Circumstances in which different criteria of estimation can be applied to estimate policy effects

DOI10.1016/0378-3758(95)00050-XzbMath0888.62118MaRDI QIDQ1918152

Rao N. Singamsetti, P. A. V. B. Swamy, Jatinder S. Mehta

Publication date: 8 June 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

predictionnuisance parametersmaximum likelihoodBayesian statisticsconstrained estimationstochastic coefficients modelsfixed-coefficients modelspolicy effectsstochastic laws

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12)

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The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation ⋮ A general framework for predicting returns from multiple currency investments ⋮ How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US ⋮ Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand ⋮ A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION

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