Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: an application to the NAIRU

DOI10.1016/J.ECONLET.2010.04.002MaRDI QIDQ991348zbMATH OpenOpenAlexFDO

Authors J. N. Lye, J. G. Hirschberg

Publication date 7 September 2010

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2010.04.002

zbMATH Keywords

Fieller methodconfidence ellipse1st derivative functioneviewsstata

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25)

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Cites work

• scientific article; zbMATH DE number 3092162 (Why is no real title available?)
• A Geometric Approach to Confidence Sets for Ratios: Fieller's Theorem, Generalizations, and Bootstrap
• Inferential methods for elasticity estimates
• Multiple Testing Versus Multiple Estimation. Improper Confidence Sets. Estimation of Directions and Ratios
• On multivariate confidence regions and simultaneous confidence limits for ratios
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
• THE DISTRIBUTION OF THE INDEX IN A NORMAL BIVARIATE POPULATION
• Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: an application to the NAIRU

Cited in

(2)

• Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: an application to the NAIRU
• Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares

Describes a project that uses

Uses Software

• Stata
• EViews

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