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Pollock, David Stephen G.; Pollock, David Stephen G. - 1979

Persistent link: https://www.econbiz.de/10000048312

Chapter 1 Linear algebra and matrix methods in econometrics

Theil, Henri - In: Handbook of econometrics : volume 1, (pp. 3-65). 1983

tools for the statistical component of econometrics; another reason is the increased use of matrix algebra in the economic … methods is that many topics in econometrics have a multivariate character. The chapter illustrates the convenience of matrices … linear systems only. Vectors and matrices are important in the statistical component of econometrics. A general method of …

Persistent link: https://www.econbiz.de/10014024913

Handbook of financial econometrics, mathematics, statistics, and machine learning

Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021

vol. i. Introduction to financial econometrics, mathematics, statistics, and machine learning / C F Lee. Do managers …"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance …

Persistent link: https://www.econbiz.de/10012643541

Handbook of financial econometrics, mathematics, statistics, and machine learning

Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021

"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance …

Persistent link: https://www.econbiz.de/10012061412

Complex-Valued Econometrics with Examples in R : Modelling, Regression and Applications

Svetunʹkov, Sergej Gennadʹevič; Svetunkov, Ivan - 2024

Chapter 1. Introduction to theory of complex variables -- Chapter 2. Simple Complex Linear Regression -- Chapter 3. Correlation analysis of complex random variables -- Chapter 4. Multiple Complex Linear Regression -- Chapter 5. Assumptions of Complex Linear Models -- Chapter 6. Complex Dynamic...

Persistent link: https://www.econbiz.de/10014631750

Effects of Multicollinearity on the Estimation of Macroeconomic Variables by Using Data from Sudan

Mohamed, Issam A.W - 2011

The problem of multicollinearity in the assessments of coefficients is well established. However, it is rarely researched in the estimations of macroeconomic variables and economic performance of developing countries. Predicatively, it has impacts on the estimations of coefficients that should...

Persistent link: https://www.econbiz.de/10014179444

Baseline, Placebo, and Treatment : Efficient Estimation for Three-Group Experiments

Gerber, Alan; Green, Donald P.; Kaplan, Edward H.; … - 2015

Randomized experiments commonly compare subjects receiving a treatment to subjects receiving a placebo. An alternative design, frequently used in field experimentation, compares subjects assigned to an untreated baseline group to subjects assigned to a treatment group, adjusting statistically...

Persistent link: https://www.econbiz.de/10014187485

A Cautionary Note on the Use of Matching to Estimate Causal Effects : An Empirical Example Comparing Matching Estimates to an Experimental Benchmark

Arceneaux, Kevin; Gerber, Alan; Green, Donald P. - 2011

In recent years, social scientists have increasingly turned to matching as a method for drawing causal inferences from observational data. Matching compares those who receive a treatment to those with similar background attributes who do not receive a treatment. Researchers who use matching...

Persistent link: https://www.econbiz.de/10014187492

Testing Categorized Bivariate Normality with Two-Stage Polychoric Correlation Estimates

Maydeu Olivares, Alberto - 2007

We show that when the thresholds and the polychoric correlation are estimated in two stages, neither Pearson's X^2 nor the likelihood ratio G^2 goodness of fit test statistics are asymptotically chi-square. We propose a new test statistic, Mn, that is asymptotically chi-square in this situation....

Persistent link: https://www.econbiz.de/10014049104

Empirical Probability Distribution of Journal Impact Factor and Over-the-Samples Stability in its Estimated Parameters

Mishra, Sudhanshu K. - 2010

The data on JIFs provided by Thomson Scientific can only be considered as a sample since they do not cover the entire universe of those documents that cite an intellectual output (paper, article, etc) or are cited by others. Then, questions arise if the empirical distribution (best fit to the...

Persistent link: https://www.econbiz.de/10014197738