Econometrics written by Badi H. Baltagi and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Business & Economics categories.
This book is intended for a first year graduate course in econometrics. However, the first six chapters have no matrix algebra and can be used in an advanced undergraduate class. This can be supplemented by some of the material in later chapters that do not require matrix algebra, like the first part of Chapter 11 on simultaneous equations and Chapter 14 on time-series analysis. This book teaches some of the basic econometric methods and the underlying assumptions behind them. Estimation, hypotheses testing and prediction are three recurrent themes in this book. Some uses of econometric methods include (i) empirical testing of economic t- ory, whether it is the permanent income consumption theory or purchasing power parity, (ii) forecasting, whether it is GNP or unemployment in the U.S. economy or future sales in the c- puter industry. (iii) Estimation of price elasticities of demand, or returns to scale in production. More importantly, econometric methods can be used to simulate the effect of policy changes like a tax increase on gasoline consumption, or a ban on advertising on cigarette consumption.
Computer Aided Econometrics
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Author : David E. A. Giles
language : en
Publisher: CRC Press
Release Date : 2003-06-18
Computer Aided Econometrics written by David E. A. Giles and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-18 with Mathematics categories.
Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices—focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.
Simultaneous Inference In Econometric Models
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Author : Walter Katzenbeisser
language : en
Publisher:
Release Date : 1981
Simultaneous Inference In Econometric Models written by Walter Katzenbeisser and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Econometric models 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.
The New Palgrave Dictionary Of Economics
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Author :
language : en
Publisher: Springer
Release Date : 2016-05-18
The New Palgrave Dictionary Of Economics written by and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-18 with Law categories.
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Computational Economic Systems
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Author : Manfred Gilli
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Computational Economic Systems written by Manfred Gilli and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Political Science categories.
The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. Computational Economic Systems: Models, Methods & Econometrics presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems. Part I of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behavior of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions. Contributions to Part II concern new computational approaches to economic problems. We find an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models.
Econometrics
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Author : Badi H. Baltagi
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-21
Econometrics written by Badi H. Baltagi and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-21 with Business & Economics categories.
Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis. This book’s strength lies in its ability to present complex material in a simple, yet rigorous manner. This superb fourth edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables as well as updating panel data methods.
Vector Generalized Linear And Additive Models
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Author : Thomas W. Yee
language : en
Publisher: Springer
Release Date : 2015-09-11
Vector Generalized Linear And Additive Models written by Thomas W. Yee and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-11 with Mathematics categories.
This book presents a greatly enlarged statistical framework compared to generalized linear models (GLMs) with which to approach regression modelling. Comprising of about half-a-dozen major classes of statistical models, and fortified with necessary infrastructure to make the models more fully operable, the framework allows analyses based on many semi-traditional applied statistics models to be performed as a coherent whole. Since their advent in 1972, GLMs have unified important distributions under a single umbrella with enormous implications. However, GLMs are not flexible enough to cope with the demands of practical data analysis. And data-driven GLMs, in the form of generalized additive models (GAMs), are also largely confined to the exponential family. The methodology here and accompanying software (the extensive VGAM R package) are directed at these limitations and are described comprehensively for the first time in one volume. This book treats distributions and classical models as generalized regression models, and the result is a much broader application base for GLMs and GAMs. The book can be used in senior undergraduate or first-year postgraduate courses on GLMs or categorical data analysis and as a methodology resource for VGAM users. In the second part of the book, the R package VGAM allows readers to grasp immediately applications of the methodology. R code is integrated in the text, and datasets are used throughout. Potential applications include ecology, finance, biostatistics, and social sciences. The methodological contribution of this book stands alone and does not require use of the VGAM package.