Author: Michael McAleerPublisher:
ISBN:
Category :
Languages : en
Pages : 22
Book Description
Alternative Approaches to Testing Non-nested Models with Autocorrelated Disturbances
Author: Michael McAleerAlternative Approaches to Testing Non-nested Models with Autocorrelated Disturbances
Author: Michael MacAleerPublisher:
ISBN:
Category : Unemployment
Languages : en
Pages : 44
Book Description
Alternative Approaches to Testing Non-nested Models with Autocorrelated Disturbances
Author: Adolf Gerhard CoenenbergPublisher:
ISBN:
Category : Collective labor agreements
Languages : en
Pages : 612
Book Description
A Companion to Theoretical Econometrics
Author: Badi H. BaltagiPublisher: John Wiley & Sons
ISBN: 047099830X
Category : Business & Economics
Languages : en
Pages : 736
Book Description
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
Joint Tests of Non-nested Models and General Error Specifications
Author: Anil K. BeraEconometric Foundations Pack with CD-ROM
Author: Ron Mittelhammer (Prof.)Publisher: Cambridge University Press
ISBN: 9780521623940
Category : Business & Economics
Languages : en
Pages : 794
Book Description
The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.
Journal of Econometrics
Author: Spatial Econometrics: Spatial Autoregressive Models
Author: Lung-fei LeePublisher: World Scientific
ISBN: 9811270503
Category : Business & Economics
Languages : en
Pages : 894
Book Description
This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics.The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA.The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial models. Recent econometric developments on intertemporal spatial models with rational expectations and flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches.
Spatial Econometrics: Methods and Models
Author: L. AnselinPublisher: Springer Science & Business Media
ISBN: 9401577994
Category : Business & Economics
Languages : en
Pages : 295
Book Description
Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.
Specification Analysis in the Linear Model
Author: Maxwell L. KingPublisher: Routledge
ISBN: 1351140671
Category : Business & Economics
Languages : en
Pages : 366
Book Description
Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt. The book includes an extensive survey of autocorrelation tests; some exact finite-sample tests; and some issues in preliminary test estimation. A wide range of other specification issues is discussed, including the implications of random regressors for Bayesian prediction; modelling with joint conditional probability functions; and results from duality theory. There is a major survey chapter dealing with specification tests for non-nested models, and some of the applications discussed by the contributors deal with the British National Accounts and with Australian financial and housing markets.