1.

Record Nr.

UNINA9910710596803321

Autore

Lapinsky George M

Titolo

The role of behavioral science in physical security proceedings of the fourth annual symposium, July 25-26, 1979 / / George M. Lapinsky; Ann Ramey-Smith; Stephen T. Margulis

Pubbl/distr/stampa

Gaithersburg, MD : , : U.S. Dept. of Commerce, National Institute of Standards and Technology, , 1981

Descrizione fisica

1 online resource

Collana

NBSIR ; ; 81-2207

Altri autori (Persone)

LapinskyGeorge M

MargulisStephen T

Ramey-SmithAnn

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

1981.

Contributed record: Metadata reviewed, not verified. Some fields updated by batch processes.

Title from PDF title page.

Nota di bibliografia

Includes bibliographical references.



2.

Record Nr.

UNINA9910810589003321

Autore

Tong Hengping <1971->

Titolo

Developing econometrics / / Hengqing Tong, T. Krishna Kumar, Yangxin Huang

Pubbl/distr/stampa

Hoboken, : Wiley, 2011

ISBN

9786613306807

9781119960904

1119960908

9781283306805

1283306808

9781119954231

1119954231

9781119954248

111995424X

Edizione

[2nd ed.]

Descrizione fisica

1 online resource (487 p.)

Altri autori (Persone)

KumarT. Krishna

HuangYang Xin

Disciplina

330.01/5195

Soggetti

Econometrics

Econometric models

Data mining

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Developing Econometrics; Contents; Foreword; Preface; Acknowledgements; 1 Introduction; 1.1 Nature and Scope of Econometrics; 1.1.1 What is Econometrics and Why Study Econometrics?; 1.1.2 Econometrics and Scientific Credibility of Business and Economic Decisions; 1.2 Types of Economic Problems, Types of Data, and Types of Models; 1.2.1 Experimental Data from a Marketing Experiment; 1.2.2 Cross-Section Data: National Sample Survey Data on Consumer Expenditure; 1.2.3 Non-Experimental Data Taken from Secondary Sources: The Case of Pharmaceutical Industry in India

1.2.4 Loan Default Risk of a Customer and the Problem Facing Decision on a Loan Application1.2.5 Panel Data: Performance of Banks in India



by the Type of Ownership after Economic Reforms; 1.2.6 Single Time Series Data: The Bombay Stock Exchange (BSE) Index; 1.2.7 Multiple Time Series Data: Stock Prices in BRIC Countries; 1.3 Pattern Recognition and Exploratory Data Analysis; 1.3.1 Some Basic Issues in Econometric Modeling; 1.3.2 Exploratory Data Analysis Using Correlations and Scatter Diagrams: The Relative Importance of Managerial Function and Labor

1.3.3 Cleaning and Reprocessing Data to Discover Patterns: BSE Index Data1.4 Econometric Modeling: The Roadmap of This Book; 1.4.1 The Econometric Modeling Strategy; 1.4.2 Plan of the Book; Electronic References for Chapter 1; References; 2 Independent Variables in Linear Regression Models; 2.1 Brief Review of Linear Regression; 2.1.1 Brief Review of Univariate Linear Regression; 2.1.2 Brief Review of Multivariate Linear Regression; 2.2 Selection of Independent Variable and Stepwise Regression; 2.2.1 Principles of Selection of Independent Variables; 2.2.2 Stepwise Regression

2.3 Multivariate Data Transformation and Polynomial Regression2.3.1 Linear Regression after Multivariate Data Transformation; 2.3.2 Polynomial Regression on an Independent Variable; 2.3.3 Multivariable Polynomial Regression; 2.4 Column Multicollinearity in Design Matrix and Ridge Regression; 2.4.1 Effect of Column Multicollinearity of Design Matrix; 2.4.2 Ridge Regression; 2.4.3 Ridge Trace Analysis and Ridge Parameter Selection; 2.4.4 Generalized Ridge Regression; 2.5 Recombination of Independent Variable and Principal Components Regression; 2.5.1 Concept of Principal Components Regression

2.5.2 Determination of Principal ComponentElectronic References for Chapter 2; References; 3 Alternative Structures of Residual Error in Linear Regression Models; 3.1 Heteroscedasticity: Consequences and Tests for Its Existence; 3.1.1 Consequences of Heteroscedasticity; 3.1.2 Tests for Heteroscedasticity; 3.2 Generalized Linear Model with Covariance Being a Diagonal Matrix; 3.2.1 Diagonal Covariance Matrix and Weighted Least Squares; 3.2.2 Model with Two Unknown Variances; 3.2.3 Multiplicative Heteroscedastic Model; 3.3 Autocorrelation in a Linear Model

3.3.1 Linear Model with First-Order Residual Autoregression

Sommario/riassunto

Statistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and the best techniques to use in a given situation.Provides a detailed description of computer algorithms.Provides recently developed computational tools useful for data mi