Studies in Econometrics, Time Series, and Multivariate Statistics
| Year of publication: |
2014
|
|---|---|
| Authors: | Karlin, Samuel |
| Other Persons: | Amemiya, Takeshi (contributor) ; Goodman, Leo A. (contributor) |
| Publisher: |
Burlington : Elsevier Science |
| Description of contents: |
Studies in Econometrics, Time Series, and Multivariate Statistics
|
- Front Cover; Studies in Econometrics, Time Series, and Multivariate Statistics; Copyright Page; Table of Contents; Contributors; Biographical Note; Bibliography of Theodore W. Anderson; PART I. Studies in Econometric and Quantitative Social Sciences; CHAPTER 1. A COMPARISON OF THE LOGIT MODEL AND NORMAL DISCRIMINANT ANALYSIS WHEN THE INDEPENDENT VARIABLES ARE BINARY; I. INTRODUCTION; II. BASIC FACTS; III. PREVIOUS RESULTS; IV. CASE OF ONE INDEPENDENT VARIABLE; V. CASE OF TWO INDEPENDENT VARIABLES; VI. SUMMARY AND CONCLUSIONS; APPENDIX; REFERENCES
- CHAPTER 2. MAXIMUM LIKELIHOOD ESTIMATION IN A LATENT VARIABLE PROBLEMI. INTRODUCTION; II. THE PARTICULAR PROBLEM; III. A GENERAL APPROACH; IV. SOME DETAILS; V. RESULTS; VI. DISCUSSION AND CONCLUDING REMARKS; ACKNOWLEDGMENTS; APPENDIX I; APPENDIX II. SOME DETAILS OF THE COMPUTATIONS; APPENDIX III; REFERENCES; CHAPTER 3. ABNORMAL SELECTION BIAS; I. INTRODUCTION; II. SPECIFICATION; III. TRUNCATED MEAN FUNCTIONS; IV. ANALYSIS; V. EXTENSIONS; VI. CONCLUSIONS; VII. APPENDIX A. LOGCONCAVITY AND THE TRUNCATED MEAN FUNCTION; VIII. APPENDIX B. LOGCONCAVITY FOR SPECIFIC DISTRIBUTIONS; ACKNOWLEDGMENTS
- REFERENCESCHAPTER 4. A NOTE ON A SUPPOSED CRITICISM OF AN ANDERSON-GOODMAN TEST IN MARKOV CHAIN ANALYSIS; I. INTRODUCTION; II. SOME EXAMPLES; III. THE UNMODIFIED AND MODIFIED TESTS; REFERENCES; CHAPTER 5. REGRESSION ANALYSIS WITH A CATEGORIZED EXPLANATORY VARIABLE; I. INTRODUCTION; II. THE MODEL; III. REGRESSION ON DUMMY VARIABLES; IV. REGRESSION O N MID-POINTS; V. MAXIMUM LIKELIHOOD ESTIMATION; VI. TWO STAGE ESTIMATION METHOD; VII. SOME GENERALIZATIONS; VIII. CONCLUSIONS; APPENDIX; ACKNOWLEDGMENTS; REFERENCES
- CHAPTER 6. PREDICTION-BASED TESTS FOR MISSPECIFICATION IN NONLINEAR SIMULTANEOUS SYSTEMSI. INTRODUCTION; II. BASIC CONCEPTS, PREDICTORS AND ASYMPTOTIC EXPANSIONS; III. TESTS OF MEAN PREDICTION ERROR; IV. REGRESSION TESTS; V. REGRESSION TESTS FOR LINEAR MODELS; VI. A NONLINEAR EXAMPLE; APPENDIX; REFERENCES; CHAPTER 7. ASYMPTOTIC PROPERTIES OF SOME ESTIMATORS IN STRUCTURAL MODELS; I. INTRODUCTION; II. THE MODEL AND ESTIMATORS; III. MAIN RESULTS; IV. STOCHASTIC EXPANSIONS AND APPROXIMATE CUMULANTS; V. CONCLUSIONS; REFERENCES; CHAPTER 8. IDENTIFICATION IN MODELS WITH AUTOREGRESSIVE ERRORS
- I. INTRODUCTIONII. ALGEBRAIC PREREQUISITES; III. MULTIPLE SOLUTIONS; IV. FAILURE OF THE RANK CONDITIONS ON THE FIRST DERIVATIVE MATRIX; V. LOCAL UNIDENTIFIABILITY; VI. SOME SPECIAL CASES AND PRIOR PROBABILITIES; VII. ZERO ROOTS AND IDENTIFICATION; VIII. ALTERNATIVE APPROACHES AND GENERAL CONCLUSION; REFERENCES; CHAPTER 9. OPTIMAL STABILIZATION RULES IN A STOCHASTIC MODEL OF INVESTMENT WITH GESTATION LAGS; I. INTRODUCTION; II. AN INVESTMENT MODEL WITH HETEROGENEOUS GESTATION LAGS4; III. OPTIMAL POLICY RULES; IV. PROPERTIES OF OPTIMAL POLICY IN A SECOND ORDER CYCLICAL MODEL
- V. STOCHASTIC SIMULATION RESULTS WITH SUBOPTIMAL POLICIES
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