论文检索

奇异方程系统中的自回归误差AI 解读

We consider a system of m general linear models, where the system error vector has a singular covariance matrix owing to various “adding up” requirements and, in addition, the error vector obeys an autoregressive scheme. The paper reformulates the problem considered earlier by Berndt and Savin [8] (BS), as well as others before them; the solution, thus obtained, is far simpler, being the natural extension of a restricted least-squares-like procedure to a system of equations…

自相关误差动态联立方程模型中若干有限信息估计量的比较AI 解读

Phoebus J. Dhrymes, R. Berner, D. Cummins, A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errors, Econometrica, Vol. 42, No. 2 (Mar., 1974), pp. 311-332

计量经济学：统计基础与应用AI 解读

1. Elementary Aspects of Multivariate Analysis.- 1.1 Preliminaries.- 1.2 Joint, Marginal, and Conditional Distributions.- 1.3 A Mathematical Digression.- 1.4 The Multivariate Normal Distribution.- 1.5 Correlation Coefficients and Related Topics.- 1.6 Estimators of the Mean Vector and Covariance Matrix and their Distribution.- 1.7 Tests of Significance.- 2. Applications of Multivariate Analysis.- 2.1 Canonical Correlations and Canonical Variables.- 2.2 Principal Components.-…