Title :
The testing hypotheses and construction forecasts for models in the form of systems of simultaneous equations
Author :
Lemeshko, B.Y. ; Tsheglov, A.E.
Abstract :
The distribution of statistics Anderson-Rubin´s and overriding criteria were studied, the procedure for constructing the interval forecasts endogenous variables was analyzed in violation the assumption of normality of noise and in the samples of finite size. Comparing the accuracy of forecasts was produced using different methods of estimating the reduced form.
Keywords :
estimation theory; forecasting theory; statistical testing; Anderson-Rubin statistics testing; construction forecast testing; hypotheses testing; reduced form estimation; simultaneous equations; Equations; Least squares methods; Parameter estimation; Power system modeling; Predictive models; Probability distribution; Random variables; Robustness; Statistical analysis; System testing;
Conference_Titel :
Electronic Instrument Engineering, 2008. APEIE 2008. 9th International Conference on Actual Problems of
Conference_Location :
Novosibirsk
Print_ISBN :
978-1-4244-2825-0
DOI :
10.1109/APEIE.2008.4897177
