Efficient Estimation with a Priori Information PDF Download

Author: Thomas J. Rothenberg
Publisher:
ISBN: 9780300016079
Category : Econometrics
Languages : en
Pages : 180

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Book Description

Author: Thomas J. Rothenberg
Publisher:
ISBN: 9780300016079
Category : Econometrics
Languages : en
Pages : 180

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Book Description

Author: Donald W. K. Andrews
Publisher: Cambridge University Press
ISBN: 9780521844413
Category : Business & Economics
Languages : en
Pages : 606

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Book Description
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

Author: Richard Baillie
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 18

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Book Description

Author: Roger John Bowden
Publisher: Cambridge University Press
ISBN: 9780521385824
Category : Business & Economics
Languages : en
Pages : 240

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Book Description
This book will be useful for advanced undergraduates and graduates, and be a source of reference for researchers in econometrics and statistics.

Author: Cheng Hsiao
Publisher: Cambridge University Press
ISBN: 131651210X
Category : Business & Economics
Languages : en
Pages : 539

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Book Description
A comprehensive introduction of fundamental panel data methodologies.

Author: Kanta Marwah
Publisher: World Scientific
ISBN: 9814499234
Category : Business & Economics
Languages : en
Pages : 706

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Book Description
This volume contains selected papers of Lawrence R Klein in economics, econometric theory and applications in modeling, forecasting, macroeconomic analysis, international economics and public policy. Nobel Laureate Lawrence Klein's bibliography spans a half-century, including books, articles, and chapters in conference proceedings, festschriften, and thematic books. One such volume of solely scientific collections, mainly from his relatively early articles, has already been published. The present volume is different, it includes some articles, but largely chapters, or book excerpts that were mostly written since 1980, the approximate cut-off date of the prior volume, and the year of his Nobel Prize. Also, it includes things that were published in very limited or obscure editions. Thus it provides a more complete picture of his scholarly career and his current reflections on the state of economic science. All these writings are in the vanguard of thinking about economics in a global domain.The thirty-five-plus selections are organized in five parts, by major themes. An editorial commentary introduces each part. The introductory chapters include Klein's autobiographical research commentary, and his professional life philosophy.

Author: L. G. Godfrey
Publisher: Cambridge University Press
ISBN: 9780521424592
Category : Business & Economics
Languages : en
Pages : 276

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Book Description
Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.

Author: David F. Hendry
Publisher: OUP Oxford
ISBN: 0191522112
Category : Business & Economics
Languages : en
Pages : 560

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Book Description
"Econometrics: Alchemy or Science?" analyses the effectiveness and validity of applying econometric methods to economic time series. The methodological dispute is long-standing, and no claim can be made for a single valid method, but recent results on the theory and practice of model selection bid fair to resolve many of the contentious issues. The book presents criticisms and evaluations of competing approaches, based on theoretical economic and econometric analyses, empirical applications, and Monte Carlo simulations, which interact to determine best practice. It explains the evolution of an approach to econometric modelling founded in careful statistical analyses of the available data, using economic theory to guide the general model specification. From a strong foundation in the theory of reduction, via a range of applied and simulation studies, it demonstrates that general-to-specific procedures have excellent properties. The book is divided into four Parts: Routes and Route Maps; Empirical Modelling Strategies; Formalization; and Retrospect and Prospect. A short preamble to each chapter sketches the salient themes, links to earlier and later developments, and the lessons learnt or missed at the time. A sequence of detailed empirical studies of consumers' expenditure and money demand illustrate most facets of the approach. Material new to this revised edition describes recent major advances in computer-automated model selection, embodied in the powerful new software program PcGets, which establish the operational success of the modelling strategy.

Author: Halbert White
Publisher: Cambridge University Press
ISBN: 9780521574464
Category : Business & Economics
Languages : en
Pages : 396

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Book Description
This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.