scientific article

zbMath0516.62093MaRDI QIDQ3664270

William E. Griffiths, George G. Judge, R. Carter Hill, Tsoung Chao Lee

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

linear modelnonlinear modelsqualitative variablesautocorrelationmulticollinearityheteroskedasticitylagsunobservable variableshandbookselection of regressorscorrelated disturbancesreference bookleadspooling of datavarying parameter modelscombination of sample and nonsample informationnonnormal disturbances

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Related Items (70)

The structure matrix of (0,1)-matrices: Its rank, trace, and eigenvalues. An application to econometric models ⋮ The dynamics of make or buy decisions ⋮ Bayesian cumulative logit random effects models with ARMA random effects covariance matrix ⋮ A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model ⋮ Mean square error matrix comparisons of estimators in linear regression ⋮ Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model ⋮ Comparisons among some estimators in misspecified linear models with multicollinearity ⋮ Bayesian skepticism on unit root econometrics ⋮ Correlation and the time interval over which the variables are measured ⋮ Inducing risk-neutral preferences: Further analysis of the data ⋮ On the specification and estimation of large scale simultaneous structural macroeconometric models ⋮ Small Area Estimation with Correctly Specified Linking Models ⋮ ARMA Cholesky factor models for the covariance matrix of linear models ⋮ Geometric combination lags as flexible infinite distributed lag estimators ⋮ Bayesian model selection of informative hypotheses for repeated measurements ⋮ Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors ⋮ Ridge estimation in linear models with heteroskedastic errors ⋮ The prejudices of least squares, principal components and common factors schemes ⋮ An organizing principle for dynamic estimation ⋮ Two flexible functional form approaches for approximating the Lorenz curve ⋮ Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling ⋮ A note on the computation of inequality constrained least squares estimates ⋮ Use of the principal component method in the maximum likelihood estimation procedure of the logit model ⋮ Extension of the ridge regression technique to non-linear models with additive errors ⋮ Finite-sample power of tests for autocorrelation in models containing lagged dependent variables ⋮ Positive definite maximum likelihood covariance estimators ⋮ A rule of thumb for mixed heteroskedasticity ⋮ Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors ⋮ Comparative study between generalized maximum entropy and Bayes methods to estimate the four parameter Weibull growth model ⋮ Misspecified skedastic functions in grouped-data models ⋮ AMOS -- a probability-driven, customer-oriented decision support system for target marketing of solo mailings ⋮ On new variance approximations for linear models with inequality constraints ⋮ The Almon M-estimator for the distributed lag model in the presence of outliers ⋮ Comparisons of tests for multivariate cointegration ⋮ The feasible generalized restricted ridge regression estimator ⋮ Combining multiple time series predictors: A useful inferential procedure ⋮ A modified generalized mixed regression estimator when disturbances are nonnormal ⋮ Minimum mean square error of a generalized Stein estimator ⋮ A test for heteroscedasticity and non-normality of regression residuals: a practical approach ⋮ A spatial‐dependent model for climate emulation ⋮ On a generalized stein estimator of regression coefficients ⋮ Computational methods for modifying seemingly unrelated regressions models. ⋮ Efficient estimation with grouped data ⋮ The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data ⋮ Temporal and contemporaneous disaggregation of multiple economic time series ⋮ Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances ⋮ Evaluating modified generalized information criterion in presence of multicollinearity ⋮ Estimating the linear regression model with categorical covariates subject to randomized response ⋮ Determining market response functions by neural network modeling: A comparison to econometric techniques ⋮ Different approaches to efficiency analysis. An application to the Spanish Trawl fleet operating in Moroccan waters ⋮ The sampling distribution of shrinkage estimators and their F-ratios in the regression model ⋮ On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors ⋮ Robust confidence interval for a residual standard deviation ⋮ Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence ⋮ Finite sample power of linear regression autocorrelation tests ⋮ Double \(k\)-class estimators in regression models with non-spherical disturbances ⋮ Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case ⋮ Bayes regression with autoregressive errors. A Gibbs sampling approach ⋮ Cross validation of ridge regression estimator in autocorrelated linear regression models ⋮ A variable selection procedure for econometric models ⋮ Errors-in-variables in demand systems ⋮ Analytic derivatives for estimation of linear dynamic models ⋮ Modeling of the ARMA random effects covariance matrix in logistic random effects models ⋮ Properties of shrinkage estimators in linear regression when disturbances are not normal ⋮ Robustifying Glejser test of heteroskedasticity ⋮ The asymptotic behaviour of the estimated generalized least squares method in the linear regression model ⋮ Tobit models: A survey ⋮ Varying parameter models to accomodate dynamic promotion effects ⋮ Parameter estimation in linear multinomial models ⋮ A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model

This page was built for publication: