Estimates of parameters in model (13) with an intercept and AR(1) disturbances
Prediction models for clustered data: comparison of a random intercept and standard regression model
... different estimates of the regression coefficients than standard regression techniques neglecting the clustered data structure ...effects model (having different regression parameters compared to a ...
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A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment
... an AR(1) model with unknown ...the model considered taking into account the property of non-similarity, and the influence of the values of the nuisance parameters has been ...the ...
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On Intercept Estimation in the Sample Selection Model
... (or 1(¢)) in situations where an asymptotic bias is ...the parameters of the tail distribution of W and in the function !(W ) are known solving the …rst-order condition for ° and then substituting into the ...
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Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors
... The method of mean-shift outlier model is one of the most important approaches for detecting discordant outliers in the regression analysis. Since the existence of outliers and influential observations are ...
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Estimates of Armington parameters for a landlocked economy
... The Armington elasticity for Textiles is 4.232, since it displays the lowest normalized entropy statistic. Based on the same criterion, Armington estimate for Transport is 1.696. We could have chosen 0.774 but, instead, ...
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Shrinkage estimators of intercept parameters of two simple regression models with suspected equal slopes
... the intercept parameter of a simple linear regression model involves the slope ...the intercept param- eters of two linear regression models with normal errors, when it is apriori suspected that the ...
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Estimates of genetic parameters for Holstein cows for test-day yield traits with a random regression cubic spline model
... 'Roman L. Genetic parameters were estimated with restricted max- i~num likeli1iood for individual test-day milk. and protein yields and somatic cell scores with a random regressi[r] ...
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Assessing the role of uncertain precipitation estimates on the robustness of hydrological model parameters under highly variable climate conditions
... hydrological model, we identified parameters with the highest influence in simulated ...the model development team suggests the following parameters to be ...Xinanjiang model (Zhao and ...
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Disturbances in groundwater chemical parameters related to seismic and volcanic activity in Kamchatka (Russia)
... On 1 January 1996 a strong eruption started from the Karymsky volcano, that is located about 100 km far from the well, in the north-northeastern ...schematic model able to justify such a phenomenology and ...
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Diagnostic Measures in Ridge Regression Model with AR(1) Errors under the Stochastic Linear Restrictions
... make parameters estimates to have large variances so the confidence intervals of regression coefficients get wider and the p-values would be misleading; consequently, we have doubt about the necessity of a ...
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Estimates of the Hydraulic Parameters of Aquifers in Cache Valley, Utah and Idaho
... Atmospheric Administration (NOAA) website (http://www.noaa.gov) and the Utah Climate Center (http://climate.usurf.usu.edu) also have over 100 years of precipitation data for the entire Bear River watershed. Time-series ...
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SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects
... 1 Introduction 1 In several circumstances, a set of equations is to be estimated. Examples are the firm-specific wages of male and female workers, the firm-specific or industry-specific wages of skilled and ...
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CiteSeerX — Unequally spaced panel data regressions with AR(1) disturbances. Econometric Theory
... the AR~1! case has been generalized to the missing data case in time-series regressions by Shively ~1993!+ This POI test can be easily generalized for the unequally spaced panel data model and is ...
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3 Model Specification for the Gumbel-AR(1)
... Gumbel model fitted to the data are shown in Figures ...series model, the sample autocorrelation function and sample partial autocorrelation function are plotted in Figure 3 and 4 ...lag 1 suggesting ...
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Sequential test for unit root in AR(1) model
... Considering AR(1) process, we obtain the asymptotic distribution of the OLS estimator of the AR(1) parameter and the Fisher information based stopping time under a sequential sampling both ...
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Comparing the Intercept Mixture Model with the Slack-Variable Mixture Model
... the intercept model we showed that the intercept model can be used to reduce the ill- conditioning ...the intercept model, that is, the choose of which compo- nent should be ...
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Asymptotic Inference for the Weak Stationary Double AR(1) Model
... An AR(1) model with ARCH(1) error structure is known as the first-order double autoregressive (DAR(1)) ...scalar parameters of inter- est of the DAR(1) ...
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Testing the equality of two intercept for the parallel regression model
... slope parameters, namely (i) unknown (unspecified), (ii) known (specified), and (iii) suspected, we derive the unrestricted (UT), restricted (RT) and pretest (PTT) tests for testing the intercept ...
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Author Comments for Review #1 RC1 AR RC2 AR RC3 AR RC4 AR RC5
... well. AR Additional clarity of the subroutine and user-defined failure criteria have been ...the model where the stress state indicates rather than where the user has placed these ...
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Edgeworth Approximation of a Finite Sample Distribution for an AR(1) Model with Measurement Error
... Received July 25, 2012; revised August 27, 2012; accepted September 9, 2012 ABSTRACT In this paper, we consider the finite sample property of the ordinary least squares (OLS) estimator for an AR(1) ...
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