跳到正文
收录说明
收录范围
保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
当前期刊来源见下方官网链接及期刊目录。综合经济学与金融期刊逐篇筛查计量方向,证据不足时暂不公开。正刊、在线优先论文和已核实接收稿合并展示;按标题、可靠摘要、目录及身份匹配的出版社 JEL 分类核验相关性;计量类 JEL 与摘要相互印证,无 JEL 不直接排除。历史回补以可取得的注册题录和目录为准,不等于覆盖全部纸本。
日期与排序
默认按最近发表排序:正刊使用刊期,待刊使用上线日期;缺少上线日期时,排序参考登记或首次收录时间,并在卡片注明。更多筛选可选择出版状态和日期口径;卷期依据出版社元数据,不因待刊时间较长而推定已编入正刊。仅有月份或年份时,日期区间相交也会纳入。

日期精度:到日 13 篇 · 到月 28 篇 · 到年 2 篇

分类与引用
领域和方法依据题名、摘要初步分类,可人工修正;分类不代表论文质量。引用数采用 OpenAlex 单条关联记录,不合计版本。
更新与 AI 解读
正常题录、可靠摘要与引用同步继续;日、周、月简报按核实的发表与修订日期汇总,历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段,已有解读保留供阅读参考;缺少可靠材料的条目保持待解读,浏览页面不会触发生成。
43 篇论文
导出

Bootstrap Variance Estimation for Rejective Sampling

拒绝抽样的自助法方差估计

Replication procedures have proven useful for variance estimation for large scale complex surveys. As an extension of bootstrap procedures to rejective samples, we define a bootstrap sample that is a rejective, unequal probability, replacement sample selected from the original sample. A modification of the bootstrap with improved performance is suggested for stratified samples with small stratum sizes. Simulations for Poisson and stratified rejective samples support the use…

AI 解读阅读原文 ↗BibTeX ↓

On the Bias of the Multiple-Imputation Variance Estimator in Survey Sampling

调查抽样中多重插补方差估计量的偏差

Summary Multiple imputation is a method of estimating the variances of estimators that are constructed with some imputed data. We give an expression for the bias of the multiple-imputation variance estimator for data that are collected with a complex sample design. The bias may be sizable for certain estimators, such as domain means, when a large fraction of the values are imputed. A bias-adjusted variance estimator is suggested.

AI 解读阅读原文 ↗BibTeX ↓

A Comparison of Unit-Root Test Criteria

单位根检验准则的比较

The ordinary least squares estimator has been widely used for testing the unit-root hypothesis in autoregressive processes. Recently, several new criteria, based on maximum likelihood and weighted symmetric estimators, have been proposed. In this article, the authors describe several different test criteria. Results from Monte Carlo studies that compare the power of the different test criteria indicate that the new tests are more powerful against the stationary alternative.…

AI 解读阅读原文 ↗BibTeX ↓

The large sample distribution of the roots of the second order autoregressive polynomial

二阶自回归多项式根的大样本分布

The roots of the characteristic polynomial of an autoregressive process are sometimes of interest. In this paper, we show that the estimated roots of a second order autoregressive polynomial have different asymptotic distributions depending upon whether the true roots are equal or unequal.

AI 解读阅读原文 ↗BibTeX ↓

Estimation of the Parameters of Linear Time Series Models Subject to Nonlinear Restrictions

非线性约束下线性时间序列模型的参数估计

Least squares estimators of the parameters of a linear time series model, where the parameters are constrained by a set of nonlinear restrictions, are studied. The model may contain lags of the dependent variable as regressors and the sums of squares of the explanatory variables may grow at different rates as the sample size increases. The estimation procedures can be applied to a regression model with an error process that satisfies either a stationary or a nonstationary…

AI 解读阅读原文 ↗BibTeX ↓

Quantile Estimation with a Complex Survey Design

复杂调查设计下的分位数估计

Estimation of the finite population distribution function and related statistics, such as the median and interquartile range, is considered. Large-sample properties of estimators constructed from stratified cluster samples, and properties of large-sample confidence intervals, are established. The results are obtained within the context of a sequence of finite populations generated from a superpopulation.

AI 解读阅读原文 ↗BibTeX ↓

Estimation for the Nonlinear Functional Relationship

非线性函数关系的估计

Estimation of the parameters of the nonlinear functional model with known error covariance matrix is discussed. Asymptotic properties of the maximum likelihood estimator for the implicit functional model are presented. The approximate bias in the maximum likelihood estimator due to the nonlinearity of the relationship is given and a bias-adjusted estimator is suggested. Numerical and theoretical results support the superiority of the bias-adjusted estimator relative to the…

AI 解读阅读原文 ↗BibTeX ↓

An Error-Components Model for Prediction of County Crop Areas Using Survey and Satellite Data

利用调查与卫星数据预测县级作物面积的误差分量模型

Knowledge of the area under different crops is important to the U.S. Department of Agriculture. Sample surveys have been designed to estimate crop areas for large regions, such as crop-reporting districts, individual states, and the United States as a whole. Predicting crop areas for small areas such as counties has generally not been attempted, due to a lack of available data from farm surveys for these areas. The use of satellite data in association with farm-level survey…

AI 解读阅读原文 ↗BibTeX ↓

Regression Estimation of Crop Acreages With Transformed Landsat Data as Auxiliary Variables

Methods are developed for combining data collected by satellite with data collected in an area survey to estimate crop acreages. The basic procedure is that of survey regression estimation. Two methods of transforming the satellite information prior to regression estimation are compared.

阅读原文 ↗BibTeX ↓

A Model for Multinomial Response Error Applied to Labor Flows

用于劳动力流动分析的多项分类回答误差模型

A model for the response error associated with reported categorical data is developed. The model is used to construct estimators for the interior cells of a two-way table with marginals subject to independent response error. The estimation procedure is applied to the month-to-month table of employment status obtained from the U.S. Current Population Survey.

AI 解读阅读原文 ↗BibTeX ↓

Estimation for the Multivariate Errors-in-Variables Model with Estimated Error Covariance Matrix

测量误差协方差矩阵由估计获得时的多元变量误差模型估计

The errors-in-variables model in which the unobserved true values satisfy multiple linear restrictions is considered. Under the assumptions that the unobservable true values are normally distributed and that an estimator of the covariance matrix of the measurement error is available, the maximum likelihood estimators are derived. The limiting properties of the estimators are obtained for a wide range of assumptions, including the assumption of fixed true values.

AI 解读阅读原文 ↗BibTeX ↓

Consistency of the Least Squares Estimator of the First Order Moving Average Parameter

一阶移动平均参数最小二乘估计的一致性

The consistency of the least squares estimator of the parameter of the first order moving average time series is proven for the parameter in the interval $\\lbrack -1, 1 \\rbrack$.

AI 解读阅读原文 ↗BibTeX ↓

Testing for Nonstationary Parameter Specifications in Seasonal Time Series Models

季节性时间序列模型中非平稳参数设定的检验

Let $Y_t$ be an autoregressive process satisfying $Y_t = \alpha_1 Y_{t - 1} + \alpha_2 Y_{t - d} + \alpha_3 Y_{t - d - 1} + e_t$, where $\{e_t\}^\infty_{t = 0}$ is a sequence of $\operatorname{iid}(0, \sigma^2)$ random variables and $d \geq 2$. Such processes have been used as parametric models for seasonal time series. Typical values of $d$ are 2, 4, and 12 corresponding to time series observed semi-annually, quarterly, and monthly, respectively. If $\alpha_1 = 1, \alpha_2 = 1, \alpha_3 = - 1$…

AI 解读阅读原文 ↗BibTeX ↓

Estimation of Nonlinear Errors-in-Variables Models

非线性变量测量误差模型的估计

An estimation procedure is presented for the coefficients of the nonlinear functional relation, where observations are subject to measurement error. The distributional properties of the estimators are derived, and a consistent estimator of the covariance matrix is given. In deriving the results it is assumed that the covariance matrix of the observational errors is known and that this covariance matrix is $o(n^{-1/3})$, where $n$ is the index of the sequence of estimators.

AI 解读阅读原文 ↗BibTeX ↓

Survey Design under the Regression Superpopulation Model

回归超总体模型下的调查抽样设计

The construction of sample designs and estimators under a linear regression superpopulation model is considered. The anticipated variance, the variance of the predictor computed with respect to the sampling design and the superpopulation model, is used as a criterion for evaluating probability designs and model-unbiased predictors. Regression predictors that are model unbiased and design consistent are constructed.

AI 解读阅读原文 ↗BibTeX ↓

Estimation of the quadratic errors-in-variables model

二次变量测量误差模型的估计

An estimator is presented for the coefficients of the quadratic functional relationship. The estimator is shown to be asymptotically normally distributed as the sample size increases. In deriving this result it is not assumed that replication occurs. A Monte Carlo study is presented agreeing well with the asymptotic results. An example from the earth sciences is analysed.

AI 解读阅读原文 ↗BibTeX ↓

Estimation of the Parameters of Stochastic Difference Equations

随机差分方程的参数估计

Let $Y_t$ satisfy the stochastic difference equation $Y_t = \sum^q_{i=1} \psi_{ti} \alpha_i + \sum^p_{j=1} \gamma_j Y_{t-j} + e_t,$ where the $\{\psi_{ti}\}$ are fixed sequences and (or) weakly stationary time series and the $e_t$ are independent random variables, each with mean zero and variance $\sigma^2$. The form of the limiting distributions of the least squares estimators of $\alpha_i$ and $\gamma_j$ depend upon the absolute value of the largest root of the…

AI 解读阅读原文 ↗BibTeX ↓