𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments

✍ Scribed by Jean-Marie Dufour

Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
885 KB
Volume
37
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Small sample estimation of the variance
Small sample estimation of the variance of time-averages in climatic time series
✍ Şen, Zekai πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 94 KB πŸ‘ 2 views

Estimations of the time-average variance for meteorological time series play a central role in climatic studies. They depend on the finite sample length and the correlation structure of the climatic time series. A general equation for these estimations is derived theoretically for autoregressive int

Relaxed formulation and existence result
Relaxed formulation and existence result of the degenerated elliptic small disturbance model
✍ M. Amara; A. Obeid; G. Vallet πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 276 KB

We consider an elliptic-parabolic PDE, governing the ow of a steady state two-dimensional irrotational compressible uid in a channel or around a thin proΓΏle. The model is formulated in term of a noncoercive variational problem with an integral functional, in a truncated domain. We propose a relaxed

Estimation of the Mean in a Variance Com
Estimation of the Mean in a Variance Component Model - a Comparison of Estimation Procedures of ANOVA, MINQ and Sampling Theory
✍ Dr. R. Trommer πŸ“‚ Article πŸ“… 1985 πŸ› John Wiley and Sons 🌐 English βš– 475 KB πŸ‘ 2 views

We consider two simple estimators of the mean p in a variance component model (one-way classification, unbalanced case) 1 1 FI=; 7 Yjk; F2=; 2 g j \* ## I I n dependence of the estimation procedure (ANOVA, MINQ, sampling theory) we obtain several different estimators for t h e variances of pl and