Linear Models With Correlated Disturbances
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Linear Models With Correlated Disturbances
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Author : Paul Knottnerus
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Linear Models With Correlated Disturbances written by Paul Knottnerus 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 2012-12-06 with Business & Economics categories.
In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q». It turns out that the calculations can be carried out either analytically or in a recursive manner.
Scaling And Uncertainty Analysis In Ecology
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Author : Jianguo Wu
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-07-02
Scaling And Uncertainty Analysis In Ecology written by Jianguo Wu 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 2006-07-02 with Science categories.
Primarily, the book draws together a series of important case studies to provide a comprehensive review and synthesis of the most recent concepts, theories and methods in scaling and uncertainty analysis. It compares current definitions and ideas concerning scale within a coherent framework, and examines two key scaling approaches: similarity-based scaling, which is rooted in the idea of similitude or self-similarity; and dynamic model-based scaling, which emphasizes processes and mechanisms. With case studies focusing on issues ranging from population to ecosystem processes; from biodiversity to landscape patterns; and from basic research to multidisciplinary management and policy-making, the book will appeal to both researchers and practitioners working on landscape issues. It will also provide a valuable resource for graduate students and professional trainees in ecology, environmental policy, resource management and global change science.
Specification Analysis In The Linear Model
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Author : Maxwell L. King
language : en
Publisher: Routledge
Release Date : 2018-03-05
Specification Analysis In The Linear Model written by Maxwell L. King and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-05 with Business & Economics categories.
Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt. The book includes an extensive survey of autocorrelation tests; some exact finite-sample tests; and some issues in preliminary test estimation. A wide range of other specification issues is discussed, including the implications of random regressors for Bayesian prediction; modelling with joint conditional probability functions; and results from duality theory. There is a major survey chapter dealing with specification tests for non-nested models, and some of the applications discussed by the contributors deal with the British National Accounts and with Australian financial and housing markets.
Linear Model Discrimination Theory Applied To The Choice Of Structure And Form Of Hydrologic Regression Models
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Author : Juan B. Valdes
language : en
Publisher:
Release Date : 1976
Linear Model Discrimination Theory Applied To The Choice Of Structure And Form Of Hydrologic Regression Models written by Juan B. Valdes and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Bayesian statistical decision theory categories.
Econometric Models With Panel Data Applications With Stata
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Author : CESAR PEREZ LOPEZ
language : en
Publisher: CESAR PEREZ
Release Date : 2022
Econometric Models With Panel Data Applications With Stata written by CESAR PEREZ LOPEZ and has been published by CESAR PEREZ this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with Computers categories.
This book explores the panel data econometrics through STATA. The most important topics are the following: Linear regression estimators in panel data models, fixed and random effects, heteroskedasticity and autocorrelation in panel data models, instrumental variables and two stage least squares in panel data models, dynamic panel data models, logit and probit panel data models, censored panel data models, count panel data models, Tobit panel data models, Poisson panel data models, negative binomial panel data models and others models with panel data.
Inside A Modern Macroeconometric Model
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Author : Alan A. Powell
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Inside A Modern Macroeconometric Model written by Alan A. Powell 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 2012-12-06 with Business & Economics categories.
As Ken Wallis has pOinted out. all macroeconomic forecasters and policy analysts use economic models. That is. they have a way of going from assumptions about macroeconomic policy and the international environment. to a prediction of the likely future state of the economy. Some people do this in their heads. Increasingly though. forecasting and policy analysis is based on a formal. explicit model. represented by a set of mathematical equations and solved by computer. This provides a framework for handling. in a consistent and systematic manner. the ever-increasing amounts of relevant information. Macroeconometric modelling though. is an inexact science. A manageable model must focus only on the major driving forces in a complex economy made up of millions of households and fIrms. International economic agencies such as the IMF and OECD. and most treasuries and central banks in western countries. use macroeconometric models in their forecasting and policy analysis. Models are also used for teaching and research in universities. as well as for commercial forecasting in the private sector.
On Overlapping Generations Models With Productive Capital
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Author : Günther Lang
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
On Overlapping Generations Models With Productive Capital written by Günther Lang 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 2012-12-06 with Business & Economics categories.
This book was born out of a five-years research at Sonderforschungsbe reich 303 by the Deutsche Forschungsgemeinschaft (DFG) at Rheinische Friedrich-Wilhelms-Universitiit Bonn and was approved as my doctoral thesis by the Rechts-und Staatswissenschaftliche Fakultiit in December 1994. It was my former colleague Wolfgang Peters who had drawn my atten tion to overlapping-generations models and to problems of intergenerational efficiency and distribution. The subtle connection between the latter two has been fascinating me from the very beginning: redistribution of the results of free trade can become necessary from the point of view of efficiency, although no externalities hamper the development of an economy. In spite of being a matured part of economics, neoclassical growth theory had left many questions unsolved, some of them even unrecognized by a large part of our profession. I took up the challenge to contribute to the investigation of some of these thorny problems. One of these issues is the often quoted idea of the inter generational con tract. Although intergenerational transfers can improve intertemporal effi ciency, the design of pension schemes to achieve an improvement of well-being of some generations without hurting that of any other, is not an easy task in an economy with flexible prices. Quite frequently, only interest rate and growth rate are taken into account when deciding on whether a generation wins or looses.
Research Tools In Natural Resource And Environmental Economics
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Author : Amitrajeet A. Batabyal
language : en
Publisher: World Scientific
Release Date : 2011
Research Tools In Natural Resource And Environmental Economics written by Amitrajeet A. Batabyal and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
Key Features:First book of its kind in the fieldExamines and analyzes how key tools are used to conduct theoretical and empirical research in natural resource and environmental economics in contemporary timesCompiles various articles and accounts concerned with the relevant pedagogical discussionWritten by recognized experts and prominent international researchers in the field.
Stochastic Models Estimation And Control
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Author : Peter S. Maybeck
language : en
Publisher: Academic Press
Release Date : 1982-08-25
Stochastic Models Estimation And Control written by Peter S. Maybeck and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982-08-25 with Mathematics categories.
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Financial Reporting In Malaysia
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Author : Khairul Anuar Kamaruddin
language : en
Publisher: Utusan Publications
Release Date : 2004
Financial Reporting In Malaysia written by Khairul Anuar Kamaruddin and has been published by Utusan Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Accounting categories.