Misspecification Tests In Econometrics
DOWNLOAD
Download Misspecification Tests In Econometrics PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Misspecification Tests In Econometrics book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Misspecification Tests In Econometrics
DOWNLOAD
Author : L. G. Godfrey
language : en
Publisher: Cambridge University Press
Release Date : 1988
Misspecification Tests In Econometrics written by L. G. Godfrey and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Business & Economics categories.
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.
The Implementation And Constructive Use Of Misspecification Tests In Econometrics
DOWNLOAD
Author : L. G. Godfrey
language : en
Publisher: Manchester University Press
Release Date : 1992
The Implementation And Constructive Use Of Misspecification Tests In Econometrics written by L. G. Godfrey and has been published by Manchester University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.
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.
Misspecification Tests In Econometrics
DOWNLOAD
Author : L. G. Godfrey
language : en
Publisher:
Release Date : 1988
Misspecification Tests In Econometrics written by L. G. Godfrey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Business & Economics categories.
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.
A Guide To Econometrics
DOWNLOAD
Author : Peter Kennedy
language : en
Publisher: John Wiley & Sons
Release Date : 2008-02-19
A Guide To Econometrics written by Peter Kennedy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-19 with Business & Economics categories.
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets
Studies In Econometrics Time Series And Multivariate Statistics
DOWNLOAD
Author : Samuel Karlin
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Studies In Econometrics Time Series And Multivariate Statistics written by Samuel Karlin and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.
Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, and multivariate statistics. This book is organized into three parts encompassing 28 chapters. Part I contains studies on logit model, normal discriminant analysis, maximum likelihood estimation, abnormal selection bias, and regression analysis with a categorized explanatory variable. This part also deals with prediction-based tests for misspecification in nonlinear simultaneous systems and the identification in models with autoregressive errors. Part II highlights studies in time series, including time series analysis of error-correction models, time series model identification, linear random fields, segmentation of time series, and some basic asymptotic theory for linear processes in time series analysis. Part III contains papers on optimality properties in discrete multivariate analysis, Anderson's probability inequality, and asymptotic distributions of test statistics. This part also presents the comparison of measures, multivariate majorization, and of experiments for some multivariate normal situations. Studies on Bayes procedures for combining independent F tests and the limit theorems on high dimensional spheres and Stiefel manifolds are included. This book will prove useful to statisticians, mathematicians, and advance mathematics students.
Estimation Inference And Specification Analysis
DOWNLOAD
Author : Halbert White
language : en
Publisher: Cambridge University Press
Release Date : 1996-06-28
Estimation Inference And Specification Analysis written by Halbert White and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-06-28 with Business & Economics categories.
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.
Econometrics
DOWNLOAD
Author : Hamid Seddighi
language : en
Publisher: Psychology Press
Release Date : 2000
Econometrics written by Hamid Seddighi and has been published by Psychology Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
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.
Robustness Tests For Quantitative Research
DOWNLOAD
Author : Eric Neumayer
language : en
Publisher: Cambridge University Press
Release Date : 2017-08-17
Robustness Tests For Quantitative Research written by Eric Neumayer and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-17 with Business & Economics categories.
This highly accessible book presents robustness testing as the methodology for conducting quantitative analyses in the presence of model uncertainty.
Spatial Econometrics Methods And Models
DOWNLOAD
Author : L. Anselin
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Spatial Econometrics Methods And Models written by L. Anselin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Business & Economics categories.
Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.
Econometric Analysis Of Model Selection And Model Testing
DOWNLOAD
Author : M. Ishaq Bhatti
language : en
Publisher: Routledge
Release Date : 2017-03-02
Econometric Analysis Of Model Selection And Model Testing written by M. Ishaq Bhatti and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-02 with Business & Economics categories.
In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that best fit a particular dataset. This book explores both issues with application to various regression models, including the arbitrage pricing theory models. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers in understanding the current status of model building and testing techniques.