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@MISC{Ehrbar_contentscontents,

author = {Hans G. Ehrbar},

title = {CONTENTS Contents},

year = {}

}

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### Abstract

URL: www.econ.utah.edu/ehrbar/ecmet.pdf

### Citations

1273 | Spline models for observational data - Wahba - 1990 |

580 | Cryptography and Network Security: Principles and Practices - Stallings - 2005 |

439 | The Advanced Theory of Statistics - Kendall, Stuart - 1979 |

424 | Introduction to the Theory and Practice of Econometrics. Second Ed - Judge, Hill, et al. - 1982 |

330 |
1999], Modern Applied Statistics with S-PLUS
- Venables, Ripley
(Show Context)
Citation Context ...t is new in the 1991 release of S. The files book.errata and model.errata in the directory /usr/local/splus-3.1/doc/ specify known errors in the Blue and White book. Textbooks for using Splus include =-=[VR99]-=- which has an url www.stats.oz.ac.uk/pub/M [Spe94], [Bur98] (downloadable for free from the internet), and [Eve94]. R has now a very convenient facility to automatically download and update packages f... |

281 | Matrix Differential Calculus With Applications - Magnus, Neudecker - 1988 |

261 | Mathematical Statistics and Data Analysis - Rice - 1995 |

216 | Principles of Econometrics - Theil - 1971 |

196 | Nonstandard Analysis
- Robinson
- 1966
(Show Context)
Citation Context ...eaking about the moment when the thing will reach its goal. Of course, it “works,” but it makes things terribly cumbersome, and it may ha prevented people from seeing connections. Abraham Robinson in =-=[Rob74]-=- is one of the mathematicians who tried to reme it. He did it by adding more numbers, infinite numbers and infinitesimal numbe Robinson showed that one can use infinitesimals without getting into cont... |

196 | The analvsis of variance - Scheffe - 1959 |

187 | A Guide to Econometrics - Kennedy |

176 |
Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution
- Stein
- 1956
(Show Context)
Citation Context ...actly where it ostensibly tries to be strong? What are the practical implications of this? The properties of this estimator were first discussed in James and Stein [JS61], extending the work of Stein =-=[Ste56]-=-. Stein himself did not introduce the estimator as an “empirical Bayes” estimator, and it is not certain that this is indeed the right way to look at it. Especially this approach does not explain why ... |

147 |
Mathematical Foundations of Information Theory
- KHINCHIN
- 1957
(Show Context)
Citation Context ... is the number one gets if one measures the entropy in bits. If one uses natural logarithms, then the entropy is measured in “nats.” Entropy can be characterized axiomatically by the following axioms =-=[Khi57]-=-: • The uncertainty associated with a finite complete scheme takes its largest value if all events are equally likely, i.e., H(p1, . . . , pn) ≤ H(1/n, . . . , 1/n). • The addition of an impossible ev... |

145 |
Linear regression analysis
- Seber, Lee
- 2012
(Show Context)
Citation Context ...⊤ P x is indepe dent of x ⊤ Qx if and only if P Q = O. This is called Craig’s theorem, although Craig’s proof in [Cra43] is incorre Kshirsagar [Ksh19, p. 41] describes the correct proof; he and Seber =-=[Seb77]-=- g Lancaster’s book [Lan69] as basic reference. Seber [Seb77] gives a proof which only valid if the two quadratic forms are χ 2 . The next theorem is known as James’s theorem, it is a stronger version... |

144 | Seminumerical Algorithms, volume 2 of The Art of Computer Programming. Addison-Wesley, third edition - Knuth - 1997 |

131 | Elements of Econometrics - Kmenta - 1986 |

110 | Principles of Multivariate Analysis - A User's Perspective - Krzanowski - 1988 |

76 | XGobi: Interactive Dynamic Graphics in the X Window System with a Link to S
- Swayne, Cook, et al.
- 1991
(Show Context)
Citation Context .... Documentation about xgobi, which is more detailed than the help(xgobi) in R/Splus can be obtained by typing man xgobi while in unix. A nice brief documentation is [Rip96]. The official manual is is =-=[SCB91]-=- and [BCS96]. XGobi can be used as a stand-alone program or it can be invoked from inside R or Splus. In R, you must give the command library(xgobi) in order to make the function xgobi accessible. 394... |

74 | Maximum-Entropy Models in Science and Engineering - Kapur - 1990 |

69 | Elements of Statistical Computing - Thisted - 1988 |

63 |
A test for normality based on sample entropy
- Vasicek
- 1976
(Show Context)
Citation Context ...re qqnorm(rchisq(25,df=3)). The classic reference which everyone has read and which explains it all is [Gum58, pp. 28–34 and 46/47]. Also [WG68] is useful, many examples. 47.11. Testing for Normality =-=[Vas76]-=- is a test for Normality based on entropy.496 48. MEASURING ECONOMIC INEQUALITY CHAPTER 48 Measuring Economic Inequality 48.1. Web Resources about Income Inequality • UNU/Wider-UNDP World Income Ineq... |

61 |
Models for Smooth Infinitesimal Analysis
- Moerdijk, Reyes
- 1991
(Show Context)
Citation Context ...se arrows in their symbol for limits, b they are not calculating with moving quantities, only with static quantities. This perspective makes the category-theoretical approach to infinitesimals tak in =-=[MR91]-=- especially promising. Category theory considers objects on the sam footing with their transformations (and uses lots of arrows). 333.3. DEFINITION OF A RANDOM VARIABLE 35 Maybe a few years from now ... |

58 | An Introduction to Classical Econometric Theory - Ruud - 2000 |

55 |
Elements of Multivariate Time Series Analysis
- Reinsel
- 1997
(Show Context)
Citation Context ...stems (it is called vector white noise). VAR processes are special cases of multivariate time series. Therefore we will first take a look at multivariate time series in general. A good source here is =-=[Rei93]-=-. Covariance stationarity of multivariate time series is the obvious extension of the univariate definition (67.1.1)–(67.1.2): (67.2.5) (67.2.6) (67.2.7) E[yt] = µ var[ymt] < ∞ One can write a VAR(j) ... |

54 | Multivariate Analysis - Kshirsagar - 1972 |

54 | Approximate Distributions of Order Statistics - Reiss - 1989 |

45 |
The chi-Squared Distribution
- Lancaster
- 1969
(Show Context)
Citation Context ... Qx if and only if P Q = O. This is called Craig’s theorem, although Craig’s proof in [Cra43] is incorre Kshirsagar [Ksh19, p. 41] describes the correct proof; he and Seber [Seb77] g Lancaster’s book =-=[Lan69]-=- as basic reference. Seber [Seb77] gives a proof which only valid if the two quadratic forms are χ 2 . The next theorem is known as James’s theorem, it is a stronger version Cochrane’s theorem. It is ... |

44 |
The Foundations of Factor Analysis
- Mulaik
- 1972
(Show Context)
Citation Context ...erefore one obtains the factor analytical model X = ΨC + U with k − q factors. Conversely, from such a factor analytical model one can, by choosing a right deficiency matrix of C, obtain an EV model. =-=[Mul72]-=-, [Kim], [KM78] A model which violates one of the assumptions of the EV model is the Berkson model. Let us discuss the simplest case (53.3.10) (53.3.11) (53.3.12) y ∗ = α + x ∗ β y = y ∗ + v x = x ∗ +... |

37 |
Rational Expectations and the Theory of Economic Policy
- Sargent, Wallace
- 1976
(Show Context)
Citation Context ...d to the “Iron Law of Econometrics”: they ignore that actual income is a measurement with error the true underlying variable, permanent income. Problem 154. This question follows the original article =-=[SW76]-=- much mo closely than [HVdP02] does. Sargent and Wallace first reproduce the usual argume why “activist” policy rules, in which the Fed “looks at many things” and “lea against the wind,” are superior ... |

30 |
Permanent and Transitory Movements in Labor Income: An Explanation for ”Excess Smoothness” in Consumption
- Quah
- 1990
(Show Context)
Citation Context ...answer to: how can one make policy recommendations with such a framework. Here is an example how an economic model can lead to a non-invertible VARMA process. It is from [AG97, p. 119], originally in =-=[Qua90]-=- and [BQ89]. Income at time t is the sum of a permanent and a transitory component yt = y p t + y t t; the permanent follows a random walk yp t = yp t−1 + δt while the transitory income is white noise... |

29 | Statistical Inference and Its Applications - Linear - 1973 |

28 |
Probability plotting methods for the analysis of data
- Gnanadesikan, Wilk
- 1968
(Show Context)
Citation Context ...a long right tail, like the lognormal qqnorm(rlnorm(25)) or chisqua qqnorm(rchisq(25,df=3)). The classic reference which everyone has read and which explains it all is [Gum pp. 28–34 and 46/47]. Also =-=[WG68]-=- is useful, many examples. 47.11. Testing for Normality [Vas76] is a test for Normality based on entropy.CHAPTER 48 Measuring Economic Inequality 48.1. Web Resources about Income Inequality • UNU/Wid... |

22 | The Statistical Methods of Econometrics - Malinvaud - 1966 |

19 |
Spline Models for Observational Data. Society for industrial and applied mathematics
- Wahba
- 1990
(Show Context)
Citation Context ...ot been altered in transit. The original computer program doing this kind of encryption was written by the programmer Phil Zimmerman. The program is called PGP, “Pretty Good Privacy,” and manuals are =-=[Zim95]-=- and [Sta95]. More recently, a free version of this program has been written, called GNU Privacy Guard, textttwww.gnupg.org, which does not use the patented IDEA algorithm and is under the Gnu Public ... |

17 |
Introduction to S and S-Plus
- Spector
- 1994
(Show Context)
Citation Context ....errata and model.errata in the directory /usr/local/splus-3.1/doc/ specify known errors in the Blue and White book. Textbooks for using Splus include [VR99] which has an url www.stats.oz.ac.uk/pub/M =-=[Spe94]-=-, [Bur98] (downloadable for free from the internet), and [Eve94]. R has now a very convenient facility to automatically download and update packages from CRAN. Look at the help page for update.package... |

17 |
Estimating transformations for regression via additivity and variance stabilization
- Tibshirani
- 1988
(Show Context)
Citation Context ...s (avas) This is a modification of ace which seems to be more appropriate for regression, although it does not have the nice theoretical foundation which ace has in the theory of maximal correlation. =-=[Tib88]-=- is main source about the avas method. Again let’s discuss the simplest case with two variables first. Assume x and y are such that there exist two functions φ and θ so that one can write (46.2.1) θ(y... |

14 |
On the theory of correlation for any number of variables, treated by a new system of notation
- Yule
- 1907
(Show Context)
Citation Context ...f of (15.1.11) is given in [Gra76, pp. 116/17]. Mixed cases: One can also form multiple correlations coefficients with some of the variables partialled out. The dot notation used here is due to Yule, =-=[Yul07]-=-. The notation, definition, and formula for the squared correlation coefficient is (15.1.12) ρ 2 y(x).z (15.1.13) = MSE[constant term and z; y] − MSE[constant term, z, and x; y] MSE[constant term and ... |

13 | Linear Structures - Magnus - 1988 |

13 |
Statistical methods related to the law of the iterated logarithm
- Robbins
- 1970
(Show Context)
Citation Context ...}] ≤ ∑n Pr1[{ωj}] j=m+1 k = 1 k Pr1[S] ≤ 1 k as claimed. The last inequality holds because Pr1[S] ≤ 1, and the equal-sign before this is simply the definition of S. With more mathematical effort, see =-=[Rob70]-=-, one can strengthen this simple inequality in a very satisfactory manner: Assume an unscrupulous researcher attempts to find evidence supporting his favorite but erroneous hypothesis H1 over his riva... |

13 | Recent advances in regression methods - Vinod, Ullah - 1981 |

12 |
Foundations of Probability (Holden-Day
- Renyi
- 1970
(Show Context)
Citation Context ... is arguably more fundamental than probability itself. Every probability is conditional, since we must know that the “experiment” has happened before we can speak of probabilities. [Ame94, p. 10] and =-=[Rén70]-=- give axioms for conditional probability which take the place of the above axioms (2.3.1), (2.3.2) and (2.3.3). However we will follow here the common procedure of defining conditional probabilities i... |

12 |
Improved Estimators for Coefficients in Linear Regression
- Sclove
- 1968
(Show Context)
Citation Context ... X = I. • a. 0 points Write down the simple formula for the OLS estimator ˆ β in this model. Can you think of situations in which such an “orthonormal” model is appropriate? Answer. ˆ β = X⊤y. Sclove =-=[Scl68]-=- gives as examples: if one regresses on orthonormal polynomials, or on principal components. I guess also if one simply needs the means of a random vector. It seems the important fact here is that one... |

12 |
A distributed lag estimator derived from smoothness priors
- Shiller
- 1973
(Show Context)
Citation Context ...s that in many cases such endpoint restrictions are not a good idea. Alternative specifications of the lag coefficients: Shiller lag: In 1973, long before smoothing splines became popular, Shiller in =-=[Shi73]-=- proposed a joint minimization of SSE and k times the squared sum of d+1st differences on lag coefficients. He used a Bayesian approach; Maddala classical method. This is the BLUE if one replaces the ... |

11 |
Axioms and theorems for a theory of arrays
- MORE
- 1973
(Show Context)
Citation Context ...ectangular tile with arms sticking out, similar to a molecule. Tiles with one arm are vectors, those with two arms matrices, those with more arms are arrays of higher rank (or “valence” as in [SS35], =-=[Mor73]-=-, and [MS86, p. 12]), and those without arms are scalars. The arrays considered here are rectangular, not “ragged,” therefore in addition to their rank we only need to know the dimension of each arm; ... |

11 | Algorithms and applications - Skilling, Gull - 1985 |

11 |
Non-linear Canonical Correlation
- Burg, Leeuw
- 1983
(Show Context)
Citation Context ...multaneous linear regression, alternating least squares, correspondence analysis, nonlinear multivariate analysis, and homogeneity analysis. This is why some of the pathologies of ACE arise. He cites =-=[VdBDL83]-=- as a central basic article. 46.1.1. ACE with one response and just one predictor variable. Assume x and y are two random variables (but they may also be categorical variables or random vectors). Thei... |

10 |
C.: Diirkheim's Suicide and problems of empirical research
- Selvin
(Show Context)
Citation Context ...s not a compelling conclusion. It m have been that Catholics in predominantly Protestant provinces were taking th own lives. The oversight of this logical possibility is called the “Ecological Fallac =-=[Sel58]-=-. This seems like a far-fetched example, but arguments like this have been used discredit data establishing connections between alcoholism and unemployment e as long as the unit of investigation is no... |

9 |
A note on a generalized inverse of a matrix with applications to problems in mathematical statistics
- Rao
- 1962
(Show Context)
Citation Context ...nonsingular, then A is its only g-inverse. Problem 368. Show that a symmetric matrix Ω has a g-inverse which is a symmetric. Answer. Use Ω − ΩΩ −⊤ . The definition of a g-inverse is apparently due to =-=[Rao62]-=-. It is sometimes call the “conditional inverse” [Gra83, p. 129]. This g-inverse, and not the Moore-Penro generalized inverse or pseudoinverse A + , is needed for the linear model, The Moo Penrose gen... |

9 |
Parameter updating in a Bayes network
- Normand, Tritchler
- 1992
(Show Context)
Citation Context ...nd var[ut] = λ 2 τ 2 . There are not enough data to estimate the relative variances of the different error terms as in the exchange rate example; here prior information enters the model. Problem 491. =-=[NT92]-=- This is an exercise about the growth model (54.6.1) – (54.6.3). • a. 3 points Describe the intuitive meaning of βt, δt, the three disturbances, and the two parameters κ and λ. • b. 2 points Show how ... |

9 |
Protect Your Privacy: the PGP User's Guide
- Stallings
- 1995
(Show Context)
Citation Context ...red in transit. The original computer program doing this kind of encryption was written by the programmer Phil Zimmerman. The program is called PGP, “Pretty Good Privacy,” and manuals are [Zim95] and =-=[Sta95]-=-. More recently, a free version of this program has been written, called GNU Privacy Guard, textttwww.gnupg.org, which does not use the patented IDEA algorithm and is under the Gnu Public License. Her... |