Showing 1 - 10 of 3,411
In this paper, we propose inference procedures for the estimation of parameters by using order statistics. First, we derive some new expressions for single and product moments of the order statistics from the extended power Lindley distribution. We then use these moments to obtain the best...
Persistent link: https://www.econbiz.de/10015125565
Persistent link: https://www.econbiz.de/10011796167
The best linear unbiased estimator BLUE (CXb) of a linear transform CX b in the general Gauss-Markov model (y, E (y) = X b Cov (y) =a2v) is the linear transform C BLUE (Xb) of the best linear unbiased estimator BLUE (Xb) of Xb. Similarly, for the ordinary least squares estimator OLSE (CXb) = C...
Persistent link: https://www.econbiz.de/10010467706
This highly accessible and innovative text and accompanying CD-ROM use Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run Monte Carlo simulations in order to understand the data generating process...
Persistent link: https://www.econbiz.de/10002811851
Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with firstorder spatial error processes are given.
Persistent link: https://www.econbiz.de/10010438763
The Best linear unbiased estimate (BLUE) of Buys-Ballot estimates when trend-cycle component is linear are discussed in this paper. The estimates are those proposed by Iwueze and Nwogu (2004). Discussed are the Chain Based Estimation (CBE) method and the Fixed Based Estimation (FBE) method. The...
Persistent link: https://www.econbiz.de/10011477643
Persistent link: https://www.econbiz.de/10012813288
Persistent link: https://www.econbiz.de/10012630884
Persistent link: https://www.econbiz.de/10012252927
Persistent link: https://www.econbiz.de/10012256636