Search Results - subject:"Fieller method"

The confidence interval of the cross-sectional distribution of durations

Dixon, Huw; Tian, Maoshan - 2022

paper, we apply both Fieller's method and the Delta method to derive confidence interval of CSD using this variance formula … Fieller's method and delta method among different sample sizes. The empirical results show that both Fieller's method and the …

Persistent link: https://www.econbiz.de/10014480505

The confidence interval of the cross-sectional distribution of durations

Dixon, Huw; Tian, Maoshan - 2022 - Updated January 2023

Persistent link: https://www.econbiz.de/10014433303

Alternative graphical representations of the confidence intervals for the structural coefficient from exactly identified two-stage least squares

Hirschberg, Joseph G.; Lye, Jenny N. - 2017

Persistent link: https://www.econbiz.de/10011618901

On estimating long-run effects in models with lagged dependent variables

Reed, W. Robert; Zhu, Min - In: Economic modelling 64 (2017), pp. 302-311

Persistent link: https://www.econbiz.de/10011761016

Inverting the indirect - the ellipse and the boomerang : visualizing the confidence intervals of the structural coefficient from two-stage least squares

Hirschberg, Joseph G.; Lye, Jenny N. - In: Journal of econometrics 199 (2017) 2, pp. 173-183

Persistent link: https://www.econbiz.de/10011897669

The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification

Bernard, Jean-Thomas; Gavin, Michael; Khalaf, Lynda; … - Centre de recherche en économie de l'environnement, de … - 2011

We consider an empirical estimation of the Environmental Kuznets Curve (EKC) for carbon dioxide and sulphur, with a focus on confidence set estimation of the tipping point. Various econometric – parametric and nonparametric – methods are considered, reflecting the implications of...

Persistent link: https://www.econbiz.de/10009644873

Environmental Kuznets curve : tipping points, uncertainty and weak identification

Bernard, Jean-Thomas; Gavin, Michael; Khalaf, Lynda; … - In: Environmental & resource economics : the official … 60 (2015) 2, pp. 285-315

Persistent link: https://www.econbiz.de/10010483449

Notes on the Construction of Geometric Representations of Confidence Intervals of Ratios using Stata, Gauss and Eviews

Hirschberg, Joe; Lye, Jenny - Department of Economics, Faculty of Business and Economics - 2009

These notes demonstrate how one can define optimization problems whose solutions can be interpreted as the Delta and the Fieller confidence intervals for a ratio of normally distributed parameter estimates. Also included in these notes are the details of the derivation of the slope of a...

Persistent link: https://www.econbiz.de/10009319014

Notes on the Construction of Geometric Representations of Confidence Intervals of Ratios using Stata, Gauss and Eviews

Hirschberg, Joe; Lye, Jenny - Department of Economics, Faculty of Business and Economics - 2009

Persistent link: https://www.econbiz.de/10008496356

Confidence intervals for estimates of elasticities

Hirschberg, Joseph G. (contributor); … - 2008

of elasticity which is defined as a ratio of estimated relationships and demonstrate how the Fieller method for the … density function for the elasticity evaluated for a particular household. Key words: Engel curves, Fieller method, Tobit … intervals is based on Fieller’s method. The advantage of the Fieller method is that it generates a more general class of …

Persistent link: https://www.econbiz.de/10003791741