Generalized least squares estimation

The study applies quantitative method on non-balanced panel samples of Vietnamese listed firms which are extracted from the Thomson Reuters database and manually collected from companies’ annual reports. All the regressions are estimated by Generalized Least Squared (GLS) method to fix the heteroscedasticity problem and robusted by Generalized Method of Moment (GMM) for endogeneitity potential.

24p kequaidan6 15-07-2020 23 0   Download

A template for estimating uncertainties (unc.) of measured neutron-induced fission, (n,f), cross-sections (cs) is presented. This preliminary template not only lists all expected unc. sources but also supplies ranges of unc., estimates for correlations between unc. of the same and different experiments which can be used if the information is nonexistent.

9p christabelhuynh 29-05-2020 5 0   Download

Lecture "Advanced Econometrics (Part II) - Chapter 11: Seemingly unrelated regressions" presentation of content: Model, generalized least squares estimation of sur model, kronecker product, two case when sur provides no eficiency gain over, hypothesis testing.

0p nghe123 06-05-2016 71 2   Download

610 Chapter 14. Statistical Description of Data In the other category, model-dependent statistics, we lump the whole subject of fitting data to a theory, parameter estimation, least-squares fits, and so on. Those subjects are introduced in Chapter 15. Section 14.1 deals with so-called measures of central tendency, the moments of a distribution, the median and mode. In §14.2 we learn to test whether different data sets are drawn from distributions with different values of these measures of central tendency. This leads naturally, in §14.

6p babyuni 17-08-2010 68 4   Download