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Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: An application to the NAIRU

We 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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File URL: http://www.sciencedirect.com/science/article/B6V84-4YTN3TY-3/2/2c2339f8c5ff4999c7a076427a51d20d
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 108 (2010)
Issue (Month): 1 (July)
Pages: 73-76

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Handle: RePEc:eee:ecolet:v:108:y:2010:i:1:p:73-76
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. 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.
  2. Anders Alexandersson, 2004. "Graphing confidence ellipses: An update of ellip for Stata 8," Stata Journal, StataCorp LP, vol. 4(3), pages 242-256, September.
  3. David Gruen & Adrian Pagan & Christopher Thompson, 1999. "The Phillips Curve in Australia," RBA Research Discussion Papers rdp1999-01, Reserve Bank of Australia.
  4. 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.
  5. 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.
  6. Blomqvist, A G, 1973. "Hypothesis Tests and Confidence Intervals for Steady-State Coefficients in Models with Lagged Dependent Variables: Some Notes in Fieller's Method," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 35(1), pages 69-74, February.
  7. Jean-Thomas Bernard & Nadhem Idoudi & Lynda Khalaf & Clément Yélou, 2007. "Finite sample inference methods for dynamic energy demand models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1211-1226.
  8. 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.
  9. 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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