The Implementation and Constructive Use of Misspecification Tests in Econometrics PDF Download
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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: 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: 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: Aris Spanos
Publisher:
ISBN:
Category :
Languages : en
Pages : 40
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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. Goofrey
Publisher:
ISBN:
Category : Modelos econométricos
Languages : en
Pages : 252
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Book Description
Author: Halbert White
Publisher: Cambridge University Press
ISBN: 9780521574464
Category : Business & Economics
Languages : en
Pages : 396
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Book Description
This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.
Author: L. G. Godfrey
Publisher:
ISBN:
Category :
Languages : en
Pages : 252
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Book Description
Author: Eric Neumayer
Publisher: Cambridge University Press
ISBN: 1108415393
Category : Business & Economics
Languages : en
Pages : 269
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Book Description
This highly accessible book presents robustness testing as the methodology for conducting quantitative analyses in the presence of model uncertainty.
Author: Kiho Jeong
Publisher:
ISBN:
Category :
Languages : en
Pages : 364
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Book Description
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 206
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Book Description
