estimation

Hello, I am trying to estimate macroeconomic data with VAR. I have a system of 5 equations. 3 of the series are I(1) while 2 are I(0). I have a few questions in estimation: i) can I estimate a VAR with first differences of the three integrated series, and levels of the other two which have no...

Suppose that an urn contains a number of black and a number of white balls, and suppose that it is known that the ratio of the numbers is $\frac{3}{1}$ but that it is not known whether the black or the white balls are more numerous. Find the estimator of the probability of drawing a black ball...

Consider an experiment consisting of a repeated trial with two random Bernoulli (=binary) variables, A and B. Each trial consists of multiple outcomes for both A and B. Each trial has the same number of samples and the underlying joint distribution of A and B is the same everywhere. Of course...

I am dealing with few overdispersed count models and using mixed Poisson distributions to deal with overdispsered data. I've used MLE technique to estimate the paramters, however ML estimates are lower biased. I am trying to correct the bias using advanced technquies. I have started to read...

Hi there! I came across a scenario recently that I think the logistics team I am interning with is approaching the problem incorrectly, but I am not sure; I was wondering if you could check it out for me. The Mean Time Between Unscheduled Removals (MTBUR) of a certain part is say 5,000...

Hi, I'm afraid I'm not an expert in statistics, but I have a particular problem I'm interested in solving. I'm pretty sure this area already has a lot of literature, but I'm having difficulty finding something directly applicable to what I'm doing, so it would be great if somebody could nudge...

Has anyone worked on estimation of two (or more) interdependent hazard processes simultaneously? For example, the first hazard model captures probability of trying a new product (or catching a disease) and the second hazard model captures probability of adopting the new product (or dying from...

I have an equation with linear combination of exponential distributions, i.e. sum (c_i * exp(a_i)) on the right hand side, and on the left hand side I have something that is best fitted by cauchy or log-normal... Now, I am looking for an estimating function for a linear combination of...