Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification

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Publisher :
ISBN 13 : 9780867465198
Total Pages : 21 pages
Book Rating : 4.4/5 (651 download)

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Book Synopsis Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification by : Richard J. Smith

Download or read book Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification written by Richard J. Smith and published by . This book was released on 1986 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applications of Differential Geometry to Econometrics

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Publisher : Cambridge University Press
ISBN 13 : 9780521651165
Total Pages : 342 pages
Book Rating : 4.6/5 (511 download)

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Book Synopsis Applications of Differential Geometry to Econometrics by : Paul Marriott

Download or read book Applications of Differential Geometry to Econometrics written by Paul Marriott and published by Cambridge University Press. This book was released on 2000-08-31 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 2000, this volume was an early example of the application of differential geometry to econometrics.

Journal of Statistical Planning and Inference

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ISBN 13 :
Total Pages : 860 pages
Book Rating : 4.3/5 (758 download)

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Book Synopsis Journal of Statistical Planning and Inference by :

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Alternative Asymptotically Optimal Tests in Econometrics

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Publisher : Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (159 download)

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Book Synopsis Alternative Asymptotically Optimal Tests in Econometrics by : Richard J. Smith

Download or read book Alternative Asymptotically Optimal Tests in Econometrics written by Richard J. Smith and published by Kingston, Ont. : Institute for Economic Research, Queen's University. This book was released on 1983 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Office of Research Working Paper

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Publisher :
ISBN 13 :
Total Pages : 614 pages
Book Rating : 4.:/5 (31 download)

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ECONOMICS LETTERS

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ISBN 13 :
Total Pages : 1064 pages
Book Rating : 4./5 ( download)

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Book Synopsis ECONOMICS LETTERS by : JERRY GREEN

Download or read book ECONOMICS LETTERS written by JERRY GREEN and published by . This book was released on 1991 with total page 1064 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Omitted Variable Tests and Dynamic Specification

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Publisher : Springer Science & Business Media
ISBN 13 : 3642583245
Total Pages : 149 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Omitted Variable Tests and Dynamic Specification by : Björn Schmolck

Download or read book Omitted Variable Tests and Dynamic Specification written by Björn Schmolck and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail. The analysis starts with the univariate t-test and is then extended to the multivariate regression system. The small sample performance of the dynamically correctly specified omitted variable test is analysed by simulation. Two classes of tests are considered: versions of the likelihood ratio test and the robust Wald test which is based on a heteroskedasticity and autocorrelation consistent variance-covariance estimator (HAC).

Dynamic Econometrics

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Publisher :
ISBN 13 : 9780198283164
Total Pages : 918 pages
Book Rating : 4.2/5 (831 download)

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Book Synopsis Dynamic Econometrics by : David F. Hendry

Download or read book Dynamic Econometrics written by David F. Hendry and published by . This book was released on 1995 with total page 918 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Economica

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Publisher :
ISBN 13 :
Total Pages : 622 pages
Book Rating : 4.:/5 (49 download)

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Book Synopsis Economica by :

Download or read book Economica written by and published by . This book was released on 1988 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Economics Working Papers: a Bibliography

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Publisher :
ISBN 13 :
Total Pages : 552 pages
Book Rating : 4.3/5 (512 download)

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Book Synopsis Economics Working Papers: a Bibliography by :

Download or read book Economics Working Papers: a Bibliography written by and published by . This book was released on 1986 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Review of Economic Studies

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ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (25 download)

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Book Synopsis The Review of Economic Studies by :

Download or read book The Review of Economic Studies written by and published by . This book was released on 1990 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity

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Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (933 download)

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Book Synopsis Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity by : Richard J. Smith

Download or read book Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity written by Richard J. Smith and published by . This book was released on 1991 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

List of Recent Periodical Articles

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ISBN 13 :
Total Pages : 838 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis List of Recent Periodical Articles by : Joint Bank-Fund Library

Download or read book List of Recent Periodical Articles written by Joint Bank-Fund Library and published by . This book was released on 1987 with total page 838 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-point Problems

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Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.:/5 (313 download)

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Book Synopsis Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-point Problems by : Wolfgang Bischoff

Download or read book Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-point Problems written by Wolfgang Bischoff and published by . This book was released on 1999 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On Asymptotically Optimal Tests

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Publisher :
ISBN 13 :
Total Pages : 152 pages
Book Rating : 4.:/5 (116 download)

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Book Synopsis On Asymptotically Optimal Tests by : Sungsub Choi

Download or read book On Asymptotically Optimal Tests written by Sungsub Choi and published by . This book was released on 1991 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (535 download)

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Book Synopsis Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity by : R. J. Smith

Download or read book Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity written by R. J. Smith and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotically Optimal Tests Using Limited Information and Testing for Weak Exogeneity

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (53 download)

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Book Synopsis Asymptotically Optimal Tests Using Limited Information and Testing for Weak Exogeneity by : R. J. Smith

Download or read book Asymptotically Optimal Tests Using Limited Information and Testing for Weak Exogeneity written by R. J. Smith and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: