Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: An application to the NAIRU
AbstractWe present two geometric representations of the Fieller confidence interval for the ratio of regression parameter estimates using standard statistics packages. These methods are used to interpret the estimation of the NAIRU for Australia.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 108 (2010)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/ecolet
Fieller Method Confidence ellipse 1st derivative function Eviews Stata;
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- Joseph G. Hirschberg & Jenny N. Lye, 2004. "Inferences for the Extremum of Quadratic Regression Models," Department of Economics - Working Papers Series 906, The University of Melbourne.
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- Douglas Staiger & James H. Stock & Mark W. Watson, 1997. "The NAIRU, Unemployment and Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 33-49, Winter.
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