Improved Methods of Inference in Econometrics (STUDIES IN MATHEMATICAL AND MANAGERIAL ECONOMICS)

Judge, George G., Yancey, Thomas A.

ISBN 10: 0444879366 / ISBN 13: 9780444879363

Editore: Elsevier Science Ltd, 1986

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Titolo: Improved Methods of Inference in ...

Casa editrice: Elsevier Science Ltd

Data di pubblicazione: 1986

Legatura: hardcover

Condizione: Very Good

Tipologia articolo: book

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Riassunto:

This book has as its general objective the improvement of estimation rules for linear statistical models and the development of estimating procedures, to be used with a single data set, that are appropriate to economic decision problems. Advances in the estimating procedure are brought about by changing: (i) the statistical model, (ii) the amount of information used, and (iii) the measure of performance. Within this context the book considers estimation and hypothesis testing when sample information and non-sample information of an inequality form are combined. Also evaluated are: the statistical consequences of using traditional and non-traditional estimators when the error assumptions are weakened; and the precision and statistical implications of new Stein estimators.