Author: L. G. GodfreyPublisher:
ISBN: 9780868310787
Category : Regression analysis
Languages : en
Pages : 37
Book Description
Tests of Non-nested Regression Models
Author: L. G. GodfreyPublisher:
ISBN: 9780868310787
Category : Regression analysis
Languages : en
Pages : 37
Book Description
Testing Non-nested Models After Estimation by Instrumental Variables Or Least Squares
Author: Leslie G. GodfreyTests of Non-tested Regression Models
Author: L. G. GodfreyNon Nested Testing Procedures
Author: Giuseppe ParigiPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 64
Book Description
Bootstrap Tests for Regression Models
Author: L. GodfreyPublisher: Springer
ISBN: 0230233732
Category : Business & Economics
Languages : en
Pages : 342
Book Description
An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.
Spatial Econometrics: Spatial Autoregressive Models
Author: Lung-fei LeePublisher: World Scientific
ISBN: 9811270503
Category : Business & Economics
Languages : en
Pages : 894
Book Description
This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics.The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA.The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial models. Recent econometric developments on intertemporal spatial models with rational expectations and flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches.
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.
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.
Applied Multivariate Analysis
Author: Neil H. TimmPublisher: Springer Science & Business Media
ISBN: 0387227717
Category : Mathematics
Languages : en
Pages : 709
Book Description
This book provides a broad overview of the basic theory and methods of applied multivariate analysis. The presentation integrates both theory and practice including both the analysis of formal linear multivariate models and exploratory data analysis techniques. Each chapter contains the development of basic theoretical results with numerous applications illustrated using examples from the social and behavioral sciences, and other disciplines. All examples are analyzed using SAS for Windows Version 8.0.
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.