Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: An application to the NAIRU

Joseph Hirschberg and Jeanette Lye

Economics Letters, 2010, vol. 108, issue 1, 73-76

Abstract: 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.

Keywords: Fieller; Method; Confidence; ellipse; 1st; derivative; function; Eviews; Stata (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:108:y:2010:i:1:p:73-76

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