Có 20+ tài liệu thuộc chủ đề "Cân bằng tài chính"
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Vốn lưu động và cân bằng tài chính. Cân bằng tài chính là là kết quả từ việc đối chiếu tính thanh khoản của những tài sản xác định các luồng thu về trong tương lai và tính tới hạn của những khoản nợ xác định các luồng chi ra trong tương lai.. Nói cách khác, cân bằng tài chính...
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Proof of the existence and uniqueness 10.2. n), there are Ln equations of the form (2.1) and n equations of the form (2.2). Let r be a column vector consisting of the random variables r. This is the variance-covariance matrix (covariance matrix, for short) of the vector. that is, a scalar multiple a2 of the unit or identity. Xp: the...
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We commence this section with a discussion of the elements of probability models for observations. Then the probability of p is defined as the ratio of the number of cases where p is true to the whole number.. The set of possible probabilities on given data, ordered in terms of the relation. 00 and/or b = 00, can assume a...
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Typically, the theory of the phenomena under investigation is developed into a model which is further refined into an econometric model. Section 7 presents a discussion of the uses of econometric models, specifically structural analysis, forecasting (further discussed in Chapter 33 of this Handbook by Ray Fair), and policy evaluation (further discussed in Chapters 34 and 35 of this Handbook...
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However, statistical inference can relate only to characteristics of the distribution of the observed variables. Linear approximations of the demand and supply functions are q1 = a + bp. Solving for p, and qt we obtain the distribution of the observed variables:. Therefore, in general we can only estimate these functions of the parameters and not any parameter itself.. The...
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This chapter contains a summary of the statistical theories of model selection.. Sections 2 and 3 include most of the traditional model selection problems. J is a subset of the first k integers, each integer selecting an included variable. In that event, the posterior as well as the prior probability of the sharp hypothesis is zero.. This subsection deals with...
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case of the above model, and Section 4 treats its multivariate generalization.. Malinvaud (1970b) devotes one long chapter to non-linear regression models in which he discusses the asymptotic properties of the non- linear least squares estimator in a multivariate model. in the non-linear regression model and the asymptotic properties of the maximum likelihood estimator (but not of the non-linear least...
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Many of the models used in the statistical analysis of economic data arose from previous work in statistics. But in the case of the simultaneous equation problem, econometrics has provided unique insight. He also distinguished the essence of the identification problem. The scatter would arise only because of the stochastic disturbance. Working (1927) gave an early account of the identification...
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Approach via sample moments of the data 455. The exact distribution of the IV estimator in the general single equation case The case of two endogenous variables. The plan of the chapter is as follows. Approach via sample moments of the data. f3:( m), where m is a vector of the relevant sample moments.. of the sample moments, i.e. This...
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Bayesian analysis of the reduced form 523. Bayesian analysis of the structural form 524. The standard specification of the static simultaneous equation model (SEM) in econometrics is [see, for example, Goldberger (1964) or Theil(197 l)]. When a solution exists only for some, but not for almost all (II, a) in R”” x C”, the structural model is overidentified and (IT,...
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Useful summaries of some of the results to date include papers by Dempster (1973), Mayer and Willke (1973), Gunst and Mason (1977), and Draper and Van Nostrand (1979).. A best quadratic unbiased estimator of the unknown scalar a* is given by. Let us represent the hypotheses we have about the K dimensional unknown parameters in the form of the following...
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We are concerned with the econometric implications of the sensitivity to data of coefficient estimates, policy analyses, and forecasts in the context of a regression model. In regression, for example, the linearity of the model and the normality of the disturbance distribution are both good approximations, at best.. Even if the data collectors are careful, some fraction of the numbers...
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Special cases of the multivariate normal integral 753. Section 3 gives a survey of the typical functions that are optimized. To discuss single equations estimators consider the first equation of the system written as. In a binary computer floating point numbers are of the form (*a)(2. K, which is the ratio of absolute value of the largest eigenvalue of A...
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Asymptotic equivalence and optimality of the test statistics 7. Testing the specification of the mean in several complex models. Most of the tests used are based either on the Wald, Likelihood Ratio or Lagrange Multiplier principle. This chapter provides a unified develop- ment of the three principles beginning with the likelihood functions. If the data fall into a particular region...
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The power of the Bonferroni and Scheffk tests 860. Sovin The organization of the chapter is the following. In this section I present a detailed comparison of the acceptance regions of the Bonferroni test and the F test for a special situation.. The Scheffe test is discussed and the lengths of the B and S intervals are compared. The powers...
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For many purposes, knowledge of the first few moments of an estimator or test statistic is sufficient. Since the derivatives of K(t) are related to the derivatives of J/(t), the cumulants are related to the moments. If the low-order moments of the true distribution are known, they can be used in the fitting process. One of the most accurate is...
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Monte Carlo experimentation. Thus, to investigate the distribution of the mean of random samples of T observations from a distribution which was uniform between zero and unity, one could simply draw a large number of samples of that size from (say) a set of one million evenly spaced numbers in the interval [O,l] and plot the resulting distribution. conversely, estimation...
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Section 4 emphasizes the links between the classical econometric and time series approaches while Section 5 briefly discusses the question of differencing of data, as an illustration of the alternative approaches taken in the past. When standing at time t, it is important to ask how will the next value of the series be generated. and the parameters of the...
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A statement of the problem 3.2. while Dhrymes (1971) treats the probability theory underlying many of the proposed estimators. density of the observables and seek to characterise the processes whereby the data were generated. lnq_j Under appropriate conditions on K, estimation of the unknown value of 6 (or of a. and is, at best, only a part of the data...
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Rather, we concentrate on the operational usefulness of the definition in the construction, estimation, and application of econometric models. The material in Sections 2 and 4, however, is essential in the interpretation of the results of those tests.. It has been argued [Zellner (19?9)] that statistical “laws” of the type embodied in Wiener-Granger causality are not admissible, as opposed to...