Omitted Variable Tests and Dynamic Specification PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Omitted Variable Tests and Dynamic Specification PDF full book. Access full book title Omitted Variable Tests and Dynamic Specification by Björn Schmolck. Download full books in PDF and EPUB format.
Author: Björn Schmolck
Publisher: Springer
ISBN: 9783642583254
Category : Business & Economics
Languages : en
Pages : 144
Get Book Here
Book Description
Author: Björn Schmolck
Publisher: Springer
ISBN: 9783642583254
Category : Business & Economics
Languages : en
Pages : 144
Get Book Here
Book Description
Author: James A. Stimson
Publisher: University of Michigan Press
ISBN: 9780472103355
Category : Political Science
Languages : en
Pages : 192
Get Book Here
Book Description
The third annual volume that addresses all areas of political methodology. See also Freeman, John R.
Author: Marno Verbeek
Publisher: John Wiley & Sons
ISBN: 0470517697
Category : Business & Economics
Languages : en
Pages : 489
Get Book Here
Book Description
This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects. Features of this book include: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments Empirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomics. End-of-chapter exercises review key concepts in light of empirical examples.
Author: Eric Neumayer
Publisher: Cambridge University Press
ISBN: 1108247547
Category : Political Science
Languages : en
Pages : 269
Get Book Here
Book Description
The uncertainty that researchers face in specifying their estimation model threatens the validity of their inferences. In regression analyses of observational data, the 'true model' remains unknown, and researchers face a choice between plausible alternative specifications. Robustness testing allows researchers to explore the stability of their main estimates to plausible variations in model specifications. This highly accessible book presents the logic of robustness testing, provides an operational definition of robustness that can be applied in all quantitative research, and introduces readers to diverse types of robustness tests. Focusing on each dimension of model uncertainty in separate chapters, the authors provide a systematic overview of existing tests and develop many new ones. Whether it be uncertainty about the population or sample, measurement, the set of explanatory variables and their functional form, causal or temporal heterogeneity, or effect dynamics or spatial dependence, this book provides guidance and offers tests that researchers from across the social sciences can employ in their own research.
Author: Neeraj R Hatekar
Publisher: SAGE Publications
ISBN: 8132104692
Category : Business & Economics
Languages : en
Pages : 462
Get Book Here
Book Description
This textbook makes learning the basic principles of econometrics easy for all undergraduate and graduate students of economics. It takes the readers step-by-step from introduction to understanding, first introducing the basic statistical tools like concepts of probability, statistical distributions, and hypothesis tests, and then going on to explain the two variable linear regression models along with certain additional tools like use of dummy variables, various data transformations amongst others. The most innovative feature of this textbook is that it familiarizes students with the role of R, which is a flexible and popular programming language. With its help, the student will be able to implement a linear regression model and deal with the associated problems with substantial confidence.
Author: Duo Qin
Publisher: OUP Oxford
ISBN: 0191668680
Category : Business & Economics
Languages : en
Pages : 257
Get Book Here
Book Description
Reformation of Econometrics is a sequel to The Formation of Econometrics: A Historical Perspective (1993, OUP) which traces the formation of econometric theory during the period 1930-1960. This book provides an account of the advances in the field of econometrics since the 1970s. Based on original research, it focuses on the reformists' movement and schools of thought and practices that attempted a paradigm shift in econometrics in the 1970s and 1980s. It describes the formation and consolidation of the Cowles Commission (CC) paradigm and traces and analyses the three major methodological attempts to resolve problems involved in model choice and specification of the CC paradigm. These attempts have reoriented the focus of econometric research from internal questions (how to optimally estimate a priori given structural parameters) to external questions (how to choose, design, and specify models). It also examines various modelling issues and problems through two case studies - modelling the Phillips curve and business cycles. The third part of the book delves into the development of three key aspects of model specification in detail - structural parameters, error terms, and model selection and design procedures. The final chapter uses citation analyses to study the impact of the CC paradigm over the span of three and half decades (1970-2005). The citation statistics show that the impact has remained extensive and relatively strong in spite of certain weakening signs. It implies that the reformative attempts have fallen short of causing a paradigm shift.
Author: Neil R. Ericsson
Publisher:
ISBN: 9780198774044
Category : Business & Economics
Languages : en
Pages : 436
Get Book Here
Book Description
This book discusses the nature of exogeneity, a central concept in standard econometrics texts, and shows how to test for it through numerous substantive empirical examples from around the world, including the UK, Argentina, Denmark, Finland, and Norway. Part I defines terms and provides the necessary background; Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates; and Part III extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Author: Kevin D. Hoover
Publisher: Springer Science & Business Media
ISBN: 940110669X
Category : Business & Economics
Languages : en
Pages : 575
Get Book Here
Book Description
Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.
Author: Victor Aladjev
Publisher: Lulu.com
ISBN: 9985950879
Category : Education
Languages : en
Pages : 257
Get Book Here
Book Description
The book is a statistic course for undergraduate students in all fields of social and economic sciences. The book presents a manual on a course "General Statistics", including a series of not quite traditional topics. Above all, it concerns the mathematical bases of statistics and use of computer technologies in statistic probing. At that, thematic choice of the chapters and sections of the book is caused not only by interests and tastes of the authors, but also by modern tendencies in applied statistics and orientation of the given work. The book contains a series of concrete proposals for improvement of statistic practice; many of them are based on our experience in practical statistical activity in statistical organs of USSR and Estonia. A comparability aspect of the Soviet statistic school inheriting many traditions of the worldwide known Russian school of probability theory and statistics, with western statistics can be a rather interesting to the English-speaking reader.
Author: David F. Hendry
Publisher: Oxford University Press, USA
ISBN: 0198293542
Category : Business & Economics
Languages : en
Pages : 561
Get Book Here
Book Description
"Econometrics: Alchemy or Science?" analyses the effectiveness and validity of applying econometric methods to economic time series. The methodological dispute is long-standing, and no claim can be made for a single valid method, but recent results on the theory and practice of model selection bid fair to resolve many of the contentious issues.The book presents criticisms and evaluations of competing approaches, based on theoretical economic and econometric analyses, empirical applications, and Monte Carlo simulations, which interact to determine best practice. It explains the evolution of an approach to econometric modelling founded in careful statistical analyses of the available data, using economic theory to guide the general model specification. From a strong foundation in the theory of reduction, via a range of applied andsimulation studies, it demonstrates that general-to-specific procedures have excellent properties.The book is divided into four Parts: Routes and Route Maps; Empirical Modelling Strategies; Formalization; and Retrospect and Prospect. A short preamble to each chapter sketches the salient themes, links to earlier and later developments, and the lessons learnt or missed at the time. A sequence of detailed empirical studies of consumers' expenditure and money demand illustrate most facets of the approach. Material new to this revised edition describes recent major advances in computer-automatedmodel selection, embodied in the powerful new software program PcGets, which establish the operational success of the modelling strategy.
