Author: Anil K. Bera
Publisher:
ISBN:
Category :
Languages : en
Pages : 26
Book Description
Alternative Forms and Properties of the Lagrange Multiplier Test
Author: Anil K. Bera
Publisher:
ISBN:
Category :
Languages : en
Pages : 26
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 26
Book Description
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test
Author: Russell Davidson
Publisher: Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN:
Category :
Languages : en
Pages : 30
Book Description
Publisher: Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN:
Category :
Languages : en
Pages : 30
Book Description
Spatial Econometrics: Methods and Models
Author: L. Anselin
Publisher: 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.
Publisher: 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.
Properties of the Lagrange Multiplier Test Under Misspecification
Author: Pentti Saikkonen
Publisher:
ISBN: 9789514540615
Category :
Languages : en
Pages : 34
Book Description
Publisher:
ISBN: 9789514540615
Category :
Languages : en
Pages : 34
Book Description
The Lagrange Multiplier Test and Its Applications to Model Specification
Author: Trevor Stanley Breusch
Publisher:
ISBN: 9780909541552
Category : Statistical hypothesis testing
Languages : en
Pages : 52
Book Description
Publisher:
ISBN: 9780909541552
Category : Statistical hypothesis testing
Languages : en
Pages : 52
Book Description
A Guide to Econometrics
Author: Peter Kennedy
Publisher: 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.
Publisher: 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.
The Implementation and Constructive Use of Misspecification Tests in Econometrics
Author: L. G. Godfrey
Publisher: Manchester University Press
ISBN: 9780719032745
Category : Econometrics
Languages : en
Pages : 402
Book Description
This is a collection of papers co-authored by members of the Department of Economics and Related Studies and the Institute for Research in the Social Sciences at the University of York, which deals with methods for calculating asymptotically valid tests for use with samples of the size available in empirical economics. The papers also address the scope for using test statistics to determine the nature of specification errors and for providing suitable corrections to estimates or parameters.
Publisher: Manchester University Press
ISBN: 9780719032745
Category : Econometrics
Languages : en
Pages : 402
Book Description
This is a collection of papers co-authored by members of the Department of Economics and Related Studies and the Institute for Research in the Social Sciences at the University of York, which deals with methods for calculating asymptotically valid tests for use with samples of the size available in empirical economics. The papers also address the scope for using test statistics to determine the nature of specification errors and for providing suitable corrections to estimates or parameters.
Routledge Library Editions: Econometrics
Author: Various
Publisher: 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.
Publisher: 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.
Modeling Ordered Choices
Author: William H. Greene
Publisher: Cambridge University Press
ISBN: 1139485954
Category : Business & Economics
Languages : en
Pages : 383
Book Description
It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.
Publisher: Cambridge University Press
ISBN: 1139485954
Category : Business & Economics
Languages : en
Pages : 383
Book Description
It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.
Misspecification Tests in Econometrics
Author: L. G. Godfrey
Publisher: 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.
Publisher: 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.