Author: L. G. Godfrey
Publisher:
ISBN: 9780868310787
Category : Regression analysis
Languages : en
Pages : 37
Book Description
Tests of Non-nested Regression Models
Author: L. G. Godfrey
Publisher:
ISBN: 9780868310787
Category : Regression analysis
Languages : en
Pages : 37
Book Description
Publisher:
ISBN: 9780868310787
Category : Regression analysis
Languages : en
Pages : 37
Book Description
Non-nested Regression Models
Author: Mahmood Ahmad Bodla
Publisher: Nova Science Publishers
ISBN: 9781624177705
Category : Econometric models
Languages : en
Pages : 0
Book Description
This book addresses two interrelated problems in economics modelling: non-nested hypothesis testing in econometrics, and regression models with stochastic/random regressors. The primary motivation for this book stems from the nature of econometric models. As an abstraction from reality, each statistical model consists of mathematical relationships and stochastic, behavioural assumptions. In practice, the validity of these assumptions and the adequacy of the mathematical specifications is ascertained through a series of diagnostic and specification tests. Conventional test procedures, however, fail to recognise that economic theory generally provides more than one distinct model to explain any given economic phenomenon.
Publisher: Nova Science Publishers
ISBN: 9781624177705
Category : Econometric models
Languages : en
Pages : 0
Book Description
This book addresses two interrelated problems in economics modelling: non-nested hypothesis testing in econometrics, and regression models with stochastic/random regressors. The primary motivation for this book stems from the nature of econometric models. As an abstraction from reality, each statistical model consists of mathematical relationships and stochastic, behavioural assumptions. In practice, the validity of these assumptions and the adequacy of the mathematical specifications is ascertained through a series of diagnostic and specification tests. Conventional test procedures, however, fail to recognise that economic theory generally provides more than one distinct model to explain any given economic phenomenon.
Hypothesis Testing Procedures for Non-nested Regression Models
Author: Laura Lynn Bauer
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 814
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 814
Book Description
A Contribution to the Problem of Comparing Non-nested Regression Models
Tests of Non-nested Linear Regression Models Subject to Linear Restrictions
Author: M. Hashem Pesaran
Publisher:
ISBN: 9780868311418
Category : Econometrics
Languages : en
Pages : 10
Book Description
Publisher:
ISBN: 9780868311418
Category : Econometrics
Languages : en
Pages : 10
Book Description
Testing Non-nested Models After Estimation by Instrumental Variables Or Least Squares
On the comprehensive method of testing non-nested regression models
Aspects of Testing Non-nested Linear Regression Models
Author: Gael Margaret Martin
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 244
Book Description
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 244
Book Description
On the Consistency of Joint and Paired Tests for Non-nested Regression Models
Author: Naorayex K. Dastoor
Publisher: Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN: 9780868311340
Category : Econometrics
Languages : en
Pages : 27
Book Description
Publisher: Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN: 9780868311340
Category : Econometrics
Languages : en
Pages : 27
Book Description