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Attitude toward statistic in college students : an empirical study in public university

García-Santillán, Arturo; Venegas-Martínez, Francisco; … - In: Journal of statistical and econometric methods 2 (2013) 1, pp. 43-60

This study aims to measure student’s attitude towards statistics through a model that considers the variables proposed by Auzmendi (1992). Was examined whether the constructs: usefulness, motivation, likeness, confidence and anxiety influence the student's attitude towards statistics. Were...

Persistent link: https://www.econbiz.de/10009769906

Using PC regression for multicollinear model with lagged variable

Elsayir, Habib Ahmed - In: Journal of statistical and econometric methods 2 (2013) 1, pp. 33-41

This paper aims at identifying a most frequently multivariate technique,Principal Components Analysis (PCA), to solve a multicollinear single equation econometric model .results of the method used were compared to Ordinary Least Squares (OLS) and(Two Stages Least Squares (2SLS) to see if...

Persistent link: https://www.econbiz.de/10009769907

Semiparametric models with single-index nuisance parameters

Song, Kyungchul - In: Journal of econometrics 178 (2014) 1, pp. 471-483

Persistent link: https://www.econbiz.de/10010256180

Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies

Lee, Donghoon; Song, Kyungchul - In: Journal of econometrics 187 (2015) 1, pp. 131-153

Persistent link: https://www.econbiz.de/10011498792

Structural-break models under mis-specification : implications for forecasting

Koo, Bonsoo; Seo, Myung Hwan - In: Journal of econometrics 188 (2015) 1, pp. 166-181

Persistent link: https://www.econbiz.de/10011500287

Non-standard rates of convergence of criterion-function-based set estimators for binary response models

Blevins, Jason R. - In: The econometrics journal 18 (2015) 2, pp. 172-199

Persistent link: https://www.econbiz.de/10011378479

A consistent bootstrap procedure for the maximum score estimator

Patra, Rohit Kumar; Seijo, Emilio; Sen, Bodhisattva - In: Journal of econometrics 205 (2018) 2, pp. 488-507

Persistent link: https://www.econbiz.de/10012110327

Structural-break models under mis-specification : implications for forecasting

Koo, Bonsoo; Seo, Myung Hwan - 2013

Persistent link: https://www.econbiz.de/10009724649

Structural-break models under mis-specification : implications for forecasting

Koo, Bonsoo; Seo, Myung Hwan - 2013 - Rev. ed.

Persistent link: https://www.econbiz.de/10009740804

Bootstrap multi-step forecasts of non-Gaussian VAR models

Fresoli, Diego; Ruiz, Esther; Pascual, Lorenzo - In: International journal of forecasting 31 (2015) 3, pp. 834-848

Persistent link: https://www.econbiz.de/10011474590

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