<--- Back to Details
First PageDocument Content
Time series analysis / Multivariate statistics / Bayesian statistics / Vector autoregression / Prior probability / Parameter / Variance / Unit root / Seemingly unrelated regressions / Statistics / Econometrics / Regression analysis
Date: 2010-11-18 17:01:47
Time series analysis
Multivariate statistics
Bayesian statistics
Vector autoregression
Prior probability
Parameter
Variance
Unit root
Seemingly unrelated regressions
Statistics
Econometrics
Regression analysis

ECO 513 Fall 2005 C. Sims

Add to Reading List

Source URL: sims.princeton.edu

Download Document from Source Website

File Size: 139,09 KB

Share Document on Facebook

Similar Documents

Estimation theory / Least squares / Simultaneous equation methods / Ordinary least squares / Seemingly unrelated regressions / Instrumental variable / Simultaneous equations model / Residual sum of squares / Linear regression / Statistics / Regression analysis / Econometrics

0.1 threesls: Three Stage Least Squares threesls is a combination of two stage least squares and seemingly unrelated regression. It provides consistent estimates for linear regression models with explanatory variables c

DocID: 1aAPW - View Document

Econometrics / Robust regression / Estimation theory / Least trimmed squares / Ordinary least squares / Outlier / Seemingly unrelated regressions / Least squares / Bc programming language / Statistics / Regression analysis / Robust statistics

Algorithms for LTS regression

DocID: 17ESL - View Document

Estimation theory / Simultaneous equation methods / Statistical theory / Instrumental variable / Seemingly unrelated regressions / Endogeneity / Maximum likelihood / Normal distribution / Fixed effects model / Statistics / Regression analysis / Econometrics

Centre de Recherche en Economie Publique et de la Population CREPP WP NoNonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Amaresh Tiwari

DocID: 12GS5 - View Document

Ordinary least squares / Heteroscedasticity / Cross-sectional data / Seemingly unrelated regressions / Fixed effects model / Manmohan Singh / Panel data / Dummy variable / Homoscedasticity / Statistics / Regression analysis / Econometrics

IMPACT OF FADAMA-II PROJECT ON POVERTY REDUCTION OF RURAL HOUSEHOLDS IN NIGERIA AKINLADE ROSELINE JUMOKE Lead City University Ibadan ,No 1 Oba Otudeko Avenue Toll Gate Area Ibadan, Oyo State ,Nigeria

DocID: NF3f - View Document

Econometrics / Least squares / Parametric statistics / Seemingly unrelated regressions / Normal distribution / Maximum likelihood / Linear regression / Ordinary least squares / Multivariate normal distribution / Statistics / Regression analysis / Estimation theory

PDF Document

DocID: mgeU - View Document