Article: Obtaining estimates for the standard errors of long-run parameters. (Macro Modelling Notes)

Article: Long, J.S., And Ervin, L.H. (2000), "Using heteroscedasticity ...
The American Statistician;  November 1, 2001 ;     700+ words ... ... sub.i] is standard normal. Here, for brevity, attention is restricted to g = 0 and h = .5, in which case this last equation is taken to be [e.sup.*.sub.i] = Zexp(h[Z.sup.2]/2), which has a symmetric, heavy-tailed distribution ...

Article: Standard errors of prediction in generalized linear ...
Journal of the American Statistical Association;  March 1, 1998 ;     700+ words ... ... and insight on the construction of standard errors of prediction. It is our belief that ... each clinic, along with associated standard errors, would be useful in forming a prognosis ... frequentist framework. In practice, standard errors of prediction are usually obtained ...

Article: Estimating genotypic correlations and their standard ...
Crop Science;  March 1, 2006 ;     700+ words ... ... optimization; therefore, approximate standard errors can be obtained with the delta method ... Robinson, 1959). These approximate standard errors are valid for very large sample sizes ... of genotypic correlations and their standard errors for typical plant breeding experiments ...

Article: Randomization inference and bias of standard ...
The American Statistician;  November 1, 2001 ;     700+ words ... ... focus of this article is the bias of standard errors of estimated mean treatment effects ... designs considered here, estimated standard errors are positively biased and, hence ... The presence of bias in estimated standard errors was observed by Neyman (1935 ...

Article: Using Heteroscedasticity Consistent Standard Errors ...
The American Statistician;  August 1, 2000 ;     700+ words ... ... Ruppert 1988, pp. 9-61). The resulting coefficient estimates are efficient and unbiased, with unbiased estimates of the standard errors. When the form and magnitude of heteroscedasticity are known, using weights to correct for heteroscedasticity is very ...

Article: Long, J.S., and Ervin, L.H. (2000), "using heteroscedasticity ...
The American Statistician;  May 1, 2002 ;     522 words ...I read with interest the article by Long and Ervin in the August 2000 issue on heteroscedasticity consistent standard errors (1). The authors make a strong case for the use of heteroscedasticity consistent covariance matrices (HCCM), including ...

Article: Standard errors.
Investors Chronicle - magazine and web content;  October 16, 2007 ;     689 words ...Information cascades can force stock markets down sharply Chris Dillow Higher prices mean lower expected returns. So, the question posed by Footsie's bounce since the summer is: is the outlook for future returns now bad, or merely less good than a few weeks ago? One reason for optimism is that the