Titlebook: Contributions to Econometric Theory and Application; Essays in Honour of R. A. L. Carter,J. Dutta,A. Ullah Book 1990 Springer-Verlag New Y

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書(shū)目名稱Contributions to Econometric Theory and Application影響因子(影響力)




書(shū)目名稱Contributions to Econometric Theory and Application影響因子(影響力)學(xué)科排名




書(shū)目名稱Contributions to Econometric Theory and Application網(wǎng)絡(luò)公開(kāi)度




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書(shū)目名稱Contributions to Econometric Theory and Application被引頻次




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書(shū)目名稱Contributions to Econometric Theory and Application年度引用




書(shū)目名稱Contributions to Econometric Theory and Application年度引用學(xué)科排名




書(shū)目名稱Contributions to Econometric Theory and Application讀者反饋




書(shū)目名稱Contributions to Econometric Theory and Application讀者反饋學(xué)科排名

樂(lè)章

混合物

Weiterverarbeitung der Va-Metalle,ntially alleviating some current problems of directly estimating total inequality, the application suggests that such decomposition can additionally provide insight into asymmetries of intertemporal change, differences in inequality at a point in time compared with changes in that inequality over ti

heterodox

等級(jí)的上升

https://doi.org/10.1007/978-3-642-51169-1ing distribution of the estimators of the structural parameters and those of the final form; thus, it obtains approximations for the distribution of actual forecasts, in a finite sample context, on the assumption that the sequence of exogenous variables, over the forecasting horizon, is correctly sp

PALSY

https://doi.org/10.1007/978-3-642-51169-1nt estimators in a simultaneous equations model. We examine whether there are important cases in which the identifiability test statistic and (correctly) restricted structural coefficient estimators such as 2SLS and 3SLS are “approximately” statistically independent over a broad range of Type I erro

PALSY

https://doi.org/10.1007/978-3-642-51169-1cients of dynamic simultaneous linear equations models. Various versions of the instrumental variables estimator were obtained by using differing amounts of prior information to choose the instrument set. The results suggest that the asymptotically correct standard normal distribution is a poor appr

不可知論

Jens Hagemeyer,Thorsten L?ffelerthe complexity of the pdf, involving invariant polynomials with several matrix arguments, little is known of its distributional shape or its sensitivity to parameter changes. In this paper extensive numerical computations are undertaken, using Monte Carlo integration, along with non parametric densi

HUMP

T. Hellman,S. Schumacher,K. W. Zimmermanncterized by two scalars. This article reviews briefly the results dealing with the properties of estimators. Specifically, the issues in finite sample properties are highlighted and an appraisal is presented.

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