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Content Provider : Business Source Premier Publication : international economic review Publisher : wiley-blackwell Subject : econometric models Subject : repeated measures design Subject : statistical correlation Subject : statistics Subject : surveys Subject : t-test (statistics) Filter by : Subject

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Academic Journal

COLLECTIVE REPUTATION AND THE DYNAMICS OF STATISTICAL DISCRIMINATION.

Authors : Kim, Young‐Chul¹ ; Loury, Glenn C.²

Subjects: *STATISTICS; *ECONOMISTS; COLLECTIVE action

Source: International Economic Review. Feb2018, Vol. 59 Issue 1, p3-18. 16p.

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Academic Journal

Statistical inference and the Sen index of poverty.

Authors : Bishop, John A.; Formby, John P.

Subjects: *POVERTY; *MATHEMATICAL statistics; *STATISTICS

Source: International Economic Review. May97, Vol. 38 Issue 2, p381. 7p. 1 Chart.

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Academic Journal

A NOTE ON LIKELIHOOD RATIO TESTS FOR THE INDEPENDENCE BETWEEN A SUBSET OF STOCHASTIC REGRESSORS AND DISTURBANCES.

Authors : Smith, Richard J.

Subjects: *STATISTICS; *ECONOMICS

Source: International Economic Review. Feb84, Vol. 25 Issue 1, p263. 7p.

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Academic Journal

ON THE ASYMPTOTIC BIAS OF WALD-TYPE ESTIMATORS OF A STRAIGHT LINE WHEN BOTH VARIABLES ARE SUBJECT TO ERROR.

Authors : Pakes, Ariel

Subjects: *ECONOMETRIC models; *ECONOMIC statistics

Source: International Economic Review. Jun82, Vol. 23 Issue 2, p491. 7p.

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Academic Journal

OPTIMAL CONTROL OF ECONOMETRIC MODELS WITH AUTOCORRELATED DISTURBANCE TERMS*.

Authors : Pagan, Adrian

Subjects: *ECONOMETRIC models; AUTOCORRELATION (Statistics)

Source: International Economic Review. Feb75, Vol. 16 Issue 1, p258. 6p.

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Academic Journal

OPTIMAL CONTROL OF LINEAR ECONOMETRIC SYSTEMS WITH FINITE TIME HORIZON.

Authors : Chow, Gregory C.

Subjects: *ECONOMETRIC models; *MATHEMATICAL statistics

Source: International Economic Review. Feb72, Vol. 13 Issue 1, p16. 10p.

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Academic Journal

Testing for Autocorrelation Using a Modified Box-Pierce Q Test.

Authors : Lobato, Ignacio; Nankervis, John C.; Savin, N. E.

Subjects: *STATISTICS; *MONTE Carlo method; *MONEY

Source: International Economic Review. Feb2001, Vol. 42 Issue 1, p187. 19p. 1 Chart, 8 Graphs.

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Academic Journal

Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models.

Authors : Inoue, Atsushi; Kilian, Lutz

Subjects: *STATISTICS; STATISTICAL bootstrapping

Source: International Economic Review. May2002, Vol. 43 Issue 2, p309. 24p.

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Academic Journal

Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors.

Authors : Dufour, Jean-Marie; Jasiak, Joann

Subjects: *ECONOMETRIC models; *TESTING; INSTRUMENTAL variables (Statistics)

Source: International Economic Review. Aug2001, Vol. 42 Issue 3.

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Academic Journal

VALID CONFIDENCE INTERVALS AND INFERENCE IN THE PRESENCE OF WEAK INSTRUMENTS.

Authors : Zivot, Eric; Startz, Richard

Subjects: *ECONOMICS; *STATISTICS

Source: International Economic Review. Nov98, Vol. 39 Issue 4, p1119-1144. 26p.

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