scientific article; zbMATH DE number 3366404
From MaRDI portal
Publication:5639250
zbMath0231.62113MaRDI QIDQ5639250
Publication date: 1971
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
Optimal estimation control strategies for dynamic economic models with applications to environmental modelling ⋮ Random group effects and the precision of regression estimates ⋮ On maximum information strategies for estimation of stochastic multiple response systems ⋮ Estimating long-run relationships from dynamic heterogeneous panels ⋮ Maximum likelihood estimates for the Hildreth–Houck random coefficients model ⋮ Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models ⋮ Bayesian and non-Bayesian approaches to statistical inference and decision-making ⋮ Local influence assessment based on local divergence in stochastic regression model ⋮ Misspecified heterogeneity in panel data models ⋮ Unnamed Item ⋮ Misspecification in random coefficient regression models: A Monte Carlo simulation ⋮ A time-varying model of rational learning ⋮ The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators ⋮ A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters ⋮ A measure of economic efficiency using returns to scale ⋮ Prediction in Random Coefficient Regression Models ⋮ A Medical Application of the General Random Coefficient Regression Model ⋮ Small samples and collateral information. An application of the hyperparameter model ⋮ D-optimal designs for linear mixed model with random effects of Dirichlet process ⋮ Efficient pseudo-Gaussian and rank-based detection of random regression coefficients ⋮ Some identification and estimation results for regression models with stochastically varying coefficients ⋮ Application of Random Coefficient Regression Model to Myopia Data: A Case Study ⋮ Large sample inference in random coefficient regression models ⋮ When does Heckman's two-step procedure for censored data work and when does it not? ⋮ Pooling data for the analysis of dynamic marketing systems ⋮ Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model ⋮ Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression ⋮ A seemingly unrelated regression model in a credibility framework. ⋮ Bayesian inference for random coefficient dynamic panel data models ⋮ Application of M-Estimators to Cross-Section Effect Models ⋮ Rank tests for testing randomness of a regression coefficient in a linear regression model ⋮ A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology ⋮ Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates ⋮ A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service ⋮ Optimal estimation in random coefficient regression models ⋮ Random coefficient first-order autoregressive models ⋮ Random coefficient first-order autoregressive models ⋮ The error components regression model: conditional relative efficiency comparisons ⋮ Response predictions in regressions on panel data ⋮ Unnamed Item ⋮ On random least-square analysis ⋮ Non-parametric testing of discrete panel data models ⋮ Latent Variable Modelling: A Survey* ⋮ Some simulation results for the linear expenditure system with random marginal budget shares ⋮ Estimation of a dynamic demand function for gasoline with different schemes of parameter variation ⋮ The error components model conditions for the existence of the maximum likelihood estimates ⋮ Estimation of common coefficients in two regression equations ⋮ Bayesian estimation of a random coefficient model ⋮ Multivariate regression models for panel data ⋮ An elementary method for the statistical analysis of growth curves ⋮ Efficient estimation of general linear mixed effects models ⋮ Reconsidering heterogeneity in panel data estimators of the stochastic frontier model