The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated

The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated PDF Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24

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The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated

The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated PDF Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24

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A Data Omission Rule for the Goldfeld-Quandt Test

A Data Omission Rule for the Goldfeld-Quandt Test PDF Author: Richard John Dennis
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 20

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The Exact Powers of Some Autocorrelation Tests when Relevant Regressors are Omitted

The Exact Powers of Some Autocorrelation Tests when Relevant Regressors are Omitted PDF Author: John P. Small
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32

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A Guide to Econometrics

A Guide to Econometrics PDF Author: Peter Kennedy
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608

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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.

Conflicts Among Tests for Cointegration

Conflicts Among Tests for Cointegration PDF Author: Allan W. Gregory
Publisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 16

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The Linear Regression Model Under Test

The Linear Regression Model Under Test PDF Author: W. Kraemer
Publisher: Springer Science & Business Media
ISBN: 3642958761
Category : Mathematics
Languages : en
Pages : 195

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This monograph grew out of joint work with various dedicated colleagues and students at the Vienna Institute for Advanced Studies. We would probably never have begun without the impetus of Johann Maurer, who for some time was the spiritus rector behind the Institute's macromodel of the Austrian economy. Manfred Deistler provided sustained stimulation for our research through many discussions in his econometric research seminar. Similar credits are due to Adrian Pagan, Roberto Mariano and Garry Phillips, the econometrics guest professors at the Institute in the 1982 - 1984 period, who through their lectures and advice have contributed greatly to our effort. Hans SchneeweiB offered helpful comments on an earlier version of the manuscript, and Benedikt Poetscher was always willing to lend a helping . hand when we had trouble with the mathematics of the tests. Needless to say that any errors are our own. Much of the programming for the tests and for the Monte Carlo experiments was done by Petr Havlik, Karl Kontrus and Raimund Alt. Without their assistance, our research project would have been impossible. Petr Havlik and Karl Kontrus in addition. read and criticized portions of the manuscript, and were of great help in reducing our error rate. Many of the more theoretical results in this monograph would never have come to light without the mathematical expertise of Werner Ploberger, who provided most of the statistical background of the chapter on testing for structural change . .

Long Term and Short Term Aggregate Uncertainty and the Effect on Real Output

Long Term and Short Term Aggregate Uncertainty and the Effect on Real Output PDF Author: Alfred V. Guender
Publisher:
ISBN:
Category : Economic indicators
Languages : en
Pages : 32

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Principles of Econometrics

Principles of Econometrics PDF Author: Valérie Mignon
Publisher: Springer Nature
ISBN: 3031525353
Category :
Languages : en
Pages : 417

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Getting it Right

Getting it Right PDF Author: Philip Meguire
Publisher:
ISBN:
Category : Pensions
Languages : en
Pages : 36

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Periodic Integration & Cointegration

Periodic Integration & Cointegration PDF Author: Robin Harrison
Publisher:
ISBN:
Category : Consumption (Economics)
Languages : en
Pages : 36

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