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正态混合分布与切换回归的 Quandt–Ramsey 矩母函数估计量改进AI 解读

Quandt and Ramsey have suggested an estimator for normal mixtures and switching regressions, which minimizes a sum of squared differences between empirical and theoretical values of the moment generating function. This paper demonstrates how their estimator can be improved by minimizing a generalized sum of squares rather than an ordinary sum of squares. When this is done, more points of evaluation (moments) are unambiguously better than less. Most of the results presented…

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线性回归模型设定误差检验的若干性质AI 解读

This article considers the test reset which is intended to detect a nonzero mean of the disturbance in a linear regression model. Analysis of an approximation to the test statistic's distribution and Monte Carlo experiments reveal that the power of the test may decline as the size of the disturbance mean increases. However, the possibility is remote and declines with increasing sample size. Alternative sets of test variables are considered, and their effect on the power of…

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用修正 Almon 滞后逼近任意分布滞后结构AI 解读

A uniform approximation of any arbitrary lag structure can be achieved from a distributed lag formulation which is a combination of the Almon and geometric lag formulations.

用修正 Almon 滞后逼近任意分布滞后结构AI 解读

A uniform approximation of any arbitrary lag structure can be achieved from a distributed lag formulation which is a combination of the Almon and geometric lag formulations.

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OLS 与 BLUS 残差用于模型设定误差检验的进一步结果AI 解读

This paper considers the test RESET, which is a test for specification error in a linear regression model. It makes a modification in the test based on OLS residuals, and shows that the modified test is equivalent to a test based on BLUS residuals.

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Almon 分布滞后模型的一种修正AI 解读

This article modifies the Almon polynomial distributed lag to allow for a lag of infinite length. Estimation of the model is considered, and an empirical example is given to illustrate the usefulness of the model

Almon 分布滞后模型的一种修正AI 解读

This article modifies the Almon polynomial distributed lag to allow for a lag of infinite length. Estimation of the model is considered, and an empirical example is given to illustrate the usefulness of the model