Optimal experimental design in econometrics. The time series problem

DOI10.1016/0304-4076(78)90059-3zbMath0386.62065OpenAlexW1484737731MaRDI QIDQ1249821

Panagiotis A. Papakyriazis

Publication date: 1978

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90059-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05)

Related Items (5)

On maximum information strategies for estimation of stochastic multiple response systems ⋮ Identification of composite (∑+II) arma models by relatively simpler models ⋮ A brief introduction to the methodology of optimal experimental design ⋮ Optimal estimation policies of stochastic linear systems with time- varying parameters ⋮ Optimal experimental control in econometrics: the simultaneous equation problem

Cites Work

• DESIGN OF EXPERIMENTS IN NON-LINEAR SITUATIONS
• Restrictions on the Reduced Form and the Rank and Order Conditions
• Multiparameter Problems From a Bayesian Point of View
• Least squares estimation in the regression model with autoregressive-moving average errors
• Least squares estimation in dynamic-disturbance time series models
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