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Articles 301 - 305 of 305
Full-Text Articles in Economics
Adaptive Estimation In Timeseries Regression Models, Douglas Steigerwald
Adaptive Estimation In Timeseries Regression Models, Douglas Steigerwald
Douglas G. Steigerwald
I develop adaptive estimators for linear regression with serially correlated errors. The efficiency results hold even when the serial correlation structure is unknown. Simulations indicate that efficiency gains can be substantial with samples of only 50 observations. We apply the method to a study of forward exchange rates.
On The Finite Sample Behavior Of Adaptive Estimators, Douglas Steigerwald
On The Finite Sample Behavior Of Adaptive Estimators, Douglas Steigerwald
Douglas G. Steigerwald
With only 50 observations, the adaptive estimator produces confidence intervals that are 20 to 50 percent shorter than those produced by GLS procedures. The key feature is that the underlying error density is symmetric. Under asymmetry the interval length is shortened by a smaller amount.
A Course In Econometrics: A Review, Douglas G. Steigerwald
A Course In Econometrics: A Review, Douglas G. Steigerwald
Douglas G. Steigerwald
No abstract provided.
Uncertainty And Policy Agressiveness, Douglas Steigerwald, Roger Craine
Uncertainty And Policy Agressiveness, Douglas Steigerwald, Roger Craine
Douglas G. Steigerwald
How should a decision maker proceed with uncertain knowledge of the decision outcome? We use the unknown coefficient control problem to shed light on the issue.
Statistical Analysis Of Economic And Financial Data, Daniel Rubinfeld
Statistical Analysis Of Economic And Financial Data, Daniel Rubinfeld
Daniel L. Rubinfeld
No abstract provided.