Handbook Of Applied Econometrics And Statistical Inference
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A01=Aman Ullah
advanced econometric inference applications
asymptotic
Author_Aman Ullah
Autoregressive Distributed Lag Model
Bayesian analysis
Category=GBC
Category=KCH
Category=KCJ
column
consistent
CV Model
distribution
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Estimation Window Size
estimator
Exponential Family
full
function
General Linear Model
GJR Model
Human Development Index
hypothesis testing methods
jX 0X J1
likelihood
Loss Function
LS Estimator
MMSE Estimator
MONTE CARLO
Monte Carlo Experiments
Neyman's Smooth Test
Neyman’s Smooth Test
nonparametric estimation
nuisance
Nuisance Parameter
Null Hypothesis
parameter
Posterior Distribution
Real Gdp
Scale Invariant Estimator
Sel
Small MSE
SR Estimator
statistical modeling
SUR Estimator
survey design strategies
time series techniques
Wald Statistics
X1n X1
Product details
- ISBN 9780824706524
- Weight: 1550g
- Dimensions: 156 x 234mm
- Publication Date: 29 Jan 2002
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
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Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more.
Aman Ullah
