Circumstances in which different criteria of estimation can be applied to estimate policy effects
From MaRDI portal
Publication:1918152
DOI10.1016/0378-3758(95)00050-XzbMath0888.62118MaRDI QIDQ1918152
Rao N. Singamsetti, P. A. V. B. Swamy, Jatinder S. Mehta
Publication date: 8 June 1998
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
predictionnuisance parametersmaximum likelihoodBayesian statisticsconstrained estimationstochastic coefficients modelsfixed-coefficients modelspolicy effectsstochastic laws
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12)
Related Items (5)
The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation ⋮ A general framework for predicting returns from multiple currency investments ⋮ How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US ⋮ Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand ⋮ A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients
- Characterizing the consistent directions of least squares estimates
- On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples
- A random coefficient approach to seasonal adjustment of economic time series
- The 1988 Wald Memorial Lectures: The present position in Bayesian statistics. With comments and a rejoinder by the author
- A note on the unbiasedness of Swamy's estimator for the random coefficient regression model
- On the Nature and Discovery of Structure
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- A Constrained Least Squares Approach to the General Gauss-Markov Linear Model
- Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
- Fast Numerically Stable Computations for Generalized Linear Least Squares Problems
- Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems
- Best Linear Unbiased Prediction in the Generalized Linear Regression Model
This page was built for publication: Circumstances in which different criteria of estimation can be applied to estimate policy effects