Multicollinearity In Linear Economic Models
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Multicollinearity In Linear Economic Models
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Author : D. Neeleman
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Multicollinearity In Linear Economic Models written by D. Neeleman 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.
It was R. Frisch, who in his publications 'Correlation and Scatter Analysis in Statistical Variables' (1929) and 'Statistical Confluence Analysis by means of Complete Regression Systems' (1934) first pointed out the complications that arise if one applies regression analysis to variables among which several independent linear relations exist. Should these relationships be exact, then there exist two closely related solutions for this problem, viz. 1. The estimation of 'stable' linear combinations of coefficients, the so-called estimable functions. 2. The dropping of the wen-known condition of unbiasedness of the estimators. This leads to minimum variance minimum bias estimators. This last solution is generalised in this book for the case of a model consisting of several equations. In econometrics however, the relations among variables are nearly always approximately linear so that one cannot apply one of the solutions mentioned above, because in that case the matrices used in these methods are, although ill-conditioned, always of full rank. Approximating these matrices by good-conditioned ones of the desired rank, it is possible to apply these estimation methods. In order to get an insight in the consequences of this approximation a simulation study has been carried out for a two-equation model. Two Stage Least Squares estimators and estimators found with the aid of the above mentioned estimation method have been compared. The results of this study seem to be favourable for this new method.
Multicollinearity In Linear Economic Models
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Author : D. Neeleman
language : en
Publisher: Springer
Release Date : 1973-07-31
Multicollinearity In Linear Economic Models written by D. Neeleman and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973-07-31 with Business & Economics categories.
It was R. Frisch, who in his publications 'Correlation and Scatter Analysis in Statistical Variables' (1929) and 'Statistical Confluence Analysis by means of Complete Regression Systems' (1934) first pointed out the complications that arise if one applies regression analysis to variables among which several independent linear relations exist. Should these relationships be exact, then there exist two closely related solutions for this problem, viz. 1. The estimation of 'stable' linear combinations of coefficients, the so-called estimable functions. 2. The dropping of the wen-known condition of unbiasedness of the estimators. This leads to minimum variance minimum bias estimators. This last solution is generalised in this book for the case of a model consisting of several equations. In econometrics however, the relations among variables are nearly always approximately linear so that one cannot apply one of the solutions mentioned above, because in that case the matrices used in these methods are, although ill-conditioned, always of full rank. Approximating these matrices by good-conditioned ones of the desired rank, it is possible to apply these estimation methods. In order to get an insight in the consequences of this approximation a simulation study has been carried out for a two-equation model. Two Stage Least Squares estimators and estimators found with the aid of the above mentioned estimation method have been compared. The results of this study seem to be favourable for this new method.
Dynamic Linear Economic Models
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Author : James L. Kenkel
language : en
Publisher: Routledge
Release Date : 2018-04-09
Dynamic Linear Economic Models written by James L. Kenkel and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-09 with Business & Economics categories.
Originally published in 1974. This book provides a rigorous and detailed introductory treatment of the theory of difference equations and their applications in the construction and analysis of dynamic economic models. It explains the theory of linear difference equations and various types of dynamic economic models are then analysed. Including plenty of examples of application throughout the text, it will be of use to those working in macroeconomics and econometrics.
Advanced Econometric Theory
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Author : John Chipman
language : en
Publisher: Routledge
Release Date : 2013-03-01
Advanced Econometric Theory written by John Chipman and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-01 with Business & Economics categories.
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.
The Paradigm Shift From A Linear Economy To A Smart Circular Economy
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Author : Mansoor Alaali
language : en
Publisher: Springer Nature
Release Date : 2025-07-28
The Paradigm Shift From A Linear Economy To A Smart Circular Economy written by Mansoor Alaali and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-07-28 with Technology & Engineering categories.
The concept of the circular economy has attracted the attention of scholars, researchers, professionals, and policymakers in recent years. The notion is characterised as an economy that intends to keep products, stocks, work in progress and materials at their highest utility and value continually, distinguishing between their technical and biological cycles. It is devised as a continuous positive development cycle that reserves and improves natural resources, optimizes outputs, and minimizes supply chain related risks by overseeing limited stocks and renewable flows of the stocks. Several legislations and policies are being developed to motivate and integrate SDGs and net zero-related approaches in companies, among which the circular economy (CE) is gaining momentum due to its documented impact on the elements of the SDGs and net zero. Efficient management of resources and utility via artificial intelligence is vital towards a smart circular economy by minimising waste/losses, pollution, and extraction of virgin resources. It is important to note that there is a difference between smart and traditional circular economies. This book focuses on the former and makes distinctions in terms of how technology systems and solutions can be effectively and efficiently implemented. This book “The Paradigm Shift from a Linear Economy to a Smart Circular Economy: The Role of Artificial Intelligence-Enabled Systems, Solutions and Legislations” discusses the transition from linear to smart circular economy by dissecting the role of artificial intelligence and other technologies such as big data, IoT and blockchain in such transformations. The book further aims to provide a platform for researchers, professionals, and students to closely investigate, discuss and examine the theories, philosophies, ontologies and the role of governments, policymakers, and businesses in supporting the transition to a smart economy via national initiatives, fiscal policies, and corporate governance. The book highlights the need for collaborative efforts between various actors including the private and public sectors through cross-disciplinary approaches to attain, maintain and sustain a smart circular economy.
Multiple Regression In Practice
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Author : William D. Berry
language : en
Publisher: SAGE
Release Date : 1985-05
Multiple Regression In Practice written by William D. Berry and has been published by SAGE this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985-05 with Mathematics categories.
The authors provide a systematic treatment of the major problems involved in using regression analysis. They clearly and concisely discuss the consequences of violating the assumptions of the regression model, procedures for detecting violations, and strategies for dealing with these problems.
Generalized Inverses And Applications
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Author : M. Zuhair Nashed
language : en
Publisher: Elsevier
Release Date : 2014-05-10
Generalized Inverses And Applications written by M. Zuhair Nashed and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
Generalized Inverses and Applications, contains the proceedings of an Advanced Seminar on Generalized Inverses and Applications held at the University of Wisconsin-Madison on October 8-10, 1973 under the auspices of the university's Mathematics Research Center. The seminar provided a forum for discussing the basic theory of generalized inverses and their applications to analysis and operator equations. Numerical analysis and approximation methods are considered, along with applications to statistics and econometrics, optimization, system theory, and operations research. Comprised of 14 chapters, this book begins by describing a unified approach to generalized inverses of linear operators, with particular reference to algebraic, topological, extremal, and proximinal properties. The reader is then introduced to the algebraic aspects of the generalized inverse of a rectangular matrix; the Fredholm pseudoinverse; and perturbations and approximations for generalized inverses and linear operator equations. Subsequent chapters deal with various applications of generalized inverses, including programming, games, and networks, as well as estimation and aggregation in econometrics. This monograph will be of interest to mathematicians and students of mathematics.
Econometrics For Dummies
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Author : Roberto Pedace
language : en
Publisher: John Wiley & Sons
Release Date : 2013-06-05
Econometrics For Dummies written by Roberto Pedace 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 2013-06-05 with Business & Economics categories.
Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. An excellent resource for anyone participating in a college or graduate level econometrics course Provides you with an easy-to-follow introduction to the techniques and applications of econometrics Helps you score high on exam day If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.
Complex Valued Modeling In Economics And Finance
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Author : Sergey Svetunkov
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-14
Complex Valued Modeling In Economics And Finance written by Sergey Svetunkov 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 2012-12-14 with Business & Economics categories.
Complex-Valued Modeling in Economics and Finance outlines the theory, methodology, and techniques behind modeling economic processes using complex variables theory. The theory of complex variables functions is widely used in many scientific fields, since work with complex variables can appropriately describe different complex real-life processes. Many economic indicators and factors reflecting the properties of the same object can be represented in the form of complex variables. By describing the relationship between various indicators using the functions of these variables, new economic and financial models can be created which are often more accurate than the models of real variables. This book pays critical attention to complex variables production in stock market modeling, modeling illegal economy, time series forecasting, complex auto-aggressive models, and economic dynamics modeling. Very little has been published on this topic and its applications within the fields of economics and finance, and this volume appeals to graduate-level students studying economics, academic researchers in economics and finance, and economists.
The Analysis Of Sports Forecasting
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Author : William S. Mallios
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
The Analysis Of Sports Forecasting written by William S. Mallios 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 Business & Economics categories.
Given the magnitude of currency speculation and sports gambling, it is surprising that the literature contains mostly negative forecasting results. Majority opinion still holds that short term fluctuations in financial markets follow random walk. In this non-random walk through financial and sports gambling markets, parallels are drawn between modeling short term currency movements and modeling outcomes of athletic encounters. The forecasting concepts and methodologies are identical; only the variables change names. If, in fact, these markets are driven by mechanisms of non-random walk, there must be some explanation for the negative forecasting results. The Analysis of Sports Forecasting: Modeling Parallels Between Sports Gambling and Financial Markets examines this issue.