The Implementation And Constructive Use Of Misspecification Tests In Econometrics
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The Implementation And Constructive Use Of Misspecification Tests In Econometrics
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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
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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.
Bootstrap Tests For Regression Models
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Author : L. Godfrey
language : en
Publisher: Springer
Release Date : 2009-07-29
Bootstrap Tests For Regression Models written by L. Godfrey and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-07-29 with Business & Economics categories.
An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.
Handbook Of Applied Economic Statistics
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Author : Aman Ullah
language : en
Publisher: CRC Press
Release Date : 1998-02-03
Handbook Of Applied Economic Statistics written by Aman Ullah and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-02-03 with Business & Economics categories.
This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This work offers discussions on such areas as the function of statistics in aggregation, income inequality, poverty, health, spatial econometrics, panel and survey data, bootstrapping and time series.
Computational Econometrics
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Author : Charles G. Renfro
language : en
Publisher: IOS Press
Release Date : 2004
Computational Econometrics written by Charles G. Renfro and has been published by IOS Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business & Economics categories.
This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work.
Working Papers In Economics And Econometrics
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Author : Australian National University. Research School of Social Sciences. Department of Economics
language : en
Publisher:
Release Date : 1991
Working Papers In Economics And Econometrics written by Australian National University. Research School of Social Sciences. Department of Economics and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Econometrics categories.
Journal Of Economic And Social Measurement
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Author :
language : en
Publisher:
Release Date : 2003
Journal Of Economic And Social Measurement written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Census categories.
Journal Of Applied Social Science Studies
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Author :
language : en
Publisher:
Release Date : 2002
Journal Of Applied Social Science Studies written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Economics categories.
A General Equilibrium Analysis Of The Costs Of Tropical Forest Conservation
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Author : F. Harrigan
language : en
Publisher:
Release Date : 1993
A General Equilibrium Analysis Of The Costs Of Tropical Forest Conservation written by F. Harrigan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Economics categories.
Bibliographie Der Wirtschaftswissenschaften
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Author :
language : en
Publisher:
Release Date : 1993
Bibliographie Der Wirtschaftswissenschaften written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Economics categories.