Regression Models with Data-based Indicator Variables.

Regression Models with Data-based Indicator Variables.

Mostra altre versioni (2)

OLS estimation of an impulse-indicator coefficient is inconsistent, but its variance can be consistently estimated. Although the ratio of the inconsistent estimator to its standard error has a tdistribution, that test is inconsistent: one solution is to form an index of indicators. We provide Monte...

Descrizione completa

Dettagli Bibliografici
Autori principali:	Hendry, D, Santos, C
Natura:	Working paper
Lingua:	English
Pubblicazione:	Nuffield College (University of Oxford) 2004

Documenti analoghi

Regression models with data-based indicator variables
di: Hendry, D, et al.
Pubblicazione: (2005)

Regression Models with Data-Based Indicator Variables.
di: Hendry, D, et al.
Pubblicazione: (2005)

Selecting a Regression Saturated by Indicators.
di: Hendry, D, et al.
Pubblicazione: (2007)

Selecting a regression saturated by indicators
di: Hendry, D, et al.
Pubblicazione: (2006)

Automatic selection on indicators in a fully saturated regression
di: Hendry, D, et al.
Pubblicazione: (2008)

Testing Superexogeneity and Invariance in Regression Models.
di: Engle, R, et al.
Pubblicazione: (1993)

Robust discovery of regression models
di: Castle, J, et al.
Pubblicazione: (2021)

Testing Super Exogeneity and Invariance in Regression Models.
di: Engle, R, et al.
Pubblicazione: (1994)

Testing Super Exogeneity and Invariance in Regression Models.
di: Engle, R, et al.
Pubblicazione: (1990)

Regression with social data : modeling continuous and limited response variables /
di: DeMaris, Alfred, 1946-
Pubblicazione: (2004)

Modelling road traffic safety indices by means of regression with panel data
di: Brzozowska-Rup Katarzyna, et al.
Pubblicazione: (2020-12-01)

CAPABILITY INDICES FOR CONTROL CHARTS BASED ON REGRESSION MODELS
di: Fernanda Siqueira Souza, et al.
Pubblicazione: (2015-12-01)

Econometric Modelling with Cointegrated Variables: An Overview.
di: Hendry, D
Pubblicazione: (2011)

Econometric Modelling with Cointegrated Variables: An Overview.
di: Hendry, D
Pubblicazione: (1986)

We Ran One Regression.
di: Hendry, D, et al.
Pubblicazione: (2004)

We Ran One Regression.
di: Hendry, D, et al.
Pubblicazione: (2004)

We ran one regression
di: Hendry, D, et al.
Pubblicazione: (2004)

Assessment of the impact of financial indicators based on the multiple linear regression model
di: Dalisova N.A., et al.
Pubblicazione: (2023-01-01)

Bayesian auxiliary variable models for binary and multinomial regression
di: Holmes, C, et al.
Pubblicazione: (2006)

Bayesian Auxiliary Variable Models for Binary and Multinomial Regression
di: Holmes, C, et al.
Pubblicazione: (2006)

Blind regression: Nonparametric regression for latent variable models via collaborative filtering
di: Shah, Devavrat, et al.
Pubblicazione: (2021)

Errors in the Dependent Variable of Quantile Regression Models
di: Hausman, Jerry, et al.
Pubblicazione: (2022)

Regression Models for Symbolic Interval-Valued Variables
di: Jose Emmanuel Chacón, et al.
Pubblicazione: (2021-04-01)

Blind regression : nonparametric regression for latent variable models via collaborative filtering
di: Song, Dogyoon
Pubblicazione: (2016)

Logistic regression models for ordinal response variables /
di: O'Connell, Ann A.
Pubblicazione: (2006)

Variable Selection in Semi-Functional Partially Linear Regression Models with Time Series Data
di: Shuyu Meng, et al.
Pubblicazione: (2024-09-01)

Heart rate variability in mental stress: The data reveal regression to the mean
di: Dimitriy A. Dimitriev, et al.
Pubblicazione: (2019-02-01)

Bootstrap Enhanced Penalized Regression for Variable Selection with Neuroimaging Data
di: Samantha Valerie Abram, et al.
Pubblicazione: (2016-07-01)

Binary Regression With a Misclassified Response Variable in Diabetes Data
di: Maryam Rastegar, et al.
Pubblicazione: (2019-03-01)

Regression with dummy variables /
di: Hardy, Melissa A., 1952-
Pubblicazione: (1993)

Polychotomization of continuous variables in regression models based on the overall <it>C </it>index
di: Bax Leon, et al.
Pubblicazione: (2006-12-01)

Régression orthogonale de trois variables liées Orthogonal Regression of Linked Variables
di: Phelizon J. -F.
Pubblicazione: (2006-11-01)

Hidden Variable Discovery Based on Regression and Entropy
di: Xingyu Liao, et al.
Pubblicazione: (2024-04-01)

Likelihood Evaluation for Dynamic Latent Variables Models.
di: Hendry, D, et al.
Pubblicazione: (1992)

Optimization techniques for variable selection in binary logistic regression model applied to desire for children data.
di: Sarkar, S.K., et al.
Pubblicazione: (2009)

Instrumental Variable Quantile Regression of Spatial Dynamic Durbin Panel Data Model with Fixed Effects
di: Danqing Chen, et al.
Pubblicazione: (2021-12-01)

Bayesian approach to errors-in-variables in count data regression models with departures from normality and overdispersion
di: Rozliman, Nur Aainaa, et al.
Pubblicazione: (2018)

Using the multiple linear regression based on the relative importance metric and data visualization models for assessing the ability of drought indices
di: Abdol Rassoul Zarei, et al.
Pubblicazione: (2023-11-01)

Cluster validity indices for mixture hazards regression models
di: Yi-Wen Chang, et al.
Pubblicazione: (2020-01-01)

Application of Bayesian variable selection in logistic regression model
di: Kannat Na Bangchang
Pubblicazione: (2024-04-01)