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Studies in Econometrics, Time Series, and Multivariate Statistics by Samuel Karlin; Takeshi Amemiya; Leo A Goodman; T. W Anderson is a book available to read on EtoBox.

What is Studies in Econometrics, Time Series, and Multivariate Statistics about?

Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, and multivariate statistics. This book is organized into three parts encompassing 28 chapters. Part I contains studies on logit model, normal discriminant analysis, maximum likelihood estimation, abnormal selection bias, and regression analysis with a categorized explanatory variable. This part also deals with prediction-based tests for misspecification in nonlinear simultaneous systems and the identification in models with autoregressive errors. Part II highlights studies in time series, including time series analysis of error-correction models, time series model identification, linear random fields, segmentation of time series, and some basic asymptotic theory for linear processes in time series analysis. Part III contains papers on optimality properties in discrete multivariate analysis, Anderson's probability inequality, and asymptotic distributions of test statistics. This part also presents the comparison of measures, multivariate majorization, and of experiments for some multivariate normal situations. Studies on Bayes

Author

Samuel Karlin; Takeshi Amemiya; Leo A Goodman; T. W Anderson

Publisher

Academic Press, Incorporated

Published

1983

Language

EN

ISBN

9781483268033

Subjects

Economics, Mathematics, Business