Background
Knottnerus, Paul was born on June 28, 1948 in Hillegom, The Netherlands. Son of Simon Leonard and Hendrika Christina (Kuipéri) Knottnerus.
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book
Linear Models with Correlated Disturbances (Lecture Notes in Economics and Mathematical Systems)
(In each chapter of this volume some specific topics in th...)
In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q». It turns out that the calculations can be carried out either analytically or in a recursive manner.
http://www.amazon.com/gp/product/3540539018/?tag=2022091-20
Sample Survey Theory: Some Pythagorean Perspectives (Springer Series in Statistics)
( This book describes a novel approach to the theory of s...)
This book describes a novel approach to the theory of sampling from finite populations. The new unifying approach is based on the sampling autocorrelation coefficient. The author derives a general set of sampling equations that describe the estimators, their variances as well as the corresponding variance estimators. This volume will be useful for survey practitioners faced with complex surveys.
http://www.amazon.com/gp/product/0387954074/?tag=2022091-20
Paul Knottnerus
Edit ProfileEducation
Master of Business Administration in Econometrics, University Amsterdam, The Netherlands, 1973. Doctor of Philosophy in Economics, University Amsterdam, The Netherlands, 1989.
Career
Consultant, Dutch Telecom, The Hague, The Netherlands, 1976-1978; manager department econometrics, Dutch Telecom, The Hague, The Netherlands, 1978-1989; manager unit consultancy, Dutch Telecom, The Hague, The Netherlands, 1989-1995; manager Research and Development, Statistics Bureau, The Hague, The Netherlands, since 1995.
Achievements
Works
book
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Linear Models with Correlated Disturbances (Lecture Notes in Economics and Mathematical Systems)
(In each chapter of this volume some specific topics in th...)
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Sample Survey Theory: Some Pythagorean Perspectives (Springer Series in Statistics)
( This book describes a novel approach to the theory of s...)
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Linear Models with Correlated Disturbances (Lecture Notes in Economics and Mathematical Systems)
Membership
Member Econometric Society, Vereniging voor Statistiek, Royal Netherlands Economic Association, Wiskundig Genootschap.
Connections
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Born
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Nationality
Dutch -
Ethnicity
Education
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1973
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1989