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
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.
Estimation Inference And Specification Analysis
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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.
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.
Linear Models In Statistics
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Author : Alvin C. Rencher
language : en
Publisher: John Wiley & Sons
Release Date : 2008-01-07
Linear Models In Statistics written by Alvin C. Rencher 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 2008-01-07 with Mathematics categories.
The essential introduction to the theory and application of linear models—now in a valuable new edition Since most advanced statistical tools are generalizations of the linear model, it is neces-sary to first master the linear model in order to move forward to more advanced concepts. The linear model remains the main tool of the applied statistician and is central to the training of any statistician regardless of whether the focus is applied or theoretical. This completely revised and updated new edition successfully develops the basic theory of linear models for regression, analysis of variance, analysis of covariance, and linear mixed models. Recent advances in the methodology related to linear mixed models, generalized linear models, and the Bayesian linear model are also addressed. Linear Models in Statistics, Second Edition includes full coverage of advanced topics, such as mixed and generalized linear models, Bayesian linear models, two-way models with empty cells, geometry of least squares, vector-matrix calculus, simultaneous inference, and logistic and nonlinear regression. Algebraic, geometrical, frequentist, and Bayesian approaches to both the inference of linear models and the analysis of variance are also illustrated. Through the expansion of relevant material and the inclusion of the latest technological developments in the field, this book provides readers with the theoretical foundation to correctly interpret computer software output as well as effectively use, customize, and understand linear models. This modern Second Edition features: New chapters on Bayesian linear models as well as random and mixed linear models Expanded discussion of two-way models with empty cells Additional sections on the geometry of least squares Updated coverage of simultaneous inference The book is complemented with easy-to-read proofs, real data sets, and an extensive bibliography. A thorough review of the requisite matrix algebra has been addedfor transitional purposes, and numerous theoretical and applied problems have been incorporated with selected answers provided at the end of the book. A related Web site includes additional data sets and SAS® code for all numerical examples. Linear Model in Statistics, Second Edition is a must-have book for courses in statistics, biostatistics, and mathematics at the upper-undergraduate and graduate levels. It is also an invaluable reference for researchers who need to gain a better understanding of regression and analysis of variance.
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.
Data Analysis From Statistical Foundations
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Author : Donald Alexander Stuart Fraser
language : en
Publisher: Nova Publishers
Release Date : 2001
Data Analysis From Statistical Foundations written by Donald Alexander Stuart Fraser and has been published by Nova Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.
Data Analysis from Statistical Foundations
The Linear Regression Model Under Test
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Author : W. Kraemer
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Linear Regression Model Under Test written by W. Kraemer 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 Mathematics categories.
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 . .
Generalized Least Squares
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Author : Takeaki Kariya
language : en
Publisher: John Wiley & Sons
Release Date : 2004-11-19
Generalized Least Squares written by Takeaki Kariya 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 2004-11-19 with Mathematics categories.
Generalised Least Squares adopts a concise and mathematically rigorous approach. It will provide an up-to-date self-contained introduction to the unified theory of generalized least squares estimations, adopting a concise and mathematically rigorous approach. The book covers in depth the 'lower and upper bounds approach', pioneered by the first author, which is widely regarded as a very powerful and useful tool for generalized least squares estimation, helping the reader develop their understanding of the theory. The book also contains exercises at the end of each chapter and applications to statistics, econometrics, and biometrics, enabling use for self-study or as a course text.
Seemingly Unrelated Regression Equations Models
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Author : Virendera K. Srivastava
language : en
Publisher: CRC Press
Release Date : 2020-08-14
Seemingly Unrelated Regression Equations Models written by Virendera K. Srivastava and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-14 with Mathematics categories.
This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.