Misspecification Tests In Econometrics
DOWNLOAD
AUDIOBOOK
READ ONLINE
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
The Implementation And Constructive Use Of Misspecification Tests In Econometrics
DOWNLOAD
AUDIOBOOK
READ ONLINE
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 Econometrics 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
AUDIOBOOK
READ ONLINE
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.
Testing For Misspecification In Econometric Systems Using Full Information
DOWNLOAD
AUDIOBOOK
READ ONLINE
Author : Raymond Peter Byron
language : en
Publisher:
Release Date : 1971
Testing For Misspecification In Econometric Systems Using Full Information written by Raymond Peter Byron and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with Economics, Mathematical categories.
Misspecification Analysis
DOWNLOAD
AUDIOBOOK
READ ONLINE
Author : Theo K. Dijkstra
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Misspecification Analysis written by Theo K. Dijkstra 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 2012-12-06 with Business & Economics categories.
Model Misspecification Tests Of Regression Functions
DOWNLOAD
AUDIOBOOK
READ ONLINE
Author : Kiho Jeong
language : en
Publisher:
Release Date : 1991
Model Misspecification Tests Of Regression Functions written by Kiho Jeong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with categories.
Statistical Foundations Of Econometric Modelling
DOWNLOAD
AUDIOBOOK
READ ONLINE
Author : Aris Spanos
language : en
Publisher: Cambridge University Press
Release Date : 1986-10-30
Statistical Foundations Of Econometric Modelling written by Aris Spanos 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 1986-10-30 with Business & Economics categories.
A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.
A Guide To Econometrics
DOWNLOAD
AUDIOBOOK
READ ONLINE
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.
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.
Econometric Analysis Of Model Selection And Model Testing
DOWNLOAD
AUDIOBOOK
READ ONLINE
Author : M. Ishaq Bhatti
language : en
Publisher: Ashgate Publishing, Ltd.
Release Date : 2006
Econometric Analysis Of Model Selection And Model Testing written by M. Ishaq Bhatti and has been published by Ashgate Publishing, Ltd. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.
This book brings together the issues of optimal testing for misspecification in econometric modelling, the method of recent development in model selection and model testing with reference to applications in real data sets. It is ideal as a reference for s
Testing Misspecified Cointegrating Relationships
DOWNLOAD
AUDIOBOOK
READ ONLINE
Author : Jan M. Podivinsky
language : en
Publisher:
Release Date : 1990
Testing Misspecified Cointegrating Relationships written by Jan M. Podivinsky and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Econometrics categories.
Studies In Econometrics Time Series And Multivariate Statistics
DOWNLOAD
AUDIOBOOK
READ ONLINE
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.