Misspecification Analysis PDF Download

Author: Theo K. Dijkstra
Publisher: Springer Science & Business Media
ISBN: 3642954618
Category : Business & Economics
Languages : en
Pages : 139

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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: Phoebus Dhrymes
Publisher: Springer
ISBN: 3319659162
Category : Business & Economics
Languages : en
Pages : 637

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Book Description
This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises.

Author: Tony Lancaster
Publisher: Cambridge University Press
ISBN: 9780521437899
Category : Business & Economics
Languages : en
Pages : 380

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Book Description
This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods of specification testing. This is the first published exposition of current econometric methods for the study of duration data.

Author: Peter Kennedy
Publisher: MIT Press
ISBN: 9780262611831
Category : Business & Economics
Languages : en
Pages : 644

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Book Description
A popular, intuitively based overview of econometrics.

Author: Andrew C. Harvey
Publisher: MIT Press
ISBN: 9780262081894
Category : Business & Economics
Languages : en
Pages : 418

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Book Description
The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs.

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.

Author: Willem E. Saris
Publisher: John Wiley & Sons
ISBN: 1118634551
Category : Mathematics
Languages : en
Pages : 384

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Book Description
Praise for the First Edition "...this book is quite inspiring, giving many practical ideas for survey research, especially for designing better questionnaires." —International Statistical Review Reflecting modern developments in the field of survey research, the Second Edition of Design, Evaluation, and Analysis of Questionnaires for Survey Research continues to provide cutting-edge analysis of the important decisions researchers make throughout the survey design process.The new edition covers the essential methodologies and statistical tools utilized to create reliable and accurate survey questionnaires, which unveils the relationship between individual question characteristics and overall question quality. Since the First Edition, the computer program Survey Quality Prediction (SQP) has been updated to include new predictions of the quality of survey questions on the basis of analyses of Multi-Trait Multi-Method experiments. The improved program contains over 60,000 questions, with translations in most European languages. Featuring an expanded explanation of the usage and limitations of SQP 2.0, the Second Edition also includes: New practice problems to provide readers with real-world experience in survey research and questionnaire design A comprehensive outline of the steps for creating and testing survey questionnaires Contemporary examples that demonstrate the many pitfalls of questionnaire design and ways to avoid similar decisions Design, Evaluation, and Analysis of Questionnaires for Survey Research, Second Edition is an excellent textbook for upper-undergraduate and graduate-level courses in methodology and research questionnaire planning, as well as an ideal resource for social scientists or survey researchers needing to design, evaluate, and analyze questionnaires.

Author: Hamid Seddighi
Publisher: Psychology Press
ISBN: 9780415156455
Category : Business & Economics
Languages : en
Pages : 422

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Book Description
Recognising the fact that A level mathematics is no longer a necessary prerequisite for economics courses, this text introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complexity.

Author: Henk A.L. Kiers
Publisher: Springer Science & Business Media
ISBN: 3642597890
Category : Mathematics
Languages : en
Pages : 428

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Book Description
This volume contains a selection of papers presented at the Seven~h Confer ence of the International Federation of Classification Societies (IFCS-2000), which was held in Namur, Belgium, July 11-14,2000. From the originally sub mitted papers, a careful review process involving two reviewers per paper, led to the selection of 65 papers that were considered suitable for publication in this book. The present book contains original research contributions, innovative ap plications and overview papers in various fields within data analysis, classifi cation, and related methods. Given the fast publication process, the research results are still up-to-date and coincide with their actual presentation at the IFCS-2000 conference. The topics captured are: • Cluster analysis • Comparison of clusterings • Fuzzy clustering • Discriminant analysis • Mixture models • Analysis of relationships data • Symbolic data analysis • Regression trees • Data mining and neural networks • Pattern recognition • Multivariate data analysis • Robust data analysis • Data science and sampling The IFCS (International Federation of Classification Societies) The IFCS promotes the dissemination of technical and scientific information data analysis, classification, related methods, and their applica concerning tions.