Similar Search Results

Test statistics and critical values in selectivity models

Hill, Rufus Carter; Adkins, Lee Chester; Bender, Keith A. - In: Maximum likelihood estimation of misspecified models : …, (pp. 75-105). 2003

Persistent link: https://www.econbiz.de/10001916278

Generalisation of Singh and Srivastawaś sampling schemes providing unbiased regression estimators

Wywiał, Janusz - In: Statistics in transition : an international journal of … 4 (1999) 2, pp. 259-281

Persistent link: https://www.econbiz.de/10001442075

FIML estimation of sample selection models for count data

Greene, William H. - In: Economic theory, dynamics and markets : essays in honor …, (pp. 73-91). 2001

Persistent link: https://www.econbiz.de/10001785934

Implications of stratified sampling for fair lending binary logit models

Clarke, Judith A.; Courchane, Marsha J. - In: The journal of real estate finance and economics 30 (2005) 1, pp. 5-31

Persistent link: https://www.econbiz.de/10002694018

German register data for regression estimation in survey sampling : a study on the German microcensus respecting for data protection

Wiegert, Rolf; Münnich, Ralf T. - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 1/2, pp. 247-259

Persistent link: https://www.econbiz.de/10002190681

The two-sample problem with regression errors : an empirical process approach

Mora, Juan (contributor); Neumeyer, Natalie (contributor) - 2005

We describe how to test the null hypothesis that errors from two parametrically specified regression models have the same distribution versus a general alternative. First we obtain the asymptotic properties of teststatistics derived from the difference between the two residual-based empirical...

Persistent link: https://www.econbiz.de/10002570958

Detecting interaction effects in moderated multiple regression with continuous variables : power and sample size considerations

Shieh, Gwowen - In: Organizational research methods : ORM 12 (2009) 3, pp. 510-528

Persistent link: https://www.econbiz.de/10003868006

Statistics, data analysis, and decision modeling

Evans, James R. - 2010 - 4. ed., internat. ed.

Persistent link: https://www.econbiz.de/10003857594

U-MIDAS : MIDAS regressions with unrestricted lag polynomials

Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2012

Persistent link: https://www.econbiz.de/10009512876

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2011

Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by … high-frequency variables and their lags. When the difference in sampling frequencies between the regressand and the … macroeconomic applications, however, differences in sampling frequencies are often small. In such a case, it might not be necessary …

Persistent link: https://www.econbiz.de/10009490826