Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: an application to the NAIRU

DOI10.1016/j.econlet.2010.04.002zbMath1203.62216OpenAlexW2044715100MaRDI QIDQ991348

J. N. Lye, Joseph G. Hirschberg

Publication date: 7 September 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.04.002

zbMATH Keywords

Fieller methodconfidence ellipse1st derivative functioneviewsstata

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)

Related Items (2)

Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares ⋮ Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: an application to the NAIRU

Uses Software

• EViews
• Stata

Cites Work

• Unnamed Item
• Inferential methods for elasticity estimates
• Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: an application to the NAIRU
• On multivariate confidence regions and simultaneous confidence limits for ratios
• THE DISTRIBUTION OF THE INDEX IN A NORMAL BIVARIATE POPULATION
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
• A Geometric Approach to Confidence Sets for Ratios: Fieller's Theorem, Generalizations, and Bootstrap
• Multiple Testing Versus Multiple Estimation. Improper Confidence Sets. Estimation of Directions and Ratios

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