Jump to ContentJump to Main Navigation

You are looking at 1-4 of 4 items

  • Keywords: error variances x
Clear All Modify Search

View:

Index Numbers: Issues and Alternatives

Robert J. Shiller

in Macro Markets: Creating Institutions for Managing Society's Largest Economic Risks

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198294184
eISBN:
9780191596926
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198294182.003.0007
Subject:
Economics and Finance, Macro- and Monetary Economics, Financial Economics

This chapter addresses the fact that creating index numbers for settlement of contracts requires some judgement, and that no single method is likely to be applicable to all circumstances—there are ... More


Analysis of Short-term Selection Experiments: 2. Mixed-model and Bayesian Approaches

Bruce Walsh and Michael Lynch

in Evolution and Selection of Quantitative Traits

Published in print:
2018
Published Online:
September 2018
ISBN:
9780198830870
eISBN:
9780191868986
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198830870.003.0019
Subject:
Biology, Evolutionary Biology / Genetics, Biochemistry / Molecular Biology

When the full pedigree of individuals whose values (records) were used in the selection decisions during an experiment (or breeding program) is known, LS analysis can be replaced by mixed models and ... More


Regression Diagnostics and Sensitivity Analysis

Quan Li

in Using R for Data Analysis in Social Sciences: A Research Project-Oriented Approach

Published in print:
2018
Published Online:
March 2019
ISBN:
9780190656218
eISBN:
9780190656256
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190656218.003.0006
Subject:
Political Science, Political Theory

This chapter shows why the Gauss-Markov assumptions are important in ordinary least squares (OLS) regression, how to diagnose assumption violations in OLS regression, and how to conduct sensitivity ... More


Impulse Response Analysis

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0024
Subject:
Economics and Finance, Econometrics

This chapter first introduces impulse response analysis and forecast error variance decomposition for unrestricted vector autoregressive (VAR) models and discusses the orthogonalized and generalized ... More


View: