Omitted Variables Dynamic Specification And Tests For Homogenity
DOWNLOAD
Download Omitted Variables Dynamic Specification And Tests For Homogenity PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Omitted Variables Dynamic Specification And Tests For Homogenity 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
Omitted Variable Tests And Dynamic Specification
DOWNLOAD
Author : Björn Schmolck
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Omitted Variable Tests And Dynamic Specification written by Björn Schmolck 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.
This book deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail. The analysis starts with the univariate t-test and is then extended to the multivariate regression system. The small sample performance of the dynamically correctly specified omitted variable test is analysed by simulation. Two classes of tests are considered: versions of the likelihood ratio test and the robust Wald test which is based on a heteroskedasticity and autocorrelation consistent variance-covariance estimator (HAC).
Omitted Variables Dynamic Specification And Tests For Homogenity
DOWNLOAD
Author : David Madden
language : en
Publisher:
Release Date : 1994
Omitted Variables Dynamic Specification And Tests For Homogenity written by David Madden and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with categories.
Omitted Variable Tests And Dynamic Specification
DOWNLOAD
Author : Björn Schmolck
language : en
Publisher: Springer
Release Date : 2011-09-26
Omitted Variable Tests And Dynamic Specification written by Björn Schmolck and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-26 with Business & Economics categories.
The Econometrics Of Panel Data
DOWNLOAD
Author : László Mátyás
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01
The Econometrics Of Panel Data written by László Mátyás 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 2013-12-01 with Business & Economics categories.
The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.
Dynamic Testing Of Homogeneous Embankment Models
DOWNLOAD
Author : C. A. Luehring R. W.
language : en
Publisher:
Release Date : 1987
Dynamic Testing Of Homogeneous Embankment Models written by C. A. Luehring R. W. and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Embankments categories.
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.
True Multilateral Indexes For International Comparisons Of Purchasing Power And Real Income
DOWNLOAD
Author : J. Peter Neary
language : en
Publisher:
Release Date : 1996
True Multilateral Indexes For International Comparisons Of Purchasing Power And Real Income written by J. Peter Neary and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Income categories.
Nonparametric Econometric Methods
DOWNLOAD
Author : Qi Li
language : en
Publisher: Emerald Group Publishing
Release Date : 2009-12-04
Nonparametric Econometric Methods written by Qi Li and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-12-04 with Business & Economics categories.
Contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. This work is suitable for those who wish to familiarize themselves with nonparametric methodology.
Aggregation Consumption And Trade
DOWNLOAD
Author : L. Phlips
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Aggregation Consumption And Trade written by L. Phlips 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.
In this testament to the distinguished career of H.S. Houthakker a number of Professor Houthakker's friends, former colleagues and former students offer essays which build upon and extend his many contributions to economics in aggregation, consumption, growth and trade. Among the many distinguished contributors are Paul Samuelson, Werner Hildenbrand, John Muellbauer and Lester Telser. The book also includes four previously unpublished papers and notes by its distinguished dedicatee.
Initial Growth Development And Clonal Dynamics Of Regenerated Aspen In The Rocky Mountains
DOWNLOAD
Author : Wayne D. Shepperd
language : en
Publisher:
Release Date : 1993
Initial Growth Development And Clonal Dynamics Of Regenerated Aspen In The Rocky Mountains written by Wayne D. Shepperd and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Aspen categories.