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Author: Maxwell L. King
Publisher: Routledge
ISBN: 1351140671
Category : Business & Economics
Languages : en
Pages : 366
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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.
Author: Maxwell L. King
Publisher: Routledge
ISBN: 1351140671
Category : Business & Economics
Languages : en
Pages : 366
Get Book Here
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.
Author: Trevor Stanley Breusch
Publisher:
ISBN: 9780909541538
Category : Econometrics
Languages : en
Pages : 68
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Book Description
Author: L. Godfrey
Publisher: Springer
ISBN: 0230233732
Category : Business & Economics
Languages : en
Pages : 342
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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.
Author: Various
Publisher: Routledge
ISBN: 1351140116
Category : Business & Economics
Languages : en
Pages : 5228
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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.
Author:
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 138
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Book Description
Author: Peter Kennedy
Publisher: MIT Press
ISBN: 9780262611831
Category : Business & Economics
Languages : en
Pages : 644
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Book Description
A popular, intuitively based overview of econometrics.
Author: Michael P. Clements
Publisher: MIT Press
ISBN: 9780262531894
Category : Business & Economics
Languages : en
Pages : 398
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Book Description
This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.
Author: George G. Judge
Publisher: John Wiley & Sons
ISBN: 047189530X
Category : Business & Economics
Languages : en
Pages : 1062
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Book Description
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Author: A. Lazaridis
Publisher: Springer
ISBN: 1137508922
Category : Computers
Languages : en
Pages : 478
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Book Description
Dynamic Systems in Management Science explores the important gaps in the existing literature on operations research and management science by providing new and operational methods which are tested in practical environment and a variety of new applications.
Author: Teodosio F. Pérez-Amaral
Publisher:
ISBN:
Category : Matrices
Languages : en
Pages : 478
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Book Description
