Time Series and Econometric Modelling
Time Series and Econometric Modelling

Author: I.B. MacNeill

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 406

ISBN-13: 9400947909

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On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from "camera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.

Econometric Modelling with Time Series
Econometric Modelling with Time Series

Author: Vance Martin

Publisher: Cambridge University Press

Published: 2013

Total Pages: 925

ISBN-13: 0521139813

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"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framework. Examples include ordinary least squares, generalized least squares and full-information maximum likelihood. In deriving the maximum likelihood estimator, a key concept is the joint probability density function (pdf) of the observed random variables, yt. Maximum likelihood estimation requires that the following conditions are satisfied. (1) The form of the joint pdf of yt is known. (2) The specification of the moments of the joint pdf are known. (3) The joint pdf can be evaluated for all values of the parameters, 9. Parts ONE and TWO of this book deal with models in which all these conditions are satisfied. Part THREE investigates models in which these conditions are not satisfied and considers four important cases. First, if the distribution of yt is misspecified, resulting in both conditions 1 and 2 being violated, estimation is by quasi-maximum likelihood (Chapter 9). Second, if condition 1 is not satisfied, a generalized method of moments estimator (Chapter 10) is required. Third, if condition 2 is not satisfied, estimation relies on nonparametric methods (Chapter 11). Fourth, if condition 3 is violated, simulation-based estimation methods are used (Chapter 12). 1.2 Motivating Examples To highlight the role of probability distributions in maximum likelihood estimation, this section emphasizes the link between observed sample data and 4 The Maximum Likelihood Principle the probability distribution from which they are drawn"-- publisher.

The Econometric Analysis of Time Series
The Econometric Analysis of Time Series

Author: Andrew C. Harvey

Publisher:

Published: 1990

Total Pages: 387

ISBN-13: 9780860031925

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Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playing a key role in both estimation and testing. Exercises are included and the book is suitable as a general text for final-year undergraduate and postgraduate students.

Advances in the Statistical Sciences: Foundations of Statistical Inference
Advances in the Statistical Sciences: Foundations of Statistical Inference

Author: I.B. MacNeill

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 295

ISBN-13: 9400947887

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On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from "camera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.

Advances in the Statistical Sciences: Applied Probability, Stochastic Processes, and Sampling Theory
Advances in the Statistical Sciences: Applied Probability, Stochastic Processes, and Sampling Theory

Author: I.B. MacNeill

Publisher: Springer Science & Business Media

Published: 1986-12-31

Total Pages: 368

ISBN-13: 9789027723932

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On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from "carnera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.

Advances in the Statistical Sciences: Stochastic Hydrology
Advances in the Statistical Sciences: Stochastic Hydrology

Author: I.B. MacNeill

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 238

ISBN-13: 9400947925

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On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank alI of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie BeU, Lise Constant, and Sandy Tamowski. This work has been printed from "camera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, J ackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.

Consciousness and Intentionality: Models and Modalities of Attribution
Consciousness and Intentionality: Models and Modalities of Attribution

Author: D. Fisette

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 366

ISBN-13: 9401591938

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Philosophy of mind has been one of the most active fields in philosophy for the past three decades. One of the most significant factors in the development of this discipline has been the emergence of cognitive science and the interest philosophers have taken in the empirical study of mind. Another equally important factor has been the "naturalistic tum" brought about by W. V. Quine. His proposal that normative epistemology be replaced by empirical psychology marked a radical departure from the Fregean "anti psychologism" and "apriorism" that had characterized much of the analytic tradition in philosophy. But while Quine's program of naturalization called the attention of philosophers to empirical psychology, his conception of psychology was inspired by an austere behaviorism which shunned the mentalism of intentional psychology in the Brentanian and phenomenological tradition. Thus, while agreeing with Brentano that the "intentional idiom" could not be reduced to that of the natural sciences, Quine argued that it is of a piece with the indeterminacy of translation. Most contributors of this col lection share the cognitivist stance and believe that the mind needs to be explained rather than eliminated. Three main questions are actually confronting current philosophers of mind, each addressed by one or another of the contributors to the present collection.

Empiricism and Darwin’s Science
Empiricism and Darwin’s Science

Author: F. Wilson

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 375

ISBN-13: 9401137560

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I would like to record my thanks to Paul Thompson for useful conver sations over the years, and also to several generations of students who have helped me develop my ideas on biological theory and on Darwin. My wife has, as usual, been more than helpful; in particular she typed a good portion of the manuscript while I was on leave a few years ago, more now than I like to remember. My parents were both looking forward to holding a final copy of this book. I only regret that my mother did not live long enough to see its completion. I must also thank the publishers and their staff. They have been re markably patient about meeting deadlines - promises were repeatedly made and then, owing to family situations, had to be broken - and for this I am considerably in their debt. I would further like to thank the following authors and publishers for permission to use their work: R. C. Lewontin, The Genetic Basis of Evolutionary Change, Figure 1, p. 14; © 1964 Columbia University Press; reprinted here by kind permission of the author and publisher. F. Wilson, 'Goudge's Contribution to the Philosophy of Science', in L. W. Sumner, J. G. Slater, and F. Wilson (eds.), Pragmatism and Purpose: Essays in Honour of T. A. Goudge; © 1964 University of Toronto Press; reproduced here in part by kind permission of all the editors and the publisher.