scientific article; zbMATH DE number 3350922
From MaRDI portal
Publication:5626055
zbMath0221.62002MaRDI QIDQ5626055
Publication date: 1971
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Related Items (only showing first 100 items - show all)
Approximate generalized extreme value models of discrete choice ⋮ Asymptotic robustness of tests of overidentification and predeterminedness ⋮ The small sample properties of \(R^ 2\) in a misspecified regression model with stochastic regressors ⋮ Statistical inference of some effect sizes ⋮ The general Gauss-Markov model with possibly singular dispersion matrix ⋮ Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market ⋮ Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression ⋮ The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists ⋮ Predicting global temperature anomaly: a definitive investigation using an ensemble of twelve competing forecasting models ⋮ The small-sample power of Durbin's \(h\) test revisited ⋮ Higher moment estimators for linear regression models with errors in the variables ⋮ Robust estimators for simultaneous equations models ⋮ The loss in efficiency from using grouped data to estimate coefficients of group level variables ⋮ Econometric methodology and the philosophy of science ⋮ Minimum mean squared error estimation of each individual coefficient in a linear regression model ⋮ Limited information estimation and testing subject to linear constraints ⋮ The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches ⋮ Canonical correlation analyses for three data sets: A unified framework with application to management ⋮ Quantum tomography by regularized linear regressions ⋮ Fiscal policy, monetary policy and the efficiency of the stock market ⋮ Weighted least squares estimation of the linear probability model, revisited ⋮ The computation of test statistics for multivariate regression models in event studies ⋮ Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation ⋮ Partial GLS regression ⋮ Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions ⋮ Generalized adding-up in systems of regression equations ⋮ Length modified ridge regression ⋮ A note about the corrected VIF ⋮ Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity ⋮ Mixed regression estimator under inclusion of some superfluous variables ⋮ Preliminary test estimation in system regression models in view of asymmetry ⋮ Minimum mean-squared error estimation in linear regression with an inequality constraint ⋮ A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology ⋮ A more human-like portfolio optimization approach ⋮ Testing for autocorrelation in the autoregressive moving average error model ⋮ A new class of limited-information estimators for simultaneous equation systems ⋮ A note on least squares estimation and the blue in a generalized linear regression model ⋮ Properties of technical efficiency estimators in the stochastic frontier model ⋮ Post-experiment introduction of constraints on parameters ⋮ Testing equality of regression coefficients in heteroscedastic normal regression models ⋮ Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations ⋮ A note on three-stage least squares estimation ⋮ Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I ⋮ Consistent estimation of a regression with errors in the variables ⋮ Estimating nonparametric convex functions using gradient data ⋮ Autocorrelated disturbances in the light of specification analysis ⋮ Testing for functional misspecification in regression analysis ⋮ Coefficients of correlation for simultaneous equation systems ⋮ An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator ⋮ The optimal extended balanced loss function estimators ⋮ Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances ⋮ Harmonic alternatives to the Almon polynomial technique ⋮ Some properties of a class of biased regression estimators ⋮ Stochastic specification of production functions and economic implications ⋮ Uncorrelated residuals from linear models ⋮ Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\) ⋮ Asymptotic properties of a correlation coefficient type statistic connected with the general linear model ⋮ Spectral analysis of public utility returns ⋮ Design and estimation problems when estimating a regression coefficient from survey data ⋮ Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model ⋮ Estimation of a dynamic demand function for gasoline with different schemes of parameter variation ⋮ First-order identification in linear models ⋮ Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix ⋮ Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II ⋮ The exact moments of the least squares estimator for the autoregressive model ⋮ The effect of temporal aggregation on parameter estimation in distributed lag model ⋮ Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach ⋮ A comparative analysis of linear fitting for non-linear functions on optimization. A case study: Air pollution problems ⋮ Testing the exogeneity specification in the complete dynamic simultaneous equation model ⋮ Single-equation estimators and aggregation restrictions when equations have the same sets of regressors ⋮ Estimation of common coefficients in two regression equations ⋮ Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications ⋮ Bayesian analysis in econometrics ⋮ The synthetic hierarchy method: An optimizing approach to obtaining priorities in the AHP ⋮ Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables) ⋮ Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances ⋮ Mean and variance of \(R^ 2\) in small and moderate samples ⋮ The incidental parameter problem since 1948 ⋮ Restrictions on variables ⋮ Pre-test double \(k\)-class estimators in linear regression ⋮ On the formulation of empirical models in dynamic econometrics ⋮ Estimation of limited dependent variable models by ordinary least squares and the method of moments ⋮ MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression ⋮ Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances ⋮ Beyond the mean: a flexible framework for studying causal effects using linear models ⋮ A class of statistical estimators related to principal components ⋮ A comparison of the power of some tests for heteroskedasticity in the general linear model ⋮ The graph of the k-class estimator. An algebraic and statistical interpretation ⋮ Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations ⋮ MSE performance of a heterogeneous pre-test estimator ⋮ An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression ⋮ On B-robust instrumental variable estimation of the linear model with panel data. ⋮ Information indices: Unification and applications. ⋮ Generalized moment based estimation and inference ⋮ Minimum mean square error estimation in linear regression ⋮ Alternative methods of linear regression ⋮ Bayesian bootstrap multivariate regression ⋮ Issues arising in using samples as evidence in trademark cases ⋮ The multimode Procrustes problem ⋮ On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated
This page was built for publication: