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Targeting moments for calibration compared with indirect inference

Meenagh, David; Minford, Patrick; Xu, Yongdeng - 2022

of certain data moments; the modelís simulated performance for other moments is then compared to the data for these as an … Inference, FII, chooses a set of moments as the auxiliary model and computes the Wald statistic for the joint distribution of … these moments according to the structural DSGE model; it tests the model according to the probability of obtaining the data …

Persistent link: https://www.econbiz.de/10014433313

Some results of moments of uncertain variable through inverse uncertainty distribution

Sheng, Yuhong; Kar, Samarjit - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 1, pp. 57-76

Persistent link: https://www.econbiz.de/10011313102

The small sample properties of Indirect Inference in testing and estimating DSGE models

Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - 2018

with different variable combinations and descriptive models (Vector Auto Regressions, Impulse Response Functions or Moments …

Persistent link: https://www.econbiz.de/10011886113

Moments of the truncated normal distribution

Horrace, William C. - In: Journal of productivity analysis 43 (2015) 2, pp. 133-138

Persistent link: https://www.econbiz.de/10011379893

A GMM skewness and kurtosis ratio test for higher moment dependence

Wong, Woon K. - In: Journal of financial econometrics 18 (2020) 2, pp. 307-332

Persistent link: https://www.econbiz.de/10012232960

The construction of a quadratic predictor of the discounted renewal claims with dependence

Adékambi, Franck - In: Risk and decision analysis 8 (2020) 1/2, pp. 25-37

Persistent link: https://www.econbiz.de/10012431734

The Gamma Kumaraswamy-G family of distributions : theory, inference and applications

Arshad, Rana Muhammad Imran; Tahir, Muhammad Hussain; … - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 17-40

of the main functions, moments, stochastic ordering and order statistics. The next part of the paper focuses on a …

Persistent link: https://www.econbiz.de/10012655729

A new quasi Sujatha distribution

Shanker, Rama; Shukla, Kamlesh Kumar - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 53-71

distribution. Its moments and momentsbased measures are derived and discussed. Statistical properties, including the hazard rate …-strength reliability are also analysed. The method of moments and the method of maximum likelihood estimations is discussed for estimating …

Persistent link: https://www.econbiz.de/10012291640

Power size biased two-parameter Akash distribution

Alhyasat, Khaldoon; Kamarulzaman, Ibrahim; Al-Omari, … - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 73-91

(PSBTPAD). Several statistical properties of PSBTPAD distribution are proved. These properties include the following: moments …

Persistent link: https://www.econbiz.de/10012291642

Extended odd Frechet-exponential distribution with applications related to the environment

Jallal, Muzamil; Ahmed, Aijaz; Tripathi, Rajnee - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 121-136

In this paper, we attempted to expand the Frechet distribution by employing the T-X family of distributions and named the newly formulated model Extended odd Frechet-exponential distribution (EOFED). Several structural properties, reliability measurements and characteristics were estimated and...

Persistent link: https://www.econbiz.de/10015125559