Random-coefficient
Fixed and random coefficient time series
... It is difficult to compare the models which have been considered previously with the random coefficient autoregressive model, since B^(t) , B^(t) and e(t) are not estimable separately. Moreover, since the ...
153
Causes and effects of negative definite covariance matrices in Swamy Type Random Coefficient Models
... type random coefficient ...of coefficient dispersion is substantial, and the precision of the regression disturbances is ...the random coefficient covariance may lead to poor ...
26
Estimation and inference in mixed fixed and random coefficient panel data models
... the random effects, γ, together with a point estimate for θ, the vector of average coefficients and variance components of the ...being random in a full Bayesian ...of random coefficient ...
55
Heterogeneity in Hospitals' Responses to a Financial Reform: A Random Coefficient Analysis of The Impact of Activity Based Financing on Efficiency
... The coefficient vector is considered either as fixed and unstructured or as random coefficients, ...fixed coefficient version and (feasible) generalized least squares (GLS) for the random ...
38
Assuring finite moments for willingness to pay in random coefficients models
... Random coefficient models such as mixed logit are increasingly being used to allow for random heterogeneity in willingness to pay (WTP) ...cost coefficient enters the denominator, its ...
15
Option Pricing Applications of Quadratic Volatility Models
... Random coefficient autoregressive time series were in- troduced by Nicholls and Quinn [10] and some of their properties have been studied recently by Thavaneswaran ...of random variables {y t } is ...
16
A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model
... Swamy's random coefficient panel data (RCPD) ...fixed, random, and ...are random and but it does not when regression coefficients are fixed or ...fixed, random, or ...
13
Statistical inference for first order random coefficient integer valued autoregressive processes
... Integer-valued time series data are fairly common in economics and medicine, such as the number of patients in a hospital at a specific time. In this paper, we propose a method to estimate the unknown parameters in ...
12
Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties
... the random-coefficients models have been applied in different fields and they constitute a unifying setup for many statistical ...the random-coefficients approach to predict the stock returns at the New ...
24
The First Order Autoregressive Model with Coefficient Contains Non Negative Random Elements: Simulation and Esimation
... [3] A. Aue, L. Horvath and J. Steinbach, “Estimation in Random Coefficient Autoregressive Models,” Jour- nal of Time Series Analysis, Vol. 27, No. 1, 2006, pp. 61-76. doi:10.1111/j.1467-9892.2005.00453.x ...
6
Original Article Risk factors for secondary infection in foot eczema: a multicentre study
... the random coefficient was sta- tistically significant, thus a two-level logistic model was deemed to be reliable, though the clustering of secondary infection was not com- pletely eliminated in our ...
8
A Note on 'Bayesian analysis of the random coefficient model using aggregate data', an alternative approach
... full random walk MCMC approach is applied, that uses two random walk MCMC chains - one to draw the parameters of the model, and a sec- ond one to sampled an explicitly introduced uncorrelated error ...
24
Estimation for random coefficient integer valued autoregressive model under random environment
... a random coefficient INAR(1) model of the adjustable nature with the negative binomial thinning ...the random environment process transition probability matrix can be adjusted when the simulation is ...This ...
16
Test for parameter changes in generalized random coefficient autoregressive model
... The change-point problem has a long history and began with i.i.d. samples (see, e.g., [– ]). Observing that time series often suffer from structural changes, statisticians started the study of the change-point problem ...
12
Statistical inference in a random coefficient panel model
... In this paper, we have studied the WLS-based estimation of the average autoregressive root in a panel RCA model. We have shown that the estimator is always consistent, irrespective of the true value of the root ', of ...
45
Statistical inference in a random coefficient panel model
... Abstract. This paper studies the asymptotics of the Weighted Least Squares (WLS) estimator of the autoregressive root in a panel Random Coe¢ cient Autoregression (RCA). We show that, in an RCA context, there is no ...
46
Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
... The remainder of the paper is organized as follows. Section introduces the first-order random coefficient integer-valued autoregressive model under a random environment. Section develops some useful lemmas ...
9
Variable selection in generalized random coefficient autoregressive models
... the random coefficient autore- gressive (RCAR) model ...the random coefficient exponential autoregressive model ...generalized random coefficient autoregressive ...generalized random coefficient ...
14
Estimation of Population Variance Using the Coefficient of Kurtosis and Median of an Auxiliary Variable under Simple Random Sampling
... the coefficient of variation of study variable but prove inadequate for in practice, this parameter is ...known coefficient of variation but now that of the auxiliary variable for estimating population mean ...
12
Robustness and the Paradox of Bridging Organizations: The Exit Problem in Regional Water Governance Networks in Central America
... both random removal and targeted removal of bridging organizations, the expected value of average path length increases linearly above the observed value ...both random removal and removal of bridging ...
16