標題: Titlebook: Econometrics in Theory and Practice; Festschrift for Hans Robert Galata,Helmut Küchenhoff Book 1998 Physica-Verlag Heidelberg 1998 Entschei [打印本頁] 作者: Hayes 時間: 2025-3-21 17:30
書目名稱Econometrics in Theory and Practice影響因子(影響力)
書目名稱Econometrics in Theory and Practice影響因子(影響力)學科排名
書目名稱Econometrics in Theory and Practice網絡公開度
書目名稱Econometrics in Theory and Practice網絡公開度學科排名
書目名稱Econometrics in Theory and Practice被引頻次
書目名稱Econometrics in Theory and Practice被引頻次學科排名
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書目名稱Econometrics in Theory and Practice年度引用學科排名
書目名稱Econometrics in Theory and Practice讀者反饋
書目名稱Econometrics in Theory and Practice讀者反饋學科排名
作者: ILEUM 時間: 2025-3-21 21:19 作者: mighty 時間: 2025-3-22 00:57
Errors in Variables in Econometricss are made between these methods, standard measurement error model methods with side conditions, least squares methods, and replicated models. It is demonstrated that there are close relationships between these apparently diverse estimation techniques.作者: 抗原 時間: 2025-3-22 06:00
The Indeterminacy of Latent Variable Modelstrix unchanged. Thus if the model is written .where.where . is diagonal and .(.′) = . then this model is indistinguishable from one with factors . = . and loading matrix .* = .. where . is a non-singular orthogonal matrix with .′ = .. In both cases the covariance matrix is . = ??′+..作者: ingrate 時間: 2025-3-22 09:26 作者: 樹木中 時間: 2025-3-22 13:05 作者: 樹木中 時間: 2025-3-22 20:28 作者: flavonoids 時間: 2025-3-22 23:02 作者: insecticide 時間: 2025-3-23 01:31
Aspekte des sozialen Wandels in ChinaAn estimator for the parameters of the nonlinear errors-in-variables model with smaller bias than that of the functional maximum likelihood estimator is presented. The estimator is a least squares estimator with an internal Monte Carlo adjustment for bias.作者: 他一致 時間: 2025-3-23 06:25
,Die Asphaltstra?e im allgemeinen,Philosophy is expected to give answers to three basic questions: What can we know? What may we hope? What shall we do? The theory of knowledge or epistemology deals with the first of these.作者: abreast 時間: 2025-3-23 11:49
https://doi.org/10.1007/978-3-319-61771-8This note generalizes previous results on the asymptotic equivalence of Ordinary and Generalized Least Squares estimates in Linear Regression models with trending data.作者: hysterectomy 時間: 2025-3-23 17:54 作者: glomeruli 時間: 2025-3-23 20:54
Estimation for the Nonlinear Errors-in-Variables ModelAn estimator for the parameters of the nonlinear errors-in-variables model with smaller bias than that of the functional maximum likelihood estimator is presented. The estimator is a least squares estimator with an internal Monte Carlo adjustment for bias.作者: Atmosphere 時間: 2025-3-23 23:16 作者: facetious 時間: 2025-3-24 05:34
Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending RegressThis note generalizes previous results on the asymptotic equivalence of Ordinary and Generalized Least Squares estimates in Linear Regression models with trending data.作者: itinerary 時間: 2025-3-24 07:02 作者: Infirm 時間: 2025-3-24 11:30 作者: 歸功于 時間: 2025-3-24 15:21 作者: ureter 時間: 2025-3-24 20:07 作者: 強制令 時間: 2025-3-25 03:00 作者: blight 時間: 2025-3-25 06:21
Henning Groenzin,Oliver C. Mullinslinear autoregression. The volatility function is estimated with a kernel estimator based on the squared residuals of the mean function. Asymptotic bias and variance of these estimators are investigated. The proposals are applied to daily exchange rates of DEM/USD.作者: 終端 時間: 2025-3-25 09:27
The Ethics of an Assemblage of Health,ointegrated VAR framework. This allows the identification of common trends with permanent effects..We find that monetary shocks are predominant especially in the long run while real disturbances with permanent effects on output fail to explain real exchange rate movements.作者: 發(fā)酵 時間: 2025-3-25 11:43
Embedded System, IP-Core und IoP,market and the corresponding market for index futures can be profitable. A criterion for profitability is derived and, given this criterion is satisfied, the manipulator’s optimal order volume is calculated explicitly. It seems that under realistic conditions the profit does not exceed transaction costs.作者: CLAN 時間: 2025-3-25 18:39
Aspekte des Selbstbewusstseins bei Kants are made between these methods, standard measurement error model methods with side conditions, least squares methods, and replicated models. It is demonstrated that there are close relationships between these apparently diverse estimation techniques.作者: 我邪惡 時間: 2025-3-25 21:40 作者: 蜿蜒而流 時間: 2025-3-26 01:37
Polymerase Chain Reaction (PCR)-Based Testsorder to derive models for the observed data the conditional mean and variance functions of the regression models are only expressed through functions of the observable covariates. The latent covariable is treated as a random variable that follows a normal distribution. Furthermore it is assumed tha作者: 有角 時間: 2025-3-26 05:00 作者: 牛馬之尿 時間: 2025-3-26 11:48 作者: fetter 時間: 2025-3-26 15:36
Eric Y. Sheu,M. M. De Tar,D. A. Storm data processing capacity of computers have indeed created demand for quantitative analysis which in former times had been done mostly in a qualitative manner. In this paper I give an overview about different approaches to modelling and empirically analysing economies starting from early approaches 作者: climax 時間: 2025-3-26 19:36 作者: flavonoids 時間: 2025-3-26 22:41
Henning Groenzin,Oliver C. Mullinslinear autoregression. The volatility function is estimated with a kernel estimator based on the squared residuals of the mean function. Asymptotic bias and variance of these estimators are investigated. The proposals are applied to daily exchange rates of DEM/USD.作者: 征服 時間: 2025-3-27 05:08 作者: 鴕鳥 時間: 2025-3-27 08:00 作者: epicondylitis 時間: 2025-3-27 13:03 作者: 喚起 時間: 2025-3-27 16:23 作者: expository 時間: 2025-3-27 19:31
ML Estimation from Binomial Data with Misclassifications. We show how to apply this strategy for the estimation of a binomial proportion parameter and try to answer the question which method should be preferred by comparing the asymptotic variances of the estimators.作者: Locale 時間: 2025-3-28 00:08 作者: mastoid-bone 時間: 2025-3-28 04:34 作者: 女上癮 時間: 2025-3-28 07:01
,Die Unterbettung von Asphaltstra?en,ighted form. Asymptotic behaviour of the locally weighted least squares estimator is shown to be equivalent to the local likelihood estimate. The performance of the estimator is illustrated by a small simulation study and an application to ordinal regression.作者: 怕失去錢 時間: 2025-3-28 13:07
Lucio Luciani (Head),Francesco Piscioli in the original model. Moreover, we shall demonstrate that related estimation procedures also cannot be expected to provide a substantial improvement over the OLS-method. For this analysis the tools from the theory of oblique and orthogonal projectors will turn out to be extremely helpful.作者: 笨拙處理 時間: 2025-3-28 14:36
Nonparameteric Regression Splines for Generalized Linear Measurement Error Modelstimate the bias, and remove it. The second method is a structural approach, where one hypothesizes a distribution for the independent variable which depends on estimable parameters. For both methods, two different knot selection methods are developed.作者: pus840 時間: 2025-3-28 19:54 作者: 征兵 時間: 2025-3-28 23:08 作者: micronutrients 時間: 2025-3-29 04:45
Using First Differences as a Device against Multicollinearity in the original model. Moreover, we shall demonstrate that related estimation procedures also cannot be expected to provide a substantial improvement over the OLS-method. For this analysis the tools from the theory of oblique and orthogonal projectors will turn out to be extremely helpful.作者: excursion 時間: 2025-3-29 08:46 作者: 效果 時間: 2025-3-29 14:34 作者: A精確的 時間: 2025-3-29 18:05 作者: 不再流行 時間: 2025-3-29 21:27 作者: 四海為家的人 時間: 2025-3-30 02:14
Nonparameteric Regression Splines for Generalized Linear Measurement Error Modelsonparametric regression techniques are no longer valid. This is further complicated when one instead wants to fit a generalized linear model to the collected data. We consider two different estimation techniques. The first method is the SIMEX (SIMulation Extrapolation) algorithm which attempts to es作者: Override 時間: 2025-3-30 04:44
Different Nonlinear Regression Models with Incorrectly Observed Covariatesorder to derive models for the observed data the conditional mean and variance functions of the regression models are only expressed through functions of the observable covariates. The latent covariable is treated as a random variable that follows a normal distribution. Furthermore it is assumed tha作者: 根除 時間: 2025-3-30 09:47 作者: 喊叫 時間: 2025-3-30 12:28
The Indeterminacy of Latent Variable Modelstrix unchanged. Thus if the model is written .where.where . is diagonal and .(.′) = . then this model is indistinguishable from one with factors . = . and loading matrix .* = .. where . is a non-singular orthogonal matrix with .′ = .. In both cases the covariance matrix is . = ??′+..作者: chapel 時間: 2025-3-30 17:55 作者: START 時間: 2025-3-30 22:57 作者: 神秘 時間: 2025-3-31 02:01
Locally Weighted Autoregressionlinear autoregression. The volatility function is estimated with a kernel estimator based on the squared residuals of the mean function. Asymptotic bias and variance of these estimators are investigated. The proposals are applied to daily exchange rates of DEM/USD.作者: Cardiac 時間: 2025-3-31 07:01 作者: 鴿子 時間: 2025-3-31 09:54 作者: 相容 時間: 2025-3-31 14:51 作者: 表示問 時間: 2025-3-31 18:50 作者: UTTER 時間: 2025-4-1 01:43
Eric Y. Sheu,M. M. De Tar,D. A. Stormroeconomic theory and the other is the “Computational General Equilibrium (CGE) approach which starts from microeconomics. I shortly describe some recent developments in economics which were at least partly responsible for these two new classes of models which could be characterized as .. since ther
