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University of Amsterdam, Actuarial Science and Econometrics Archive	84 records found 1 - 10	Search took 0.16 seconds.

1.	PDF amsterdam006 Outliers in Probability Models Cramer, J. S. English \| 1985 \| Working or Discussion Paper \| Detailed record - Similar records
2.	PDF amsterdam005 The expectation of a second degree expression in a matrix quadratic form connected with the noncentral Wishart distribution Neudecker, H. English \| 1985 \| Working or Discussion Paper \| Detailed record - Similar records
3.	PDF amsterdam003 The dispersion matrix of vec X'AX, A'=A, when X'X is a Wishart matrix Neudecker, H. English \| 1985 \| Working or Discussion Paper \| Detailed record - Similar records
4.	PDF amsterdam084 To wait or not to wait: is that the question? Dijk, N Van In Holland the Dutch Postal Offices have changed to a single line waiting system in stead of multiple lines. Queues in the Soviet Union have substantially been reduced an [...] English \| 1993-11 \| Report \| Detailed record - Similar records
5.	PDF amsterdam083 HETEROSCEDASTICITY IN SELECTIVITY MODELS Ophem, Hans van Selectivity models usually consist of two equations: a linear and a qualitative variables equation. This paper investigates the consistency of the ML-estimates of two sel [...] English \| 06 October 1992 \| Report \| Detailed record - Similar records
6.	PDF amsterdam082 R2 in Seemingly Unrelated Regression Equations Neudecker, H ; Windmejier, F In this paper we will discuss some properties of McElroy's measure of goodness of fit for Zellner's seemingly unrelated regression equations (McELRoY (1977)). Amongst the [...] English \| 1989-11 \| Report \| Detailed record - Similar records
7.	PDF amsterdam081 The asymptotic distribution of the sum of weighted squared residual in binary choice models. A x2 test Windmeijer, F It is claimed by some authors that the distribution of the sum of weighted squared residuals, used as a goodness of fit measure in binary choice models, behaves for large [...] English \| 1989-11 \| Report \| Detailed record - Similar records
8.	PDF amsterdam080 Bias of s2 in Linear Regression Model with correlated errors Kiviet, Jan ; Kramer, Walter We derive bounds for the relative bias of the 0LS-based estimate s2 of the disturbance variance in the linear regression model when disturbances are stationary AR(1) and [...] English \| 1989-11 \| Report \| Detailed record - Similar records
9.	PDF amsterdam079 ESTIMATION AND TESTING FOR COINTEGRATION WITH TRENDED VARIABLES: A Comparison of a Static and a Dynamic Regression Procedure Noswijk, H In this paper two estimation and testing procedures for cointegration are compared for variables with deterministic trends. The first procedure consists of static regress [...] English \| 1989-10 \| Report \| Detailed record - Similar records
10.	PDF amsterdam078 THE MISSPECIFICATION OF DYNAMIC REGRESSION MODELS Pollock, D English \| 1989 \| Report \| Detailed record - Similar records

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