Show simple item record

dc.contributor.authorLaffargue, Jean-Pierre
dc.date.accessioned2014-04-01T09:00:54Z
dc.date.available2014-04-01T09:00:54Z
dc.date.issued1977
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/13005
dc.language.isoenen
dc.subjectEconometryen
dc.subjectanalysis of varianceen
dc.subject.ddc519en
dc.subject.classificationjelC51en
dc.subject.classificationjelC44en
dc.titleNonlinear models of analysis of varianceen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIt seems quite natural for economists to decompose a series with several indexes (time, industry, etc.) into several series with one index a piece, each of which will be analyzed separately. This operation has generally been made in a linear way in the traditional analysis of variance, possibly after some transformation of the initial series. We propose to do this in a multiplicative way which does not allow us to use the basic theorems of econometrics, and which is near factor analysis. We present several kinds of estimators, study their statistical properties and finally compare our method to more classical ones, using a series of the distribution of dividends paid by French corporations, available over 11 years for 26 industries.en
dc.relation.isversionofjnlnameJournal of Econometrics
dc.relation.isversionofjnlvol5en
dc.relation.isversionofjnlissue3en
dc.relation.isversionofjnldate1977
dc.relation.isversionofjnlpages347-363en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/0304-4076(77)90044-6en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record