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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- 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.
- 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.
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