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random vector

Overview page. Subjects: Mathematics.

An ordered set of n random variables, often representing the outcomes of a repeated experiment. For example, if I throw a die four times the outcome of the experiment could be described by...

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Finite Sample Moments

Aman Ullah.

in Finite Sample Econometrics

May 2004; p ublished online August 2004 .

Chapter. Subjects: Econometrics and Mathematical Economics. 22546 words.

This chapter derives techniques for obtaining exact and approximate moments of a function of random vector/matrix. A special case of the function considered is the ratio of quadratic forms,...

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Theory-Data Confrontations with Time-Series Data

Bernt P. Stigum.

in Econometrics in a Formal Science of Economics

December 2014; p ublished online September 2015 .

Chapter. Subjects: Econometrics and Mathematical Economics. 10455 words.

Chapter VI begins with a discussion of the axioms of a formal theory-data confrontation in which the data appear as vector-valued sequences of observations of a vector-valued random...

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High-Frequency Observations: Identifiability and Asymptotic Efficiency

Yacine Aïıt-Sahalia and Jean Jacod.

in High-Frequency Financial Econometrics

July 2014; p ublished online October 2017 .

Chapter. Subjects: Econometrics and Mathematical Economics. 14454 words.

This chapter starts with a brief reminder about a number of concepts and results which pertain to classical statistical models, without specific reference to stochastic processes. It then...

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Econometrics of Panel Data

Erik Biørn.

October 2016; p ublished online December 2016 .

Book. Subjects: Econometrics and Mathematical Economics. 416 pages.

Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (e.g....

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