Author: Trevor Stanley BreuschPublisher:
ISBN: 9780909541552
Category : Statistical hypothesis testing
Languages : en
Pages : 52
Book Description
The Lagrange Multiplier Test and Its Applications to Model Specification
Author: Trevor Stanley BreuschPublisher:
ISBN: 9780909541552
Category : Statistical hypothesis testing
Languages : en
Pages : 52
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.
Misspecification Tests in Econometrics
Author: L. G. GodfreyPublisher: Cambridge University Press
ISBN: 9780521424592
Category : Business & Economics
Languages : en
Pages : 276
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.
A Companion to Theoretical Econometrics
Author: Badi H. BaltagiPublisher: John Wiley & Sons
ISBN: 047099830X
Category : Business & Economics
Languages : en
Pages : 736
Book Description
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
New Directions in Spatial Econometrics
Author: Luc AnselinPublisher: Springer Science & Business Media
ISBN: 3642798772
Category : Business & Economics
Languages : en
Pages : 432
Book Description
The promising new directions for research and applications described here include alternative model specifications, estimators and tests for regression models and new perspectives on dealing with spatial effects in models with limited dependent variables and space-time data.
Intermediate Statistics and Econometrics
Author: Dale J. PoirierPublisher: MIT Press
ISBN: 9780262161497
Category : Business & Economics
Languages : en
Pages : 744
Book Description
The standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topics courses-giving students the impression that Bayesian statistics provide but a few techniques appropriate in only special circumstances. Nothing could be further from the truth, argues Dale Poirier, who has developed a course for teaching comparatively both the classical and the Bayesian approaches to econometrics. Poirier's text provides a thoroughly modern, self-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model. Written primarily for advanced undergraduate and graduate students who are pursuing research careers in economics, Intermediate Statistics and Econometrics offers a broad perspective, bringing together a great deal of diverse material. Its comparative approach, emphasis on regression and prediction, and numerous exercises and references provide a solid foundation for subsequent courses in econometrics and will prove a valuable resource to many nonspecialists who want to update their quantitative skills. The introduction closes with an example of a real-world data set-the Challengerspace shuttle disaster-that motivates much of the text's theoretical discussion. The ten chapters that follow cover basic concepts, special distributions, distributions of functions of random variables, sampling theory, estimation, hypothesis testing, prediction, and the linear regression model. Appendixes contain a review of matrix algebra, computation, and statistical tables.
Advances in Econometrics: Volume 1
Author: Truman F. BewleyPublisher: Cambridge University Press
ISBN: 9780521467261
Category : Business & Economics
Languages : en
Pages : 332
Book Description
With its focus on econometrics, this volume contains key papers delivered at the Fifth World Congress in 1985.
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.
Journal of Transportation and Statistics
Author: Towards a New Paradigm for Statistical Evidence
Author: Jae H. (Paul) KimPublisher: MDPI
ISBN: 3036508821
Category : Social Science
Languages : en
Pages : 104
Book Description
Many scientists now widely agree that the current paradigm of statistical significance should be abandoned or largely modified. In response to these calls for change, a Special Issue of Econometrics (MDPI) has been proposed. This book is a collection of the articles that have been published in this Special Issue. These seven articles add new insights to the problem and propose new methods that lay a solid foundation for the new paradigm for statistical significance.