Author: Anil K. BeraPublisher:
ISBN:
Category :
Languages : en
Pages : 36
Book Description
Joint Tests of Non-nested Models and General Error Specifications
Author: Anil K. BeraSpecification 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.
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
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.
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.
Time Series Analysis and Macroeconometric Modelling
Author: Kenneth Frank WallisPublisher: Edward Elgar Publishing
ISBN: 9781782541622
Category : Business & Economics
Languages : en
Pages : 462
Book Description
'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.
Introduction to Econometrics
Author: Christopher DoughertyPublisher: Oxford University Press, USA
ISBN: 0199567085
Category : Business & Economics
Languages : en
Pages : 593
Book Description
Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.
Panel Data Econometrics
Author: Badi H. BaltagiPublisher: Emerald Group Publishing
ISBN: 0444521720
Category : Business & Economics
Languages : en
Pages : 399
Book Description
This volume includes some of the papers presented at the 11th International Conference on Panel Data, Texas, June 2004, and other solicited papers that passed the refereeing process and includes such topics as dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics.
The New Palgrave Dictionary of Economics
Author: Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493
Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.