Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24
Book Description
The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated
Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24
Book Description
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24
Book Description
A Data Omission Rule for the Goldfeld-Quandt Test
Author: Richard John Dennis
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 20
Book Description
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 20
Book Description
The Exact Powers of Some Autocorrelation Tests when Relevant Regressors are Omitted
Author: John P. Small
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32
Book Description
A Guide to Econometrics
Author: Peter Kennedy
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608
Book Description
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.
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608
Book Description
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
Author: Allan W. Gregory
Publisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 16
Book Description
Publisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 16
Book Description
The Linear Regression Model Under Test
Author: W. Kraemer
Publisher: Springer Science & Business Media
ISBN: 3642958761
Category : Mathematics
Languages : en
Pages : 195
Book Description
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 . .
Publisher: Springer Science & Business Media
ISBN: 3642958761
Category : Mathematics
Languages : en
Pages : 195
Book Description
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
Author: Alfred V. Guender
Publisher:
ISBN:
Category : Economic indicators
Languages : en
Pages : 32
Book Description
Publisher:
ISBN:
Category : Economic indicators
Languages : en
Pages : 32
Book Description
Principles of Econometrics
Author: Valérie Mignon
Publisher: Springer Nature
ISBN: 3031525353
Category :
Languages : en
Pages : 417
Book Description
Publisher: Springer Nature
ISBN: 3031525353
Category :
Languages : en
Pages : 417
Book Description
Getting it Right
Author: Philip Meguire
Publisher:
ISBN:
Category : Pensions
Languages : en
Pages : 36
Book Description
Publisher:
ISBN:
Category : Pensions
Languages : en
Pages : 36
Book Description
Periodic Integration & Cointegration
Author: Robin Harrison
Publisher:
ISBN:
Category : Consumption (Economics)
Languages : en
Pages : 36
Book Description
Publisher:
ISBN:
Category : Consumption (Economics)
Languages : en
Pages : 36
Book Description