Coefficient Sign Changes when Restricting Regression Models Under Instrumental Variables Estimation PDF Download

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Coefficient Sign Changes when Restricting Regression Models Under Instrumental Variables Estimation

Coefficient Sign Changes when Restricting Regression Models Under Instrumental Variables Estimation PDF Author: David E. A. Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 14

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Coefficient Sign Changes when Restricting Regression Models Under Instrumental Variables Estimation

Coefficient Sign Changes when Restricting Regression Models Under Instrumental Variables Estimation PDF Author: David E. A. Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 14

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Book Description

Testing Exogeneity

Testing Exogeneity PDF Author: Neil R. Ericsson
Publisher:
ISBN: 9780198774044
Category : Business & Economics
Languages : en
Pages : 436

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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.

Testing for Serial Independence in Error Components Models

Testing for Serial Independence in Error Components Models PDF Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24

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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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The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss

The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40

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The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model

The Optimal Size of a Preliminary Test of Linear Restrictions in a Mis-specified Regression Model PDF Author: David E. A. Giles
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24

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Estimation of the Error Variance After a Preliminary-test of Homogeneity in a Regression Model with Spherically Symmetric Disturbances

Estimation of the Error Variance After a Preliminary-test of Homogeneity in a Regression Model with Spherically Symmetric Disturbances PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 34

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Comparing Standard and Robust Serial Correlation Tests in the Presence of Garch Errors

Comparing Standard and Robust Serial Correlation Tests in the Presence of Garch Errors PDF Author: John P. Small
Publisher:
ISBN:
Category : Correlation (Statistics)
Languages : en
Pages : 36

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The Power of the Durbin-Watson Test when the Errors are Heteroscedastic

The Power of the Durbin-Watson Test when the Errors are Heteroscedastic PDF Author: David E. A. Giles
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 18

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Book Description

Some Recent Developments in Econometrics

Some Recent Developments in Econometrics PDF Author: David Evan A. Giles
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 46

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Book Description