• No results found

Some aspects of statistical inference for econometrics

N/A
N/A
Protected

Academic year: 2019

Share "Some aspects of statistical inference for econometrics"

Copied!
209
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Regressors: Table (ix)and Variance Factor: X^

References

Related documents

Keywords: Benchmark dose, BMDL, Confidence limits, Dose-response models, Likelihood ratio tests, Maximum likelihood estimates, Multistage Weibull model, Parameters on

However, the situation for linear functionals supported on the unit cir- cle is rather more complicated that in the real line because the semi-infinite matrix associated with

Generalized Linear Mixed Models, Multivariate t Distribution, Multivariate Mixture Normal Distribution, Quasi-Monte Carlo, Newton-Raphson, Joint Modelling of Mean and

It is interesting to point out some observations on Probability Distribution Functions (PDF) of peak sound pressure levels originating from a great number of firecracker

Abstract In this paper the asymptotic behavior of the conditional least squares estimators of the offspring mean matrix for a 2-type critical positively regular Galton–Watson

Kariya showed that for a particular subclass of elliptically symmetric disturbance distributions, the Durbin-Watson test is an approximately uniformly most powerful

Keywords: Central limit theorem, Covariance stationary time series, Empirical spectral distribution, Independence test, Large dimensional sample covariance matrix; Linear

In this context a generalized D-criterion, which is an extension of the determinant criterion in the situation of a singular covariance matrix of random effects, and linear criteria,