Misspecification Analysis PDF Download
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Author: Theo K. Dijkstra
Publisher: Springer Science & Business Media
ISBN: 3642954618
Category : Business & Economics
Languages : en
Pages : 139
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Book Description
Author: Theo K. Dijkstra
Publisher: Springer Science & Business Media
ISBN: 3642954618
Category : Business & Economics
Languages : en
Pages : 139
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Book Description
Author: L. G. Godfrey
Publisher: Cambridge University Press
ISBN: 9780521424592
Category : Business & Economics
Languages : en
Pages : 276
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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.
Author: L. G. Godfrey
Publisher: Manchester University Press
ISBN: 9780719032745
Category : Econometrics
Languages : en
Pages : 402
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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.
Author: Peter Kennedy
Publisher: MIT Press
ISBN: 9780262611831
Category : Econometrics
Languages : en
Pages : 644
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Book Description
A popular, intuitively based overview of econometrics.
Author: T K Dijkstra
Publisher:
ISBN: 9783642954627
Category :
Languages : en
Pages : 144
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Book Description
Author: Hamid Seddighi
Publisher: Psychology Press
ISBN: 9780415156455
Category : Business & Economics
Languages : en
Pages : 422
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Book Description
Recognising the fact that A level mathematics is no longer a necessary prerequisite for economics courses, this text introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complexity.
Author: Aris Spanos
Publisher:
ISBN:
Category :
Languages : en
Pages : 40
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Book Description
Author: Ray C. Fair
Publisher: Harvard University Press
ISBN: 9780674831803
Category : Business & Economics
Languages : en
Pages : 504
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Book Description
This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.
Author:
Publisher:
ISBN:
Category :
Languages : de
Pages :
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Book Description
Author: Sharif Hossain
Publisher: Cambridge Scholars Publishing
ISBN: 1527563413
Category : Business & Economics
Languages : en
Pages : 741
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Book Description
For the last four decades, the uses of econometric tools and techniques, irrespective of discipline, have been increasing rapidly for solving problems, appropriate decision-making and policy formulation. Generally, it is accepted that the study of modern business and economics is incomplete without a proper knowledge of econometric tools and techniques. In view of the increasing complexity and variety of problems in business and economics, students and researchers may not be able to cope and hence may remain unfamiliar with many aspects of business and economic problems. Thus, this book was written to explore basic and advanced studies of econometrics for undergraduate and graduate students of business and economics, as well as for researchers already engaged in these fields who require an introduction to econometric methods and their application for solving of real-life problems. The book offers a balanced presentation of fundamental and advanced levels of econometric concepts and methods, along with practical examples of their effective application in real-life problems.
