Misspecification Analysis
Author : Theo K. Dijkstra
Publisher : Springer Science & Business Media
Page : 139 pages
File Size : 38,12 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642954618
Author : Theo K. Dijkstra
Publisher : Springer Science & Business Media
Page : 139 pages
File Size : 38,12 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642954618
Author : L. G. Godfrey
Publisher : Cambridge University Press
Page : 276 pages
File Size : 20,27 MB
Release : 1988
Category : Business & Economics
ISBN : 9780521424592
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.
Author : Peter Kennedy
Publisher : MIT Press
Page : 644 pages
File Size : 46,27 MB
Release : 2003
Category : Econometrics
ISBN : 9780262611831
A popular, intuitively based overview of econometrics.
Author : L. G. Godfrey
Publisher : Manchester University Press
Page : 402 pages
File Size : 11,54 MB
Release : 1992
Category : Econometrics
ISBN : 9780719032745
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.
Author : Hamid Seddighi
Publisher : Psychology Press
Page : 422 pages
File Size : 11,68 MB
Release : 2000
Category : Business & Economics
ISBN : 9780415156455
Recognising the fact that A level mathematics is no longer a necessary prerequisite for economics courses, this text introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complexity.
Author : T K Dijkstra
Publisher :
Page : 144 pages
File Size : 28,93 MB
Release : 1984-12-01
Category :
ISBN : 9783642954627
Author : Aris Spanos
Publisher :
Page : 40 pages
File Size : 20,90 MB
Release : 1985
Category :
ISBN :
Author : Sharif Hossain
Publisher : Cambridge Scholars Publishing
Page : 741 pages
File Size : 21,15 MB
Release : 2024-02-08
Category : Business & Economics
ISBN : 1527563413
For the last four decades, the uses of econometric tools and techniques, irrespective of discipline, have been increasing rapidly for solving problems, appropriate decision-making and policy formulation. Generally, it is accepted that the study of modern business and economics is incomplete without a proper knowledge of econometric tools and techniques. In view of the increasing complexity and variety of problems in business and economics, students and researchers may not be able to cope and hence may remain unfamiliar with many aspects of business and economic problems. Thus, this book was written to explore basic and advanced studies of econometrics for undergraduate and graduate students of business and economics, as well as for researchers already engaged in these fields who require an introduction to econometric methods and their application for solving of real-life problems. The book offers a balanced presentation of fundamental and advanced levels of econometric concepts and methods, along with practical examples of their effective application in real-life problems.
Author : Hamid Seddighi
Publisher : Routledge
Page : 466 pages
File Size : 19,17 MB
Release : 2013-03-01
Category : Business & Economics
ISBN : 1136586091
This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.
Author : Ray C. Fair
Publisher : Harvard University Press
Page : 504 pages
File Size : 45,10 MB
Release : 1984
Category : Business & Economics
ISBN : 9780674831803
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.