Statistical inference in calibrated models

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Statistical Inference in Autoregressive Models with Non-negative Residuals

Normal residual is one of the usual assumptions of autoregressive models but in practice sometimes we are faced with non-negative residuals case. In this paper we consider some autoregressive models with non-negative residuals as competing models and we have derived the maximum likelihood estimators of parameters based on the modified approach and EM algorithm for the competing models. Also,...

متن کامل

Statistical Inference in Graphical Models

Graphical models fuse probability theory and graph theory in such a way as to permit efficient representation and computation with probability distributions. They intuitively capture statistical relationships among random variables in a distribution and exploit these relationships to permit tractable algorithms for statistical inference. In recent years, certain types of graphical models, parti...

متن کامل

Simultaneous Statistical Inference in Dynamic Factor Models

Based on the theory of multiple statistical hypotheses testing, we elaborate likelihood-based simultaneous statistical inference methods in dynamic factor models (DFMs). To this end, we work up and extend the methodology of Geweke and Singleton (1981) by proving a multivariate central limit theorem for empirical Fourier transforms of the observable time series. In an asymptotic regime with obse...

متن کامل

Statistical inference in dynamic panel data models

T.W. Anderson and his collaborators have made seminal contributions to inference with instrumental variables and to dynamic panel data models. We review these contributions and the extensive economic and statistical literature that these contributions spawned. We describe our recent work in these two areas, presenting new approaches to (a) making valid inferences in the presence of weak instrum...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Applied Econometrics

سال: 1994

ISSN: 0883-7252,1099-1255

DOI: 10.1002/jae.3950090508