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Empirical study in finite correlation coefficient in two phase estimation
Khoshnevisan, M.; Kaymarm, F.; Singh, H.P.; Singh, R.; … - In: International Journal of Social Economics 31 (2004) September, pp. 890-902
This paper proposes a class of estimators for population correlation coefficient when information about the population mean and population variance of one of the variables is not available but information about these parameters of another variable (auxiliary) is available, in two phase sampling...
Persistent link: https://www.econbiz.de/10008676544
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Moment Restriction-based Econometric Methods: An Overview
Kunitomo, N.; McAleer, M.J.; Nishiyama, Y. - Erasmus University Rotterdam, Econometric Institute - 2010
for stationary processes, method of moments estimation and identifiability of semiparametric nonlinear errors … of coefficients in a structural equation with many instruments, instrumental variable estimation in the presence of many … moment conditions, estimation of conditional moment restrictions without assuming parameter identifiability in the implied …
Persistent link: https://www.econbiz.de/10008680772
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Moment Restriction-based Econometric Methods: An Overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - Department of Economics and Finance, College of … - 2010
stationary processes, method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models … coefficients in a structural equation with many instruments, instrumental variable estimation in the presence of many moment … conditions, estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional …
Persistent link: https://www.econbiz.de/10008692052
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Tourism Development and the ‘Hidden’ Phenomenon
ASERO, Vincenzo - In: Economics and Applied Informatics (2009) 1, pp. 29-32
official survey system. Estimation of hidden tourism requires information drawn from tourism demand and supply, using different …
Persistent link: https://www.econbiz.de/10008692144
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How to Think About Time-Use Data: What Inferences Can We Make About Long- and Short-Run Time Use from Time Diaries?
Frazis, Harley; Stewart, Jay - Institute for the Study of Labor (IZA) - 2010
Time-use researchers are typically interested in the time use of individuals, but time use data are samples of person-days. Given day-to-day variation in how people spend their time, this distinction is analytically important. We examine the conditions necessary to make inferences about the time...
Persistent link: https://www.econbiz.de/10008693835
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How to Think About Time-Use Data: What Inferences Can We Make About Long- and Short-Run Time Use from Time Diaries?
Frazis, Harley; Stewart, Jay - Bureau of Labor Statistics, Department of Labor - 2010
Time-use researchers are typically interested in the time use of individuals, but time use data are samples of person-days. Given day-to-day variation in how people spend their time, this distinction is analytically important. We examine the conditions necessary to make inferences about the time...
Persistent link: https://www.econbiz.de/10008739727
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India’s water supply and demand from 2025-2050: business-as-usual scenario and issues
Amarasinghe, Upali A.; Shah, Tushaar; Anand, B. K. - International Water Management Institute (IWMI) - 2008
Persistent link: https://www.econbiz.de/10008741049
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New Liu Estimators for the Poisson Regression Model: Method and Application
Månsson, Kristofer; Kibria, B. M. Golam; Sjölander, Pär - Handelns Utredningsinstitut (HUI Research) - 2011
A new shrinkage estimator for the Poisson model is introduced in this paper. This method is a generalization of the Liu (1993) estimator originally developed for the linear regression model and will be generalised here to be used instead of the classical maximum likelihood (ML) method in the...
Persistent link: https://www.econbiz.de/10009225860
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A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
Breitung, Jorg - In: Econometric Reviews 24 (2005) 2, pp. 151-173
In this article, a parametric framework for estimation and inference in cointegrated panel data models is considered …
Persistent link: https://www.econbiz.de/10009228511
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Multivariate Stochastic Volatility: A Review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric Reviews 25 (2006) 2-3, pp. 145-175
. This paper reviews the substantial literature on specification, estimation, and evaluation of MSV models. A wide range of … Cholesky decomposition, and the Wishart autoregressive process. Alternative methods of estimation, including quasi …
Persistent link: https://www.econbiz.de/10009228515