Author: M. H. PesaranPublisher:
ISBN:
Category :
Languages : en
Pages : 12
Book Description
On the comprehensive method of testing non-nested regression models
Author: M. H. PesaranSpatial 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.
Tests of Non-nested Regression Models
Author: L. G. GodfreyPublisher:
ISBN: 9780868310787
Category : Regression analysis
Languages : en
Pages : 37
Book Description
Model Choice in Nonnested Families
Author: Basilio de Bragança PereiraPublisher: Springer
ISBN: 3662537362
Category : Mathematics
Languages : en
Pages : 105
Book Description
This book discusses the problem of model choice when the statistical models are separate, also called nonnested. Chapter 1 provides an introduction, motivating examples and a general overview of the problem. Chapter 2 presents the classical or frequentist approach to the problem as well as several alternative procedures and their properties. Chapter 3 explores the Bayesian approach, the limitations of the classical Bayes factors and the proposed alternative Bayes factors to overcome these limitations. It also discusses a significance Bayesian procedure. Lastly, Chapter 4 examines the pure likelihood approach. Various real-data examples and computer simulations are provided throughout the text.
A Generalized R"2 and Non-nested Tests for Regression Models Estimated by the Instrumental Variables Method
Author: Hashem M. PesaranPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 23
Book Description
Non Nested Testing Procedures
Author: Giuseppe ParigiPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 64
Book Description
Specification Analysis in the Linear Model
Author: Maxwell L. KingPublisher: Routledge
ISBN: 1351140663
Category : Business & Economics
Languages : en
Pages : 550
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.
Tests of Non-nested Linear Regression Models Subject to Linear Restrictions
Author: M. Hashem PesaranPublisher:
ISBN: 9780868311418
Category : Econometrics
Languages : en
Pages : 10
Book Description
Aspects of Testing Non-nested Linear Regression Models
Author: Gael Margaret MartinPublisher:
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. DastoorPublisher: Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN: 9780868311340
Category : Econometrics
Languages : en
Pages : 27
Book Description