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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- J.G. Hirschberg & J. N. Lye, 2007. "Providing Intuition to the Fieller Method with Two Geometric Representations using STATA and Eviews," Department of Economics - Working Papers Series 992, The University of Melbourne.
- 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.
- David Gruen & Adrian Pagan & Christopher Thompson, 1999.
"The Phillips Curve in Australia,"
RBA Research Discussion Papers
rdp1999-01, Reserve Bank of Australia.
- Jean-Marie Dufour, 1997. "Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models," Econometrica, Econometric Society, vol. 65(6), pages 1365-1388, November.
- Anders Alexandersson, 2004. "Graphing confidence ellipses: An update of ellip for Stata 8," Stata Journal, StataCorp LP, vol. 4(3), pages 242-256, September.
- 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.
- Hirschberg, J.G. & Lye, J.N. & Slottje, D.J., 2008. "Inferential methods for elasticity estimates," Journal of Econometrics, Elsevier, vol. 147(2), pages 299-315, December.
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