Temporal Aggregation and Causality Tests in Cointegrated Systems

2006-08-01
Annual Meeting, American Statistical Association; papers presented at the Joint Statistical Meetings; (2006)

Suggestions

Adaptive estimation and hypothesis testing methods
Dönmez, Ayça; Tiku, Moti Lal; Department of Statistics (2010)
For statistical estimation of population parameters, Fisher’s maximum likelihood estimators (MLEs) are commonly used. They are consistent, unbiased and efficient, at any rate for large n. In most situations, however, MLEs are elusive because of computational difficulties. To alleviate these difficulties, Tiku’s modified maximum likelihood estimators (MMLEs) are used. They are explicit functions of sample observations and easy to compute. They are asymptotically equivalent to MLEs and, for small n, are equal...
Pairwise multiple comparisons under short-tailed symmetric distribution
Balcı, Sibel; Akkaya, Ayşen; Department of Statistics (2007)
In this thesis, pairwise multiple comparisons and multiple comparisons with a control are studied when the observations have short-tailed symmetric distributions. Under non-normality, the testing procedure is given and Huber estimators, trimmed mean with winsorized standard deviation, modified maximum likelihood estimators and ordinary sample mean and sample variance used in this procedure are reviewed. Finally, robustness properties of the stated estimators are compared with each other and it is shown that...
Multiple frame sampling theory and applications
Dalçık, Aylin; Ayhan, Hüseyin Öztaş; Department of Statistics (2010)
One of the most important practical problems in conducting sample surveys is the list that can be used for selecting the sample is generally incomplete or out of date. Therefore, sample surveys can produce seriously biased estimates of the population parameters. On the other hand updating a list is a difficult and very expensive operation. Multiple-frame sampling refers to surveys where two or more frames are used and independent samples are taken respectively from each of the frames. It is assumed that the...
Multivariate time series modeling of the number of applicants and beneficiary households for conditional cash transfer program in Turkey
Ortakaya, Ahmet Fatih; Yozgatlıgil, Ceylan; Department of Statistics (2009)
Conditional Cash Transfer (CCT) is a social assistance program which aims for investing in human capital by enabling families under risk of poverty to send their children to school and to benefit from health services regularly. CCT aims for decreasing poverty by means of cash transfers in the short run and aims for investing in children’s human capital by providing basic preventative health care, regular school attendance and nutrition in the long run. Under the state of these aims, beginning from 1990s, mo...
Dependence by directional statistics
Yapar, Güçkan; Ula, Taylan; Türe, Erkan; Department of Statistics (1996)
Citation Formats
C. Yozgatlıgil, “Temporal Aggregation and Causality Tests in Cointegrated Systems,” Seattle, WA, 2006, p. 1162, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/78031.