Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Comparison Of Local Power Of Alternative Tests Of Non Nested Regression Models full books in PDF, epub, and Kindle. Read online Comparison Of Local Power Of Alternative Tests Of Non Nested Regression Models ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : M. H. Pesaran
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (639 download)
Download or read book Comparison of local power of alternative tests of non-nested regression models written by M. H. Pesaran and published by . This book was released on 1983 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael McAleer
Publisher :
ISBN 13 : 9780868311685
Total Pages : 17 pages
Book Rating : 4.3/5 (116 download)
Download or read book Some Power Comparisons of Joint and Paired Tests for Non-nested Models Under Local Hypotheses written by Michael McAleer and published by . This book was released on 1988 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. Anselin
Publisher : Springer Science & Business Media
ISBN 13 : 9401577994
Total Pages : 295 pages
Book Rating : 4.4/5 (15 download)
Download or read book Spatial Econometrics: Methods and Models written by L. Anselin and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.
Author : Adolf Gerhard Coenenberg
Publisher :
ISBN 13 :
Total Pages : 612 pages
Book Rating : 4.:/5 (31 download)
Download or read book Alternative Approaches to Testing Non-nested Models with Autocorrelated Disturbances written by Adolf Gerhard Coenenberg and published by . This book was released on 1990 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. Godfrey
Publisher : Springer
ISBN 13 : 0230233732
Total Pages : 342 pages
Book Rating : 4.2/5 (32 download)
Download or read book Bootstrap Tests for Regression Models written by L. Godfrey and published by Springer. This book was released on 2009-07-29 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Maxwell L. King
Publisher : Routledge
ISBN 13 : 1351140663
Total Pages : 550 pages
Book Rating : 4.3/5 (511 download)
Download or read book Specification Analysis in the Linear Model written by Maxwell L. King and published by Routledge. This book was released on 2018-03-05 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : M. Hashem Pesaran
Publisher : Oxford University Press
ISBN 13 : 0198736916
Total Pages : 1095 pages
Book Rating : 4.1/5 (987 download)
Download or read book Time Series and Panel Data Econometrics written by M. Hashem Pesaran and published by Oxford University Press. This book was released on 2015 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
Author : Thomas B. Fomby
Publisher : Springer Science & Business Media
ISBN 13 : 1441987460
Total Pages : 637 pages
Book Rating : 4.4/5 (419 download)
Download or read book Advanced Econometric Methods written by Thomas B. Fomby and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
Author : R. Carter Hill
Publisher : Emerald Group Publishing
ISBN 13 : 1785607863
Total Pages : 680 pages
Book Rating : 4.7/5 (856 download)
Download or read book Essays in Honor of Aman Ullah written by R. Carter Hill and published by Emerald Group Publishing. This book was released on 2016-06-29 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
Author : Leo Michelis
Publisher : London, Ont. : Department of Economics, University of Western Ontario
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (318 download)
Download or read book Non-nested Pretest Tests written by Leo Michelis and published by London, Ont. : Department of Economics, University of Western Ontario. This book was released on 1995 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Howard E. Doran
Publisher : CRC Press
ISBN 13 : 9780824780494
Total Pages : 400 pages
Book Rating : 4.7/5 (84 download)
Download or read book Applied Regression Analysis in Econometrics written by Howard E. Doran and published by CRC Press. This book was released on 1989-04-24 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: A textbook for a one-semester course for advanced undergraduate and graduate students in economics. Covers regression techniques in the context of single equation econometric models, featuring MINITAB and SHAZAM software examples for attacking real-world problems. Annotation copyright Book News, Inc
Author :
Publisher :
ISBN 13 :
Total Pages : 874 pages
Book Rating : 4.4/5 (76 download)
Download or read book Journal of Econometrics written by and published by . This book was released on 1990 with total page 874 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R. Viertl
Publisher : Springer Science & Business Media
ISBN 13 : 1461318858
Total Pages : 505 pages
Book Rating : 4.4/5 (613 download)
Download or read book Probability and Bayesian Statistics written by R. Viertl and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains selected and refereed contributions to the "Inter national Symposium on Probability and Bayesian Statistics" which was orga nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics and stochastic processes, to real applications in economics, reliability and hydrology. Also the question is raised if it is necessary to develop new techniques to model and analyze fuzzy observations in samples. The articles are arranged in alphabetical order according to the family name of the first author of each paper to avoid a hierarchical ordering of importance of the different topics. Readers interested in special topics can use the index at the end of the book as guide.
Author : Harry Kelejian
Publisher : Academic Press
ISBN 13 : 0128133929
Total Pages : 460 pages
Book Rating : 4.1/5 (281 download)
Download or read book Spatial Econometrics written by Harry Kelejian and published by Academic Press. This book was released on 2017-07-20 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial statistics, combining rigorous depth of presentation with unusual depth of coverage. Introducing and formalizing the principles of, and ‘need’ for, models which define spatial interactions, the book provides a comprehensive framework for almost every major facet of modern science. Subjects covered at length include spatial regression models, weighting matrices, estimation procedures and the complications associated with their use. The work particularly focuses on models of uncertainty and estimation under various complications relating to model specifications, data problems, tests of hypotheses, along with systems and panel data extensions which are covered in exhaustive detail. Extensions discussing pre-test procedures and Bayesian methodologies are provided at length. Throughout, direct applications of spatial models are described in detail, with copious illustrative empirical examples demonstrating how readers might implement spatial analysis in research projects. Designed as a textbook and reference companion, every chapter concludes with a set of questions for formal or self--study. Finally, the book includes extensive supplementing information in a large sample theory in the R programming language that supports early career econometricians interested in the implementation of statistical procedures covered. Combines advanced theoretical foundations with cutting-edge computational developments in R Builds from solid foundations, to more sophisticated extensions that are intended to jumpstart research careers in spatial econometrics Written by two of the most accomplished and extensively published econometricians working in the discipline Describes fundamental principles intuitively, but without sacrificing rigor Provides empirical illustrations for many spatial methods across diverse field Emphasizes a modern treatment of the field using the generalized method of moments (GMM) approach Explores sophisticated modern research methodologies, including pre-test procedures and Bayesian data analysis
Author : Takeshi Amemiya
Publisher : Harvard University Press
ISBN 13 : 9780674005600
Total Pages : 540 pages
Book Rating : 4.0/5 (56 download)
Download or read book Advanced Econometrics written by Takeshi Amemiya and published by Harvard University Press. This book was released on 1985 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
Author :
Publisher :
ISBN 13 :
Total Pages : 572 pages
Book Rating : 4.:/5 (31 download)
Download or read book BEBR Faculty Working Paper written by and published by . This book was released on 1980 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 680 pages
Book Rating : 4.0/5 ( download)
Download or read book Vidyodaya Journal of Social Science written by and published by . This book was released on 1987 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt:
