Journal ArticleDOI
Random coefficient models: theory and applications
TLDR
In this article, the authors provide an overview of the rationale behind, and the implementation, and uses of the random coefficient approach to econometric modelling, and a simple random coefficient model is presented, and methods for estimating, testing, and validating such a model are described.Abstract:
. This paper provides an overview of the rationale behind, and the implementation, and uses of, the random coefficient approach to econometric modelling. A simple random coefficient model is presented, and methods for estimating, testing, and validating such a model are described. A more general model is then presented. The general model is shown to include several fixed-coefficient models as special cases and can be estimated incorporating a variety of judgements concerning simplification. Finally, the paper reviews recent applications of random coefficient estimation.read more
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Book
Ricci Flow and the Poincare Conjecture
John W. Morgan,Gang Tian +1 more
TL;DR: The Ricci flow with surgery has been studied in Riemannian geometry as discussed by the authors, where the standard solution is to perform surgery on a δ$-neck Ricci Flow with surgery.
Journal ArticleDOI
Evaluation of a Humidified Nasal High-Flow Oxygen System, Using Oxygraphy, Capnography and Measurement of Upper Airway Pressures
TL;DR: It is believed that the high gas flow rates delivered by this system enable an accurate inspired oxygen fraction to be delivered and the positive mean airway pressure created by the high flow increases the efficacy of this system and may serve as a bridge to formal positive pressure systems.
Journal ArticleDOI
Multilevel models: applications to health data.
Nigel Rice,Alastair H Leyland +1 more
TL;DR: An introductory account of multilevel models is presented, highlighting the potential benefits that may be gained by the use of these methods and key areas that could benefit greatly from these techniques include the exploration of variations in clinical practice, comparisons of institutional performance and resource allocation.
Journal ArticleDOI
Stochastic frontier models with random coefficients
TL;DR: A stochastic frontier model with random coefficients is proposed to separate technical inefficiency from technological differences across firms, and free the frontier model from the restrictive assumption that all firms must share exactly the same technological possibilities.
Journal ArticleDOI
A generalized nonlinear mixed-effects height-diameter model for Eucalyptus globulus L. in northwestern Spain.
TL;DR: In this paper, a generalized height-diameter model was developed for Eucalyptus globulus Labill stands in Galicia (northwestern Spain) using a combination of weighted regression and mixed model techniques to estimate fixed and random parameters.
References
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Journal ArticleDOI
A Simple Test for Heteroscedasticity and Random Coefficient Variation.
Trevor Breusch,Adrian Pagan +1 more
TL;DR: In this paper, a simple test for heteroscedastic disturbances in a linear regression model is developed using the framework of the Lagrangian multiplier test, and the criterion is given as a readily computed function of the OLS residuals.
Journal ArticleDOI
Empirical exchange rate models of the seventies: Do they fit out of sample?
Richard Meese,Kenneth Rogoff +1 more
TL;DR: The authors compared the performance of various structural and time series exchange rate models, and found that a random walk model performs as well as any estimated model at one to twelve month horizons for the dollar/pound, dollar/mark, dollar /yen and trade-weighted dollar exchange rates.
ReportDOI
Forecasting and conditional projection using realistic prior distributions
TL;DR: This paper developed a forecasting procedure based on a Bayesian method for estimating vector autoregressions, which is applied to 10 macroeconomic variables and is shown to improve out-of-sample forecasts relative to univariate equations.
Posted Content
Flexible Functional Forms and Global Curvature Conditions
W. Erwin Diewert,Terence Wales +1 more
TL;DR: In this article, the authors developed two methods for imposing curvature conditions globally in the context of cost function estimation, based on a generalization of a functional form first proposed by McFadden.
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