Author: Anil K. BeraPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 20
Book Description
Tests for General Error Specifications and Non-nested Models
Author: Anil K. BeraPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 20
Book Description
Joint Tests of Non-nested Models and General Error Specifications
Author: Anil K. BeraJoint Test of Non-nested Models and General Error Specifications
Author: Anil K. BeraPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 30
Book Description
Joint Tests of Non-nested Models and General Error Specifications
Author: Publisher:
ISBN: 9780864221360
Category : Econometric models
Languages : en
Pages : 20
Book Description
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.
A Guide to Econometrics
Author: Peter KennedyPublisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608
Book Description
Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
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
Non-nested Tests for Errors-in-variables Models
Author: Mahmood A. BodlaPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 434
Book Description
Econometrics
Author: John EatwellPublisher: W. W. Norton & Company
ISBN: 9780393958560
Category : Business & Economics
Languages : en
Pages : 306
Book Description
"First published in the New Palgrave: a dictionary of economics ... in four volumes, 1987"--T.p. verso. Includes bibliographical references.
Routledge Library Editions: Econometrics
Author: VariousPublisher: Routledge
ISBN: 1351140116
Category : Business & Economics
Languages : en
Pages : 5228
Book Description
Reissuing works originally published between 1929 and 1991, this collection of 17 volumes presents a variety of considerations on Econometrics, from introductions to specific research works on particular industries. With some volumes on models for macroeconomics and international economies, this is a widely interesting set of economic texts. Input/Output methods and databases are looked at in some volumes while others look at Bayesian techniques, linear and non-linear models. This set will be of use to those in industry and business studies, geography and sociology as well as politics and economics.