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Specification Analysis In The Linear Model

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Specification Analysis In The Linear Model

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Author : Maxwell L. King
language : en
Publisher: Routledge
Release Date : 2018-03-05

Specification Analysis In The Linear Model written by Maxwell L. King and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-05 with Business & Economics categories.

Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt. The book includes an extensive survey of autocorrelation tests; some exact finite-sample tests; and some issues in preliminary test estimation. A wide range of other specification issues is discussed, including the implications of random regressors for Bayesian prediction; modelling with joint conditional probability functions; and results from duality theory. There is a major survey chapter dealing with specification tests for non-nested models, and some of the applications discussed by the contributors deal with the British National Accounts and with Australian financial and housing markets.

Specification Analysis In The Linear Model

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Author : Maxwell L. King
language : en
Publisher: Routledge
Release Date : 2018-03-05

Econometric Analysis Of Model Selection And Model Testing

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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.

A Specification Analysis Of The Unexpected Earnings Response Regression Model

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Author : C. S. Agnes Cheng
language : en
Publisher:
Release Date : 1991

A Specification Analysis Of The Unexpected Earnings Response Regression Model written by C. S. Agnes Cheng 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.

Regression Analysis And Linear Models

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Author : Richard B. Darlington
language : en
Publisher: Guilford Publications
Release Date : 2016-09-27

Regression Analysis And Linear Models written by Richard B. Darlington and has been published by Guilford Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-27 with Social Science categories.

Ephasizing conceptual understanding over mathematics, this user-friendly text introduces linear regression analysis to students and researchers across the social, behavioral, consumer, and health sciences. Coverage includes model construction and estimation, quantification and measurement of multivariate and partial associations, statistical control, group comparisons, moderation analysis, mediation and path analysis, and regression diagnostics, among other important topics. Engaging worked-through examples demonstrate each technique, accompanied by helpful advice and cautions. The use of SPSS, SAS, and STATA is emphasized, with an appendix on regression analysis using R. The companion website (www.afhayes.com) provides datasets for the book's examples as well as the RLM macro for SPSS and SAS. Pedagogical Features: *Chapters include SPSS, SAS, or STATA code pertinent to the analyses described, with each distinctively formatted for easy identification. *An appendix documents the RLM macro, which facilitates computations for estimating and probing interactions, dominance analysis, heteroscedasticity-consistent standard errors, and linear spline regression, among other analyses. *Students are guided to practice what they learn in each chapter using datasets provided online. *Addresses topics not usually covered, such as ways to measure a variable?s importance, coding systems for representing categorical variables, causation, and myths about testing interaction.

Specification Estimation And Analysis Of Macroeconometric Models

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Author : Ray C. Fair
language : en
Publisher: Harvard University Press
Release Date : 1984

Specification Estimation And Analysis Of Macroeconometric Models written by Ray C. Fair and has been published by Harvard University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Business & Economics categories.

This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.

Data Intensive Industrial Asset Management

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Author : Farhad Balali
language : en
Publisher: Springer Nature
Release Date : 2020-01-22

Data Intensive Industrial Asset Management written by Farhad Balali and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-22 with Technology & Engineering categories.

This book presents a step by step Asset Health Management Optimization Approach Using Internet of Things (IoT). The authors provide a comprehensive study which includes the descriptive, diagnostic, predictive, and prescriptive analysis in detail. The presentation focuses on the challenges of the parameter selection, statistical data analysis, predictive algorithms, big data storage and selection, data pattern recognition, machine learning techniques, asset failure distribution estimation, reliability and availability enhancement, condition based maintenance policy, failure detection, data driven optimization algorithm, and a multi-objective optimization approach, all of which can significantly enhance the reliability and availability of the system.

Regression Analysis

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Author : Rudolf J. Freund
language : en
Publisher: Elsevier
Release Date : 2006-05-30

Regression Analysis written by Rudolf J. Freund and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-05-30 with Mathematics categories.

Regression Analysis provides complete coverage of the classical methods of statistical analysis. It is designed to give students an understanding of the purpose of statistical analyses, to allow the student to determine, at least to some degree, the correct type of statistical analyses to be performed in a given situation, and have some appreciation of what constitutes good experimental design. - Examples and exercises contain real data and graphical illustration for ease of interpretation - Outputs from SAS 7, SPSS 7, Excel, and Minitab are used for illustration, but any major statisticalsoftware package will work equally well

Industrial Efficiency In Six Nations

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Author : Richard E. Caves
language : en
Publisher: MIT Press
Release Date : 1992

Industrial Efficiency In Six Nations written by Richard E. Caves and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.

Industrial Efficiency in Six Nations continues the pioneering research begun in Caves and Barton's Efficiency in U.S. Manufacturing Industries, extending it to the international sphere and laying the empirical groundwork for a deeper understanding of the sources of inefficiency and their cost in productivity.

Regression Analysis Of Count Data

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Author : A. Colin Cameron
language : en
Publisher: Cambridge University Press
Release Date : 2013-05-27

Regression Analysis Of Count Data written by A. Colin Cameron 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 2013-05-27 with Business & Economics categories.

Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and up-to-date account of models and methods to interpret such data. The authors combine theory and practice to make sophisticated methods of analysis accessible to researchers and practitioners working with widely different types of data and software in areas such as applied statistics, econometrics, marketing, operations research, actuarial studies, demography, biostatistics and quantitative social sciences. The new material includes new theoretical topics, an updated and expanded treatment of cross-section models, coverage of bootstrap-based and simulation-based inference, expanded treatment of time series, multivariate and panel data, expanded treatment of endogenous regressors, coverage of quantile count regression, and a new chapter on Bayesian methods.

Specification Analysis In The Linear Model

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