Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Bayesian Estimation Of The Switching Regression Model With Autocorrelated Errors PDF full book. Access full book title Bayesian Estimation Of The Switching Regression Model With Autocorrelated Errors.
| Author | : Kazuhiro Ohtani |
| Publisher | : |
| Total Pages | : 23 |
| Release | : 1981 |
| Genre | : Bayesian statistical decision theory |
| ISBN | : |
| Author | : Thuan Van Truong |
| Publisher | : |
| Total Pages | : 218 |
| Release | : 1980 |
| Genre | : Autocorrelation (Statistics) |
| ISBN | : |
| Author | : Walter Krämer |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 134 |
| Release | : 2012-12-06 |
| Genre | : Business & Economics |
| ISBN | : 3642484123 |
Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t
| Author | : George G. Judge |
| Publisher | : John Wiley & Sons |
| Total Pages | : 1062 |
| Release | : 1991-01-16 |
| Genre | : Business & Economics |
| ISBN | : 047189530X |
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
| Author | : Lyle D. Broemeling |
| Publisher | : CRC Press |
| Total Pages | : 292 |
| Release | : 1986-10-29 |
| Genre | : Mathematics |
| ISBN | : 9780824775001 |
| Author | : Thomas B. Fomby |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 637 |
| Release | : 2012-12-06 |
| Genre | : Business & Economics |
| ISBN | : 1441987460 |
This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
| Author | : |
| Publisher | : |
| Total Pages | : 42 |
| Release | : 1986 |
| Genre | : Economic policy |
| ISBN | : |
| Author | : Broemeling |
| Publisher | : CRC Press |
| Total Pages | : 480 |
| Release | : 1984-12-06 |
| Genre | : Mathematics |
| ISBN | : 9780824785826 |
With Bayesian statistics rapidly becoming accepted as a way to solve applied statisticalproblems, the need for a comprehensive, up-to-date source on the latest advances in thisfield has arisen.Presenting the basic theory of a large variety of linear models from a Bayesian viewpoint,Bayesian Analysis of Linear Models fills this need. Plus, this definitive volume containssomething traditional-a review of Bayesian techniques and methods of estimation, hypothesis,testing, and forecasting as applied to the standard populations ... somethinginnovative-a new approach to mixed models and models not generally studied by statisticianssuch as linear dynamic systems and changing parameter models ... and somethingpractical-clear graphs, eary-to-understand examples, end-of-chapter problems, numerousreferences, and a distribution appendix.Comprehensible, unique, and in-depth, Bayesian Analysis of Linear Models is the definitivemonograph for statisticians, econometricians, and engineers. In addition, this text isideal for students in graduate-level courses such as linear models, econometrics, andBayesian inference.
| Author | : Siddhartha Chib |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 656 |
| Release | : 2008-12-18 |
| Genre | : Business & Economics |
| ISBN | : 1848553080 |
Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predictions for future directions.
| Author | : Kuldeep Kumar |
| Publisher | : Universal-Publishers |
| Total Pages | : 205 |
| Release | : 2012 |
| Genre | : Business & Economics |
| ISBN | : 161233573X |
This book is part of the proceedings of The International Conference on Recent Developments in Statistics, Econometrics and Forecasting 2010, which was organized to provide opportunities for academics and researchers to share their knowledge on recent developments in this area. The conference featured the most up-to-date research results and applications in statistics, econometrics and forecasting. The book has fifteen chapters contributed by different authors and can be divided into five parts: Time Series and Econometric Modeling, Linear Models, Non-parametrics, Statistical Applications and Statistical Methodology. This book will be helpful to graduate students, researchers and applied statisticians working in the area of time series, statistical and econometric modeling.
