Specifying and Diagnostically Testing Econometric Models
Author : Houston H. Stokes
Publisher :
Page : 445 pages
File Size : 43,57 MB
Release : 1997
Category : Econometric models
ISBN :
Author : Houston H. Stokes
Publisher :
Page : 445 pages
File Size : 43,57 MB
Release : 1997
Category : Econometric models
ISBN :
Author : Houston H. Stokes
Publisher : Greenwood
Page : 382 pages
File Size : 13,71 MB
Release : 1991
Category : Business & Economics
ISBN :
This volume discusses and illustrates with output from actual problems a number of applied econometric techniques. Among the specific techniques covered are OLS specification tests, recursive residual analysis, limited dependent variable models, error component models, time series models, and optimal control analysis. For each, the author outlines the basic mathematical models involved, discusses and estimates a sample problem using the B34S Data Analysis System he developed to facilitate the calculations, displays and evaluates the output of the program, and explores follow-up models. The examples selected are taken from a variety of sources and reflect actual applied research. All results are completely documented in the text so that the reader does not need access to the B34S program in order to use the book effectively.
Author : M. Ishaq Bhatti
Publisher : Routledge
Page : 286 pages
File Size : 13,18 MB
Release : 2017-03-02
Category : Business & Economics
ISBN : 135194195X
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.
Author : Jerry A. Hausman
Publisher :
Page : 41 pages
File Size : 24,72 MB
Release : 1986
Category : Econometrics
ISBN :
Author : Jan Kmenta
Publisher : Academic Press
Page : 425 pages
File Size : 11,84 MB
Release : 2014-05-10
Category : Business & Economics
ISBN : 1483267342
Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
Author : David A. Belsley
Publisher : John Wiley & Sons
Page : 514 pages
File Size : 10,11 MB
Release : 2009-08-18
Category : Mathematics
ISBN : 0470748907
Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.
Author : Charles G. Renfro
Publisher : IOS Press
Page : 420 pages
File Size : 29,19 MB
Release : 2004
Category : Business & Economics
ISBN : 9781586034269
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.
Author : William A. Barnett
Publisher : Cambridge University Press
Page : 248 pages
File Size : 33,28 MB
Release : 2000-05-22
Category : Business & Economics
ISBN : 9780521594240
This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
Author : David Frost Layton
Publisher :
Page : 146 pages
File Size : 46,31 MB
Release : 1995
Category : Contingent valuation
ISBN :
Author : L. G. Godfrey
Publisher : Manchester University Press
Page : 402 pages
File Size : 46,97 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.