PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
1992 | nr 636 Statystyka i diagnostyka ekonomiczna | 97--106
Tytuł artykułu

O przyczynach niepowodzeń w stosowaniu modeli typu Hsiao

Treść / Zawartość
Warianty tytułu
About the Difficulties in the Empirical Application of Hsiao Type Model
Języki publikacji
PL
Abstrakty
Zaprezentowano model z losowymi parametrami typu Hsiao, który stanowi uogólnienie modelu typu Swamy oraz omówiono realność założeń tego modelu.
EN
In empirical work the Hsiao model did not gained the same widespread acceptance that some of the other models have achieved. This is at least partly due to the fact that some assumptions in it are not considered realistic. The Hsiao type model is presented along with the discussion of the assumptions accepted. Some hints for the application fields in economics are given. (original abstract)
Twórcy
Bibliografia
  • Dziechciarz J. [1989], Changing and Random Parameter Models. A Survey. W: Hackl P. (red.), Statistical Analysis and Forecasting of Economic Structural Change, Springer, Berlin, s. 217-253.
  • Dziechciarz J. [1991], Model typu Swamy jako narzędzie modelowania krótkich szeregów czasowych danych przekrojowych. Wrocław: AE 1992. Prace Naukowe Akademii Ekonomicznej we Wrocławiu nr 617.
  • Harvey A.C. [1976], Estimating Regression Models with Multiplicative Heteroscedasticity, "Econometrica" nr 44, s. 461-466.
  • Harvey A.C. [1978J, The Estimation of Time-Varying Parameters from. Panel Data, "Anriales de l'Insee" nr 30-31, s. 203-226.
  • Harvey A.C. [1981], Time Series Models, Phillip Allan. Oxford.
  • Harvey A.C. [1982], The Kalman Filter and Its Applications in Econometrics and Time Series Analysis, "Methods of Operations Research" nr 44, s. 3-18.
  • Hildreth C., Houck J.P. [1968], Some Estimators for a Linear Model with Random. Coefficients, "Journal of the American Statistical Association" nr 63, s. 584-595.
  • Hsiao C. [1974], Statistical Inference for a Model with Both Random. Cross Sectional and Time Effects, "International Economic Review" nr 15, s. 12-30.
  • Hsiao C. 11975], Some Estimation. Methods for a Random. Coefficient Model', "Econometrica" nr 43, s. 305-325.
  • Hsiao C. [1986], Analysts of Panel Data. Cambridge University Press.
  • Johnson S.R., Rausser G.C. [1975], An Estimatings Method for Models with Stochastic, Time Varying Parameters, "Proceedings of the American Statistical Association" nr 1975, s. 356-361.
  • Kelejian H.H., Stephan S.W. [1983], Inference in Random. Coefficient and Error Component Models: Some Corrections and Extensions of the Literature', "International Economic Review" nr 24, s. 249-254.
  • Lee L.F.: Griffiths W.E. [1979], The Prior Likelihood and Best Linear Unbiased Prediction in Stochastic Coefficient Linear Models, University of New England Working Paper No. 1, Armidale. Australia.
  • Liu L.M., Hanssens D.M. [1981], A Bayesian Approach to Time-Varying Cross-Sectional Regression Models, "Journal of Econometrics" nr 15, s. 341-356.
  • Pudney S.E. [1978], The Estimation and Testing of Some Error Components Models, Mimeo, London School of Economics.
  • Rosenberg B. [1973], The Analysis of a Cross Section of Time Series by Stochastically Convergent Parameter Regression, "Annals of Economic and Social Studies" nr 2, s. 399-428.
  • Singh B., Ullah A. [1974], Estimation of Seemingly Unrelated Regressions with Random. Coefficients, "Journal of the American Statistical Association" nr 69, s. 191-195.
  • Singh R.S., Ullah A. [19853, Nonparametric Time Series Estitamtion of Joint DGP, Conditional DGP, and Vector Autoregressions, "Econometric Theory" nr 1.
  • Swamy P.A.V.B., Mehta J.S. [1975], Bayesian and Non-Bayssian Analysis of Switching Regressions and of Random Coefficient Regression Models, "Journal of the American Statistical Association" nr 70, s. 593-602.
  • Swamy P.A.V.B., Mehta J.S. [1977], Estimation of Linear Models with Time and Cross-Seclionally Varying Coefficients, "Journal of the American Statistical Association" nr 72, s. 890-898.
  • Wansbeek T.J., Kapteyn A. [1978], The Separation of Individual Variation and Systematic Change in the Analysis of Panel Data, "Annales de l'Insee" nr 30-31. s. 659-680.
  • Wansbeek T.J., Kapteyn A. (1981), Estimators of the Covariance Structure for Longitudinal Data. W: Charatsis (red.), Proceedings of the Econometric Society European Meeting, 1979, North Holland, Amsterdam.
  • Wansbeek T.J., Kapteyn A. [1982], A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model, "Econometrica" nr 50.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000000000322

Zgłoszenie zostało wysłane

Zgłoszenie zostało wysłane

Musisz być zalogowany aby pisać komentarze.
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.