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11.
Selection between two ancL selection of the best amongst many Generalised Inverse Gaussian Markov Sequences (GIGMSs) is discussed in this paper. Probability of correct selection and determination of the sample size for achieving such a probability, as a function of the number of Markov sequences involved, are also derived and illustrated. 相似文献
12.
We formulate a modified version of the Hoerl-Kennard ridge regression method to solve the problem of estimating coefficients in economic relationships. We investigate two approaches for determining the biasing parameter One approach utilizes prior information in choosing jr, the other approach estimates y from the sample data. Monte Carlo experiments are used to evaluate the relative efficiencies of alternative ridge estimators. 相似文献
13.
In this note, we have derived a set of necessary and sufficient conditions for the biased estimators analyzed by Swamy and Mehta (1976) to be better than the generalized least squares estimator of the coefficient vector in a standard linear regression model. 相似文献
14.
This article investigates the issues of the stability and predictability and interest-sensitivity of money demand over 1870–1997. Two different estimation methodologies are used - random coefficient (RC) modeling and vector error correction (VEC) modeling. The former procedure allows the profiles of the coefficients to be traced over time and relaxes several restrictions routinely imposed in applied work. The results indicate that different estimation methodologies using different data periods and frequencies yield estimates of some of the coefficients of the long-run demand for money that fall within a fairly narrow range. The results also suggest that specification errors have had an important influence on the time profile of the interest elasticity of money demand and that there is a tendency for the interest elasticity to decline in absolute value as interest rates decline. 相似文献
15.
Journal of Combinatorial Optimization - This paper studies the computation of pure Nash equilibrium (PNE) in network utility-sharing and discretized Hotelling–Downs games, and the interplay... 相似文献