Results 51 to 60 of about 248 (135)
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview [PDF]
The notion of cointegration has lead to a renewed interest in the identification and estimation of structural relations among economic time series, a field to which Henri Theil has made many pioneering contributions.
Jurgen Doornik, H. Peter Boswijk
core
An Ancillarity Paradox Which Appears in Multiple Linear Regression
The Annals of Statistics, 1990 Consider a multiple regression in which \(Y_ i\), \(i=1,...,n\), are independent normal variables with variance \(\sigma^ 2\) and E \(Y_ i=\alpha +V'_ i\beta\) where \(V_ i\in {\mathbb{R}}^ r\) and \(\beta \in {\mathbb{R}}^ r\). Let \({\hat \alpha}\) be the usual least squares estimator of \(\alpha\).
openaire +3 more sources
Common features and common I(2) trends in VAR systems [PDF]
This paper discusses serial correlation common features, CF, and integration of order 2, I(2), in VAR systems. The interplay of the CF restrictions and the I(2) conditions is discussed both for full VAR systems and for conditional systems with no levels ...
Paruolo Paolo
core
A Bayesian look at nuisance parameters [PDF]
, 1980 The elimination of nuisance parameters has classically been tackled by various ad hoc devices, and has led to a number of attemps to define partial sufficiency and ancillarity. The Bayesian approach is clearly defined.
Dawid, A. Philip
core
Sampling the reference set revisited : in honour of Sir Ronald A. Fisher [PDF]
, 1996 The confidence level of an inference table is defined as a weighted truth probability of the inference when sampling the reference set. The reference set is recognized by conditioning on the values of maximal partially ancillary statistics.
Berkum, EEM Emiel van +2 more
core
Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics [PDF]
The idea of using estimating functions goes a long way back, at least to Karl Pearson's introduction to the method of moments in 1894. It is now a very active area of research in the statistics literature. One aim of this chapter is to provide an account
Anil K Bera +2 more
core
The applicability to systematic reviews of common effect, random effects and fixed effects approaches to meta-analysis. [PDF]
Stat Methods Med ResStevens RJ.
europepmc +1 more source
The origins of fixed X regression [PDF]
In 1922 R. A. Fisher introduced the fixed X regression model, synthesising the regression theory of Pearson and Yule with the least squares theory of Gauss.
Aldrich, John
core +3 more sources
Properties of Estimators in Exponential Family Settings with Observation-based Stopping Rules. [PDF]
J Biom Biostat, 2016 Milanzi E +6 more
europepmc +1 more source