Showing 1 - 7 of 7
Life cycle approaches are critical for identifying and reducing environmental burdens of products. While these methods can indicate potential environmental impacts of a product, current Life Cycle Assessment (LCA) methods fail to integrate the multiple impacts of a system into unified measures...
Persistent link: https://www.econbiz.de/10011030097
This paper establishes monotonicity of the chi-square test statistic. As the more efficient parameter estimator is plugged into the test statistic, the degrees of freedom of the resulting chi-square test statistic monotonically increase.
Persistent link: https://www.econbiz.de/10010332263
Social and computer networks permeate our lives. Large networks, such as the Internet, the World Wide Web (WWW), AND wireless smartphones, have indisputable economic and social importance. These networks have non-trivial topological features, i.e., features that do not occur in simple networks...
Persistent link: https://www.econbiz.de/10009467830
In a typical empirical modeling context, the data generating process (DGP) of a time series is assumed to be known up to a finite-dimensional parameter. In such cases, Rissanen's (1986) theorem provides a lower bound for the empirically achievable distance between all possible data-based models...
Persistent link: https://www.econbiz.de/10005464029
This paper seeks to characterize empirically achievable limits for time series econometric modeling. The approach involves the concept of minimal information loss in time series regression and the paper shows how to derive bounds that delimit the proximity of empirical measures to the true...
Persistent link: https://www.econbiz.de/10004990803
The existence of a uniformly consistent estimator for a particular parameter is well-known to depend on the uniform continuity of the functional that defines the parameter in terms of the model. Recently, Pötscher (Econometrica, 70, pp 1035 - 1065) showed that estimator risk may be bounded...
Persistent link: https://www.econbiz.de/10005037559
The maximal invariant forms the basis of a well established theory on hypothesis testing on the covariance structure in linear regression, see Lehman (1997). This paper examines the geometry of the maximal invariant. In particular it derives explicit expressions for both Fisher information and...
Persistent link: https://www.econbiz.de/10005695932