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Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model
Asymptotic Properties Multiperiod Control Rules
2015/8/5
This is the value of the control rule which would be used if one treated ,d as
known with certainty and equal to the least squares estimate. We call this rule
the least squares certainty equivalence...
Strong Consistency of Least Squares Estimates in Normal Regression
Strong Consistency Least Squares Estimates Normal Regression
2015/8/5
Strong Consistency of Least Squares Estimates in Normal Regression.
IV QUANTILE REGRESSION FOR GROUP-LEVEL TREATMENTS, WITH AN APPLICATION TO THE DISTRIBUTIONAL EFFECTS OF TRADE
quantile regression instrumental variables
2015/7/21
We present a methodology for estimating the distributional e ects of an endogenous
treatment that varies at the group level when there are group-level unobservables, a quantile extension of Hausman a...
Automatic discovery of the regression model by the means of grammatical and differential evolution
context-free grammar evolutionary methods genetic algorithm sum of squared error
2014/12/18
In the contribution, there is discussed the usage of the method based on the grammatical and differential evolution for the automatic discovery of regression models for discrete datasets. The combinat...
Electricity consumption forecasting in Italy using linear regression models
Electricity consumption Forecasting Elasticity Linear regression
2014/11/27
The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The ti...
Determinants of Health Care Use Among Rural, Low-Income Mothers and Children: A Simultaneous Systems Approach to Negative Binomial Regression Modeling
simultaneous systems negative binomial regression Rural Families Speak
2014/11/11
The determinants of health care use among rural, low-income mothers and their children were assessed using a multi-state, longitudinal data set, Rural Families Speak. The results indicate that rural m...
ZONAL AND REGIONAL LOAD FORECASTING IN THE NEW ENGLAND WHOLESALE ELECTRICITY MARKET: A SEMIPARAMETRIC REGRESSION APPROACH
Load Forecasting Penalized Splines Mixed
2014/11/11
Power system planning, reliability analysis and economically efficient capacity scheduling all rely heavily on electricity demand forecasting models. In the context of a deregulated wholesale electric...
ZONAL AND REGIONAL LOAD FORECASTING IN THE NEW ENGLAND WHOLESALE ELECTRICITY MARKET: A SEMIPARAETRIC REGRESSION APPROACH
Semiparametric Regression Load Forecasting Penalized Splines Mixed Models
2014/10/21
Power system planning, reliability analysis and economically efficient capacity scheduling all rely heavily on electricity demand forecasting models. In the context of a deregulated wholesale electric...
DETERMINANTS OF HEALTH CARE USE AMONG RURAL, LOW-INCOME MOTHERS AND CHILDREN: A SIMULTANEOUS SYSTEMS APPROACH TO NEGATIVE BINOMIAL REGRESSION MODELING
Rural mothers maternal health care utilization pediatric health care utilization simultaneous systems negative binomial regression Rural Families Speak
2014/10/21
The determinants of health care use among rural, low-income mothers and their children were assessed using a multi-state, longitudinal data set, Rural Families Speak. The results indicate that rural m...
Incorporating Technology Diffusion, Factor Mobility and Structural Change into cross-region Growth Regression: An Application to China
Growth convergence Spatial dynamic panel Structural change China
2014/3/12
This paper advocates a spatial dynamic model that introduces technology diffusion, factor mobility, and structural change into the cross-region growth regression. The spatial setting is derived from t...
Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression
wavelet band spectrum regression corridor implied volatility realized volatility fractional cointegration
2012/9/14
This paper revisits the fractional cointegrating relationship between ex-ante implied volatil-ity and ex-post realized volatility. We argue that the concept of corridor implied volatility (CIV) should...
上海财经大学经济学院高级计量经济学I课件Lecture 6 Multicollinearity, Regression Diagnostics and Misspecfication
上海财经大学经济学院 高级计量经济学I课件 Lecture 6 Multicollinearity Regression Diagnostics Misspecfication
2012/7/16
上海财经大学经济学院高级计量经济学I课件Lecture 6 Multicollinearity, Regression Diagnostics and Misspecfication.
上海财经大学经济学院高级计量经济学I课件Lecture 4 Nonlinear Regression Models and Generalized Least Squares
上海财经大学经济学院 高级计量经济学I 课件 Lecture 4 Regression Models Generalized Least Squares
2012/7/16
上海财经大学经济学院高级计量经济学I课件Lecture 4 Nonlinear Regression Models and Generalized Least Squares.
上海财经大学经济学院高级计量经济学I课件Lecture 2 Large Sample Results for the Classical Regression Model
上海财经大学经济学院 高级计量经济学I 课件 Lecture 2 Large Sample Results for the Classical Regression Model
2012/7/16
上海财经大学经济学院高级计量经济学I课件Lecture 2 Large Sample Results for the Classical Regression Model.
上海财经大学经济学院高级计量经济学I课件Lecture 1 The Classical Multiple Regression Model
海财经大学经济学院 高级计量经济学I 课件 Lecture 1 Multiple Regression Model
2012/7/16
海财经大学经济学院高级计量经济学I课件Lecture 1 The Classical Multiple Regression Model.