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2021 2nd International Conference on Internet and E-Business / / Association for Computing Machinery
| 2021 2nd International Conference on Internet and E-Business / / Association for Computing Machinery |
| Pubbl/distr/stampa | New York, New York : , : Association for Computing Machinery, , 2021 |
| Descrizione fisica | 1 online resource : illustrations |
| Disciplina | 944.04092 |
| Collana | ACM international conference proceedings series |
| Soggetto topico |
Business enterprises Information technology
Econometrics Electronic commerce Internet |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910574885203321 |
| New York, New York : , : Association for Computing Machinery, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
2022 5th International Conference on Computers in Management and Business (ICCMB) / / Association for Computing Machinery
| 2022 5th International Conference on Computers in Management and Business (ICCMB) / / Association for Computing Machinery |
| Pubbl/distr/stampa | New York : , : Association of the Bar of the City of New York, , 2022 |
| Descrizione fisica | 1 online resource (219 pages) : illustrations |
| Disciplina | 658.5 |
| Collana | ACM Other conferences |
| Soggetto topico |
Business enterprises - Information technology
Econometrics Management information systems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
2022 5th International Conference on Computers in Management & Business
5th International Conference on Computers in Management and Business ICCMB2022 |
| Record Nr. | UNINA-9910555228003321 |
| New York : , : Association of the Bar of the City of New York, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Adding Latin America to the global projection model [[electronic resource] /] / prepared by Jorge Canales Kriljenko ... [et. al.]
| Adding Latin America to the global projection model [[electronic resource] /] / prepared by Jorge Canales Kriljenko ... [et. al.] |
| Autore | Canales-Kriljenko Jorge Ivaán |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (50 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Globalization - Economic aspects - Latin America
Econometrics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3357-5
1-4527-5410-1 1-4518-7232-1 1-282-84305-2 9786612843051 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Benchmark Model; A. Background; B. The Specification of the Model; B.1 Observable variables and data definitions; B.2 Stochastic processes and model definitions; B.3 Behavioral equations; B.4 Cross correlations of disturbances; III. Extending the Model to Include Financial-Real Linkages; A. Background; B. Model Specification Incorporating the US Bank Lending Tightening Variable; IV. Confronting the Model with the Data; A. Bayesian Estimation; B. Results; B.1 Estimates of output gap; B.2 Estimates of coefficients
B.3 Estimates of standard deviation of structural shocks and cross correlationsB.4 RMSEs; B.5 Impulse response functions; B.6 Historical variance decomposition; V. Concluding Remarks; References; Appendix Tables; 1. GPM Data Definitions; 2. Trade Matrix (Average 2001-2007, in percent); Figures; 1. Output Gap in LA5; Text Tables; 1. Results from Posterior Maximization; 2. Estimated Parameters in the Output Gap Equation; 3. Estimated Parameters in the Inflation Equation; 4. Estimated Parameters in the Monetary Policy Rule 2. Results from Posterior Parameters (Standard Deviation of Structural Shocks)3. Results from Posterior Parameters (Correlation of Structural Shocks); 4. Root Mean Squared Errors; 5. Domestic Demand Shock; 6. Domestic Price Shock; 7. Demand Shock in the US; 8. BLT Shock in the US; 9. Historical Decomposition of Inflation 2004-08 |
| Record Nr. | UNINA-9910464010803321 |
Canales-Kriljenko Jorge Ivaán
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| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Adding Latin America to the Global Projection Model
| Adding Latin America to the Global Projection Model |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (50 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Globalization - Economic aspects - Latin America
Econometrics Banks and Banking Foreign Exchange Inflation Production and Operations Management Macroeconomics: Production Price Level Deflation Interest Rates: Determination, Term Structure, and Effects Macroeconomics Currency Foreign exchange Finance Output gap Real exchange rates Real interest rates Exchange rates Production Economic theory Prices Interest rates |
| ISBN |
1-4623-3357-5
1-4527-5410-1 1-4518-7232-1 1-282-84305-2 9786612843051 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Benchmark Model; A. Background; B. The Specification of the Model; B.1 Observable variables and data definitions; B.2 Stochastic processes and model definitions; B.3 Behavioral equations; B.4 Cross correlations of disturbances; III. Extending the Model to Include Financial-Real Linkages; A. Background; B. Model Specification Incorporating the US Bank Lending Tightening Variable; IV. Confronting the Model with the Data; A. Bayesian Estimation; B. Results; B.1 Estimates of output gap; B.2 Estimates of coefficients
B.3 Estimates of standard deviation of structural shocks and cross correlationsB.4 RMSEs; B.5 Impulse response functions; B.6 Historical variance decomposition; V. Concluding Remarks; References; Appendix Tables; 1. GPM Data Definitions; 2. Trade Matrix (Average 2001-2007, in percent); Figures; 1. Output Gap in LA5; Text Tables; 1. Results from Posterior Maximization; 2. Estimated Parameters in the Output Gap Equation; 3. Estimated Parameters in the Inflation Equation; 4. Estimated Parameters in the Monetary Policy Rule 2. Results from Posterior Parameters (Standard Deviation of Structural Shocks)3. Results from Posterior Parameters (Correlation of Structural Shocks); 4. Root Mean Squared Errors; 5. Domestic Demand Shock; 6. Domestic Price Shock; 7. Demand Shock in the US; 8. BLT Shock in the US; 9. Historical Decomposition of Inflation 2004-08 |
| Record Nr. | UNINA-9910788336303321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Adding Latin America to the Global Projection Model
| Adding Latin America to the Global Projection Model |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina | 332.152 |
| Collana | IMF Working Papers |
| Soggetto topico |
Globalization - Economic aspects - Latin America
Econometrics Banks and Banking Foreign Exchange Inflation Production and Operations Management Macroeconomics: Production Price Level Deflation Interest Rates: Determination, Term Structure, and Effects Macroeconomics Currency Foreign exchange Finance Output gap Real exchange rates Real interest rates Exchange rates Production Economic theory Prices Interest rates |
| ISBN |
1-4623-3357-5
1-4527-5410-1 1-4518-7232-1 1-282-84305-2 9786612843051 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Benchmark Model; A. Background; B. The Specification of the Model; B.1 Observable variables and data definitions; B.2 Stochastic processes and model definitions; B.3 Behavioral equations; B.4 Cross correlations of disturbances; III. Extending the Model to Include Financial-Real Linkages; A. Background; B. Model Specification Incorporating the US Bank Lending Tightening Variable; IV. Confronting the Model with the Data; A. Bayesian Estimation; B. Results; B.1 Estimates of output gap; B.2 Estimates of coefficients
B.3 Estimates of standard deviation of structural shocks and cross correlationsB.4 RMSEs; B.5 Impulse response functions; B.6 Historical variance decomposition; V. Concluding Remarks; References; Appendix Tables; 1. GPM Data Definitions; 2. Trade Matrix (Average 2001-2007, in percent); Figures; 1. Output Gap in LA5; Text Tables; 1. Results from Posterior Maximization; 2. Estimated Parameters in the Output Gap Equation; 3. Estimated Parameters in the Inflation Equation; 4. Estimated Parameters in the Monetary Policy Rule 2. Results from Posterior Parameters (Standard Deviation of Structural Shocks)3. Results from Posterior Parameters (Correlation of Structural Shocks); 4. Root Mean Squared Errors; 5. Domestic Demand Shock; 6. Domestic Price Shock; 7. Demand Shock in the US; 8. BLT Shock in the US; 9. Historical Decomposition of Inflation 2004-08 |
| Record Nr. | UNINA-9910828558303321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced Business Analytics [[electronic resource] ] : Essentials for Developing a Competitive Advantage / / by Saumitra N. Bhaduri, David Fogarty
| Advanced Business Analytics [[electronic resource] ] : Essentials for Developing a Competitive Advantage / / by Saumitra N. Bhaduri, David Fogarty |
| Autore | Bhaduri Saumitra N |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XIV, 156 p. 24 illus., 16 illus. in color.) |
| Disciplina | 658.4038 |
| Soggetto topico |
Management information systems
Industrial management Econometrics Operations research Management science Leadership Statistics Business Process Management Operations Research, Management Science Business Strategy/Leadership Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 981-10-0727-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction and Overview (by David J Fogarty) -- Chapter 2. Severity of Dormancy Model (SDM): Reckoning the Customers before they Quiescent (by Saumitra N Bhaduri, S Raja Sethu Durai and David J Fogarty) -- Chapter 3. Double Hurdle Model: Not if, but when will Customer Attrite? (by Saumitra N Bhaduri, S Raja Sethu Durai and David J Fogarty) -- Chapter 4. Optimizing the Media Mix- Evaluating the Impact of Advertisement Expenditures of Different Media (by Saumitra N Bhaduri, S Raja Sethu Durai and David J Fogarty) -- Chapter 5. Strategic Retail Marketing through DGP Based Models (by Saumitra N Bhaduri, Anuradha V., S. Raja Sethu Durai and David J Fogarty) -- Chapter 6. Mitigating Sample Selection Bias through Customer Relationship Management (by Saumitra N Bhaduri, Anuradha V. and David J Fogart) -- Chapter 7. Enabling Incremental Gains through Customized Price Optimization (by Saumitra N Bhaduri, Anuradha V. Avanti George and David J Fogarty) -- Chapter 8. Customer Relationship Management (CRM) to Avoid Cannibalization: Analys Through Spend Intensity Model (by Saumitra N Bhaduri, Anuradha V. Avanti George and David J Fogarty) -- Chapter 9. Estimating Price Elasticity with Sparse Data: A Bayesian Approach (by David J Fogarty and Saumitra N Bhaduri) -- Chapter 10. New Methods in Ant Colony Optimization using Multiple Foraging Approach to Increase Stability (by David J Fogarty, Avanti George and Saumitra N Bhaduri) -- Chapter 11. Customer Lifecycle Management – Past, Present and Future (by Avanti George, Saumitra Bhaduri and David J Fogarty). |
| Record Nr. | UNINA-9910254952603321 |
|
Bhaduri Saumitra N
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced Calculus for Economics and Finance : Theory and Methods / / by Giulio Bottazzi
| Advanced Calculus for Economics and Finance : Theory and Methods / / by Giulio Bottazzi |
| Autore | Bottazzi Giulio |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (320 pages) |
| Disciplina | 515.02433 |
| Collana | Classroom Companion: Economics |
| Soggetto topico |
Econometrics
Social sciences—Mathematics Statistics Quantitative Economics Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN | 3-031-30316-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Preliminaries -- Chapter 2. Topology -- Chapter 3. Metric Spaces -- Chapter 4. Normed Spaces -- Chapter 5. Sequences and Series -- Chapter 6. Differential Calculus of functions of one variable -- Chapter 7. Functions of several variables -- Chapter 8. Integral Calculus -- Chapter 9. Measure Theory. |
| Record Nr. | UNINA-9910746089703321 |
|
Bottazzi Giulio
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced econometric theory / / John S. Chipman
| Advanced econometric theory / / John S. Chipman |
| Autore | Chipman John Somerset <1926-, > |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2011 |
| Descrizione fisica | 1 online resource (409 p.) |
| Disciplina | 330.015195 |
| Collana | Routledge advanced texts in economics and finance |
| Soggetto topico |
Econometrics
Economics, Mathematical |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-60655-0
9786613919007 1-134-34045-1 0-203-18075-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Econometric Theory; Copyright; Contents; List of figures and tables; Preface; 1 Multivariate analysis and the linear regression model; 1.1 Introduction; 1.2 Existence of a solution to the normal equation; 1.3 The concept of wide-sense conditional expectation; 1.4 Conditional expectation with normal variables; 1.5 The relation between wide-sense and strict-sense conditional expectation; 1.6 Conditional means and minimum mean-square error; 1.7 Bayes estimation; 1.8 The relation between Bayes and Gauss-Markov estimation in the case of a single independent variable; 1.9 Exercises
2 Least-squares and Gauss-Markov theory2.1 Least-squares theory; 2.2 Principles of estimation; 2.3 The concept of a generalized inverse of a matrix; 2.4 The matrix Cauchy-Schwarz inequality and an extension; 2.5 Gauss-Markov theory; 2.6 The relation between Gauss-Markov and least-squares estimators; 2.7 Minimum-bias estimation; 2.8 Multicollinearity and the imposition of dummy linear restrictions; 2.9 Specification error; 2.10 Exercises; 3 Multicollinearity and reduced-rank estimation; 3.1 Introduction; 3.2 Singular-value decomposition of a matrix; 3.3 The condition number of a matrix 3.4 The Eckart-Young theorem3.5 Reduced-rank estimation; 3.6 Exercises; 4 The treatment of linear restrictions; 4.1 Estimation subject to linear restrictions; 4.2 Linear aggregation and duality; 4.3 Testing linear restrictions; 4.4 Reduction of mean-square error by imposition of linear restrictions; 4.5 Uncertain linear restrictions; 4.6 Properties of the generalized ridge estimator; 4.7 Comparison of restricted and generalized ridge estimators; 4A Appendix (to Section 4.4): Guide to the computation of percentage points of the noncentral F distribution; 4.8 Exercises; 5 Stein estimation 5.1 Stein's theorem and the regression model5.2 Lemmas underlying the James-Stein theorem; 5.3 Some further developments of Stein estimation; 5.4 Exercises; 6 Autocorrelation of residuals - 1; 6.1 The first-order autoregressive model; 6.2 Efficiency of trend estimation: the ordinary least-squares estimator; 6.3 Efficiency of trend estimation: the Cochrane-Orcutt estimator; 6.4 Efficiency of trend estimation: the Prais-Winsten weighted-difference estimator; 6.5 Efficiency of trend estimation: the Prais-Winsten first-difference estimator; 6.6 Discussion of the literature; 6.7 Exercises 7 Autocorrelation of residuals - 27.1 Anderson models; 7.2 Testing for autocorrelation: Anderson's theorem and the Durbin-Watson test; 7.3 Distribution and beta approximation of the Durbin-Watson statistic; 7.4 Bias in estimation of sampling variances; 7.5 Exercises; 8 Simultaneous-equations estimation; 8.1 The identification problem; 8.2 Anderson and Rubin's "limited-information maximum-likelihood" (LIML) method, 1: the handling of linear restrictions; 8.3 Anderson and Rubin's "limited-information maximum-likelihood" method, 2: constrained maximization of the likelihood function 8.4 The contributions of Basmann and Theil |
| Record Nr. | UNINA-9910462431303321 |
|
Chipman John Somerset <1926-, >
|
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| Abingdon, Oxon : , : Routledge, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced econometric theory / / John S. Chipman
| Advanced econometric theory / / John S. Chipman |
| Autore | Chipman John Somerset <1926-2022, > |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2011 |
| Descrizione fisica | 1 online resource (409 p.) |
| Disciplina | 330.015195 |
| Collana | Routledge advanced texts in economics and finance |
| Soggetto topico |
Econometrics
Economics, Mathematical |
| ISBN |
1-134-34044-3
1-283-60655-0 9786613919007 1-134-34045-1 0-203-18075-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Econometric Theory; Copyright; Contents; List of figures and tables; Preface; 1 Multivariate analysis and the linear regression model; 1.1 Introduction; 1.2 Existence of a solution to the normal equation; 1.3 The concept of wide-sense conditional expectation; 1.4 Conditional expectation with normal variables; 1.5 The relation between wide-sense and strict-sense conditional expectation; 1.6 Conditional means and minimum mean-square error; 1.7 Bayes estimation; 1.8 The relation between Bayes and Gauss-Markov estimation in the case of a single independent variable; 1.9 Exercises
2 Least-squares and Gauss-Markov theory2.1 Least-squares theory; 2.2 Principles of estimation; 2.3 The concept of a generalized inverse of a matrix; 2.4 The matrix Cauchy-Schwarz inequality and an extension; 2.5 Gauss-Markov theory; 2.6 The relation between Gauss-Markov and least-squares estimators; 2.7 Minimum-bias estimation; 2.8 Multicollinearity and the imposition of dummy linear restrictions; 2.9 Specification error; 2.10 Exercises; 3 Multicollinearity and reduced-rank estimation; 3.1 Introduction; 3.2 Singular-value decomposition of a matrix; 3.3 The condition number of a matrix 3.4 The Eckart-Young theorem3.5 Reduced-rank estimation; 3.6 Exercises; 4 The treatment of linear restrictions; 4.1 Estimation subject to linear restrictions; 4.2 Linear aggregation and duality; 4.3 Testing linear restrictions; 4.4 Reduction of mean-square error by imposition of linear restrictions; 4.5 Uncertain linear restrictions; 4.6 Properties of the generalized ridge estimator; 4.7 Comparison of restricted and generalized ridge estimators; 4A Appendix (to Section 4.4): Guide to the computation of percentage points of the noncentral F distribution; 4.8 Exercises; 5 Stein estimation 5.1 Stein's theorem and the regression model5.2 Lemmas underlying the James-Stein theorem; 5.3 Some further developments of Stein estimation; 5.4 Exercises; 6 Autocorrelation of residuals - 1; 6.1 The first-order autoregressive model; 6.2 Efficiency of trend estimation: the ordinary least-squares estimator; 6.3 Efficiency of trend estimation: the Cochrane-Orcutt estimator; 6.4 Efficiency of trend estimation: the Prais-Winsten weighted-difference estimator; 6.5 Efficiency of trend estimation: the Prais-Winsten first-difference estimator; 6.6 Discussion of the literature; 6.7 Exercises 7 Autocorrelation of residuals - 27.1 Anderson models; 7.2 Testing for autocorrelation: Anderson's theorem and the Durbin-Watson test; 7.3 Distribution and beta approximation of the Durbin-Watson statistic; 7.4 Bias in estimation of sampling variances; 7.5 Exercises; 8 Simultaneous-equations estimation; 8.1 The identification problem; 8.2 Anderson and Rubin's "limited-information maximum-likelihood" (LIML) method, 1: the handling of linear restrictions; 8.3 Anderson and Rubin's "limited-information maximum-likelihood" method, 2: constrained maximization of the likelihood function 8.4 The contributions of Basmann and Theil |
| Record Nr. | UNINA-9910785890303321 |
|
Chipman John Somerset <1926-2022, >
|
||
| Abingdon, Oxon : , : Routledge, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced econometric theory / / John S. Chipman
| Advanced econometric theory / / John S. Chipman |
| Autore | Chipman John Somerset <1926-2022, > |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2011 |
| Descrizione fisica | 1 online resource (409 p.) |
| Disciplina | 330.015195 |
| Collana | Routledge advanced texts in economics and finance |
| Soggetto topico |
Econometrics
Economics, Mathematical |
| ISBN |
1-134-34044-3
1-283-60655-0 9786613919007 1-134-34045-1 0-203-18075-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Econometric Theory; Copyright; Contents; List of figures and tables; Preface; 1 Multivariate analysis and the linear regression model; 1.1 Introduction; 1.2 Existence of a solution to the normal equation; 1.3 The concept of wide-sense conditional expectation; 1.4 Conditional expectation with normal variables; 1.5 The relation between wide-sense and strict-sense conditional expectation; 1.6 Conditional means and minimum mean-square error; 1.7 Bayes estimation; 1.8 The relation between Bayes and Gauss-Markov estimation in the case of a single independent variable; 1.9 Exercises
2 Least-squares and Gauss-Markov theory2.1 Least-squares theory; 2.2 Principles of estimation; 2.3 The concept of a generalized inverse of a matrix; 2.4 The matrix Cauchy-Schwarz inequality and an extension; 2.5 Gauss-Markov theory; 2.6 The relation between Gauss-Markov and least-squares estimators; 2.7 Minimum-bias estimation; 2.8 Multicollinearity and the imposition of dummy linear restrictions; 2.9 Specification error; 2.10 Exercises; 3 Multicollinearity and reduced-rank estimation; 3.1 Introduction; 3.2 Singular-value decomposition of a matrix; 3.3 The condition number of a matrix 3.4 The Eckart-Young theorem3.5 Reduced-rank estimation; 3.6 Exercises; 4 The treatment of linear restrictions; 4.1 Estimation subject to linear restrictions; 4.2 Linear aggregation and duality; 4.3 Testing linear restrictions; 4.4 Reduction of mean-square error by imposition of linear restrictions; 4.5 Uncertain linear restrictions; 4.6 Properties of the generalized ridge estimator; 4.7 Comparison of restricted and generalized ridge estimators; 4A Appendix (to Section 4.4): Guide to the computation of percentage points of the noncentral F distribution; 4.8 Exercises; 5 Stein estimation 5.1 Stein's theorem and the regression model5.2 Lemmas underlying the James-Stein theorem; 5.3 Some further developments of Stein estimation; 5.4 Exercises; 6 Autocorrelation of residuals - 1; 6.1 The first-order autoregressive model; 6.2 Efficiency of trend estimation: the ordinary least-squares estimator; 6.3 Efficiency of trend estimation: the Cochrane-Orcutt estimator; 6.4 Efficiency of trend estimation: the Prais-Winsten weighted-difference estimator; 6.5 Efficiency of trend estimation: the Prais-Winsten first-difference estimator; 6.6 Discussion of the literature; 6.7 Exercises 7 Autocorrelation of residuals - 27.1 Anderson models; 7.2 Testing for autocorrelation: Anderson's theorem and the Durbin-Watson test; 7.3 Distribution and beta approximation of the Durbin-Watson statistic; 7.4 Bias in estimation of sampling variances; 7.5 Exercises; 8 Simultaneous-equations estimation; 8.1 The identification problem; 8.2 Anderson and Rubin's "limited-information maximum-likelihood" (LIML) method, 1: the handling of linear restrictions; 8.3 Anderson and Rubin's "limited-information maximum-likelihood" method, 2: constrained maximization of the likelihood function 8.4 The contributions of Basmann and Theil |
| Record Nr. | UNINA-9910823237203321 |
|
Chipman John Somerset <1926-2022, >
|
||
| Abingdon, Oxon : , : Routledge, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Econometrics
(810)
- Macroeconomics (165)
- Econometrics & economic statistics (126)
- Statistics (93)
- Finance (91)