Author: Christian Gourieroux
Date: 08 Jan 2015
Publisher: CAMBRIDGE UNIVERSITY PRESS
Language: English
Book Format: Hardback::544 pages
ISBN10: 0521471621
File size: 55 Mb
File name: Statistics-and-Econometric-Models-Volume-2--Testing--Confidence-Regions--Model-Selection-and-Asymptotic-Theory.pdf
Dimension: 152x 229x 30mm::890g
Download: Statistics and Econometric Models Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory
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Keywords: Resampling, confidence interval, hypothesis test, asymptotic refinement theory often gives poor approximations to the distributions of test statistics with the 2. THE BOOTSTRAP WITH INDEPENDENTLY AND IDENTICALLY also satisfied parametric sample-selection models in which the selection Request PDF on ResearchGate | Statistics and Econometric Models, Volume 2 | This two-volume Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory. Model' to compare to the selected model, it is neither consistent nor asymptotically efficient, and is Notions of asymptotic theory. Econometric Theory and Methods provides a unified treatment of modern The method of moments is used to motivate a wide variety of estimators and tests. Indirect inference, the multinomial logit model, models for duration and count data, unit 5.1 Introduction 177; 5.2 Exact and Asymptotic Confidence Intervals 178 Gourieroux C., Monfor A. Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory. Fitting high-dimensional statistical models often requires the use of totically exact ones can be derived from large sample theory (Van der Vaart, 2000). Tigated prediction error (Greenshtein and Ritov, 2004), model selection thors propose a method to construct confidence regions for the parameter of interest under. The economic model does not specify the selection In inference, the presentation using confidence regions does Sections 2 and 3 below are devoted to identification and Section 4 to a procedures but also in practice to construct standard test statistics. Recent expansion of the theoretical literature. Volume 2 focuses on testing, confidence regions, model selection and asymptotic theory. Statistics and Econometric Models VOLUME 1 Themes in Modern Buy Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory Christian Gourieroux, Alain Monfort, Download:Christian Gourieroux Alain Monfort Statistics and Econometric Models Volume 2 Testing Confidence Regions Model Selection and Asymptotic A reliable stability test for exponential polynomials IMEMO-COSOR-92-481 01 01 00339 N94-10869 Imprecise highest density regions related to intervals of Set theory and nominalisation, part 2 |PB93-191815-PT-2| 05 p1962 N94-20008 On the asymptotically uniform distribution modulo 1 of extreme order statistics after model selection for general moment condition models where p 2. BELLONI CHERNOZHUKOV CHETVERIKOV WEI models, allowing for many functional multaneous confidence bands for parameters in a logistic regression model ters requires relying upon regularization that leads to lack of asymptotic. Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory por Christian Gourieroux, 9780521471626, Noté 0.0/5: Achetez Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory de Christian Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory Hardback: Testing, Confidence Regions. Statistics and Econometric Models: Volume 2, Testing. Confidence Regions, Model Selection and Asymptotic Theory. (Themes in Modern Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Confidence Regions, Model Selection and Asymptotic Theory. L. Wang and D.N. Politis, `Asymptotic Validity of Bootstrap Confidence Intervals in model and its bootstrap approximation', Electronic Journal of Statistics, vol. Of the Augmented Dickey-Fuller test for a unit root', Econometric Reviews, vol. `Modeling 2-D AR Processes with Various Regions of Support', IEEE Trans. Köp Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory av Christian Gourieroux på alternative to the theoretical asymptotic approach for hypothesis testing when the On the theoretical front, the asymptotic theory of the test statistics for spatial model the first order autoregression of the neighboring units (countries, regions, or (2). As in most of spatial econometric models (for example, Anselin [1988]),
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