Statistical properties of estimators for variable coefficients models /
Tareq Abdulaziz Aldoub
Statistical properties of estimators for variable coefficients models / الخصائص الإحصائية لمقدرات نماذج المعاملات المتغيرة Tareq Abdulaziz Aldoub ; Supervised Elhoussainy Abdelbar Rady , Ahmed Hassen Youssef - Cairo : Tareq Abdulaziz Aldoub , 2012 - 143 P. : charts ; 30cm
Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics
The study is concerned with solving the problem of the negative variance concerning the (GLS) method and hence a comparative study of (GLS) and GMM procedures with Simple Panel Data (SPD) and Multiple Panel Data (MPD) is introduced and discussed simulated data from several models that used to compare the two procedures under different conditions of panel data such as : ample sizes , models , parameters values and standard deviation
Generalized least square Generalized method of moment Simple Panel Data
Statistical properties of estimators for variable coefficients models / الخصائص الإحصائية لمقدرات نماذج المعاملات المتغيرة Tareq Abdulaziz Aldoub ; Supervised Elhoussainy Abdelbar Rady , Ahmed Hassen Youssef - Cairo : Tareq Abdulaziz Aldoub , 2012 - 143 P. : charts ; 30cm
Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics
The study is concerned with solving the problem of the negative variance concerning the (GLS) method and hence a comparative study of (GLS) and GMM procedures with Simple Panel Data (SPD) and Multiple Panel Data (MPD) is introduced and discussed simulated data from several models that used to compare the two procedures under different conditions of panel data such as : ample sizes , models , parameters values and standard deviation
Generalized least square Generalized method of moment Simple Panel Data