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Studies in econometrics, time series, and multivariate statistics /
Studies in Econometrics, Time Series, and Multivariate Statistics.
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
1983.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Front Cover; Studies in Econometrics, Time Series, and Multivariate Statistics; Copyright Page; Table of Contents; Contributors; Biographical Note; Bibliography of Theodore W. Anderson; PART I. Studies in Econometric and Quantitative Social Sciences; CHAPTER 1. A COMPARISON OF THE LOGIT MODEL AND NORMAL DISCRIMINANT ANALYSIS WHEN THE INDEPENDENT VARIABLES ARE BINARY; I. INTRODUCTION; II. BASIC FACTS; III. PREVIOUS RESULTS; IV. CASE OF ONE INDEPENDENT VARIABLE; V. CASE OF TWO INDEPENDENT VARIABLES; VI. SUMMARY AND CONCLUSIONS; APPENDIX; REFERENCES.
- Chapter 2. maximum likelihood estimation in a latent variable problemi. introduction; ii. the particular problem; iii. a general approach; iv. some details; v. results; vi. discussion and concluding remarks; acknowledgments; appendix i; appendix ii. some details of the computations; appendix iii; references; chapter 3. abnormal selection bias; i. introduction; ii. specification; iii. truncated mean functions; iv. analysis; v. extensions; vi. conclusions; vii. appendix a. logconcavity and the truncated mean function; viii. appendix b. logconcavity for specific distributions; acknowledgments.
- Chapter 6. prediction-based tests for misspecification in nonlinear simultaneous systemsi. introduction; ii. basic concepts, predictors and asymptotic expansions; iii. tests of mean prediction error; iv. regression tests; v. regression tests for linear models; vi. a nonlinear example; appendix; references; chapter 7. asymptotic properties of some estimators in structural models; i. introduction; ii. the model and estimators; iii. main results; iv. stochastic expansions and approximate cumulants; v. conclusions; references; chapter 8. identification in models with autoregressive errors.
- I. introductionii. algebraic prerequisites; iii. multiple solutions; iv. failure of the rank conditions on the first derivative matrix; v. local unidentifiability; vi. some special cases and prior probabilities; vii. zero roots and identification; viii. alternative approaches and general conclusion; references; chapter 9. optimal stabilization rules in a stochastic model of investment with gestation lags; i. introduction; ii. an investment model with heterogeneous gestation lags4; iii. optimal policy rules; iv. properties of optimal policy in a second order cyclical model.