Download or read book A Class of Partially Adaptive One step M estimators for the Nonlinear Regression Model written by Benedikt M. Potscher and published by . This book was released on 1984 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Companion to Theoretical Econometrics written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.

Download or read book Dynamic Nonlinear Econometric Models written by Benedikt M. Pötscher and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails.

Download or read book Topics in Advanced Econometrics written by Herman J. Bierens and published by Cambridge University Press. This book was released on 1996-02-23 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous treatment of a number of timely topics in advanced econometrics.

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1987 with total page 988 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Journal of Statistical Planning and Inference written by North-Holland Publishing Company and published by . This book was released on 2002 with total page 1006 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Journal of Economic Literature written by and published by . This book was released on 1987 with total page 1302 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Partially Linear Models written by Wolfgang Härdle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.

Download or read book List of Recent Periodical Articles written by Joint Bank-Fund Library and published by . This book was released on 1985 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Quarterly Publication of the American Statistical Association written by and published by . This book was released on 2005 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of a Class of Robust M estimators for Nonlinear Regression Models with Momentless Distributed Errors and Regressors written by Hermanus Josephus Bierens and published by . This book was released on 1977 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical Reviews written by and published by . This book was released on 2003 with total page 1432 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1998 with total page 798 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Download or read book Journal of the Society for Industrial and Applied Mathematics Series B Numerical Analysis written by Society for Industrial and Applied Mathematics and published by . This book was released on 2003-05 with total page 828 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Adaptive Systems in Control and Signal Processing 1992 written by L. Dugard and published by Elsevier. This book was released on 2014-06-28 with total page 557 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive Systems remain a very interesting field of theoretical research, extended by methodological studies and an increasing number of applications. The plenary papers, invited sessions and contributed sessions focused on many aspects of adaptive systems, such as systems identification and modelling, adaptive control of nonlinear systems and theoretical issues in adaptive control. Also covered were methodological aspects and applications of adaptive control, intelligent tuning and adaptive signal processing.

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 994 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mixed Effects Models for Complex Data written by Lang Wu and published by CRC Press. This book was released on 2009-11-11 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although standard mixed effects models are useful in a range of studies, other approaches must often be used in correlation with them when studying complex or incomplete data. Mixed Effects Models for Complex Data discusses commonly used mixed effects models and presents appropriate approaches to address dropouts, missing data, measurement errors, censoring, and outliers. For each class of mixed effects model, the author reviews the corresponding class of regression model for cross-sectional data. An overview of general models and methods, along with motivating examples After presenting real data examples and outlining general approaches to the analysis of longitudinal/clustered data and incomplete data, the book introduces linear mixed effects (LME) models, generalized linear mixed models (GLMMs), nonlinear mixed effects (NLME) models, and semiparametric and nonparametric mixed effects models. It also includes general approaches for the analysis of complex data with missing values, measurement errors, censoring, and outliers. Self-contained coverage of specific topics Subsequent chapters delve more deeply into missing data problems, covariate measurement errors, and censored responses in mixed effects models. Focusing on incomplete data, the book also covers survival and frailty models, joint models of survival and longitudinal data, robust methods for mixed effects models, marginal generalized estimating equation (GEE) models for longitudinal or clustered data, and Bayesian methods for mixed effects models. Background material In the appendix, the author provides background information, such as likelihood theory, the Gibbs sampler, rejection and importance sampling methods, numerical integration methods, optimization methods, bootstrap, and matrix algebra. Failure to properly address missing data, measurement errors, and other issues in statistical analyses can lead to severely biased or misleading results. This book explores the biases that arise when naïve methods are used and shows which approaches should be used to achieve accurate results in longitudinal data analysis.