Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Omitted Variables And Misspecification Testing Using Auxiliary Regressions full books in PDF, epub, and Kindle. Read online Omitted Variables And Misspecification Testing Using Auxiliary Regressions ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Aris Spanos
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (36 download)
Download or read book Omitted Variables and Misspecification Testing Using Auxiliary Regressions written by Aris Spanos and published by . This book was released on 1985 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. G. Godfrey
Publisher : Manchester University Press
ISBN 13 : 9780719032745
Total Pages : 402 pages
Book Rating : 4.0/5 (327 download)
Download or read book The Implementation and Constructive Use of Misspecification Tests in Econometrics written by L. G. Godfrey and published by Manchester University Press. This book was released on 1992 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Björn Schmolck
Publisher : Springer Science & Business Media
ISBN 13 : 3642583245
Total Pages : 149 pages
Book Rating : 4.6/5 (425 download)
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).
Author : Jeffrey A. Edwards
Publisher : Business Expert Press
ISBN 13 : 1606499750
Total Pages : 111 pages
Book Rating : 4.6/5 (64 download)
Download or read book Building Better Econometric Models Using Cross Section and Panel Data written by Jeffrey A. Edwards and published by Business Expert Press. This book was released on 2014-05-01 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many empirical researchers yearn for an econometric model that better explains their data. Yet these researchers rarely pursue this objective for fear of the statistical complexities involved in specifying that model. This book is intended to alleviate those anxieties by providing a practical methodology that anyone familiar with regression analysis can employ—a methodology that will yield a model that is both more informative and is a better representation of the data. This book outlines simple, practical procedures that can be used to specify a model that better explains the data. Such procedures employ the use of purely statistical techniques performed upon a publicly available data set, which allows readers to follow along at every stage of the procedure. Using the econometric software Stata (though most other statistical software packages can be used as well), this book demonstrates how to test for model misspecification and how to respecify these models in a practical way that not only enhances the inference drawn from the results, but adds a level of robustness that can increase the researcher’s confidence in the output generated. By following this procedure, researchers will be led to a better, more finely tuned empirical model that yields better results.
Author : Jeffrey M. Wooldridge
Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.2/5 (622 download)
Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Author : Kiho Jeong
Publisher :
ISBN 13 :
Total Pages : 364 pages
Book Rating : 4.:/5 (89 download)
Download or read book Model Misspecification Tests of Regression Functions written by Kiho Jeong and published by . This book was released on 1991 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stanley Anthony Sedo
Publisher :
ISBN 13 :
Total Pages : 370 pages
Book Rating : 4.3/5 (91 download)
Download or read book SPECIFICATION ERROR ANALYSIS IN ECONOMETRICS. written by Stanley Anthony Sedo and published by . This book was released on 1991 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: indicate a number of misspecifications and provide information that forms the basis for possible improvements in the model.
Author : Aris Spanos
Publisher : Cambridge University Press
ISBN 13 : 9780521269124
Total Pages : 722 pages
Book Rating : 4.2/5 (691 download)
Download or read book Statistical Foundations of Econometric Modelling written by Aris Spanos and published by Cambridge University Press. This book was released on 1986-10-30 with total page 722 pages. Available in PDF, EPUB and Kindle. Book excerpt: A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.
Author : Aman Ullah
Publisher : CRC Press
ISBN 13 : 1482269902
Total Pages : 646 pages
Book Rating : 4.4/5 (822 download)
Download or read book Handbook of Applied Economic Statistics written by Aman Ullah and published by CRC Press. This book was released on 1998-02-03 with total page 646 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : John Eatwell
Publisher : W. W. Norton & Company
ISBN 13 : 9780393958560
Total Pages : 306 pages
Book Rating : 4.9/5 (585 download)
Download or read book Econometrics written by John Eatwell and published by W. W. Norton & Company. This book was released on 1990 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: "First published in the New Palgrave: a dictionary of economics ... in four volumes, 1987"--T.p. verso. Includes bibliographical references.
Author : Peter Kennedy
Publisher : John Wiley & Sons
ISBN 13 : 1405182571
Total Pages : 608 pages
Book Rating : 4.4/5 (51 download)
Download or read book A Guide to Econometrics written by Peter Kennedy and published by John Wiley & Sons. This book was released on 2008-02-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Author : Marno Verbeek
Publisher : John Wiley & Sons
ISBN 13 : 0470517697
Total Pages : 489 pages
Book Rating : 4.4/5 (75 download)
Download or read book A Guide to Modern Econometrics written by Marno Verbeek and published by John Wiley & Sons. This book was released on 2008-05-27 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects. Features of this book include: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments Empirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomics. End-of-chapter exercises review key concepts in light of empirical examples.
Author : H. Bunzel
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (897 download)
Download or read book Some Simple Non-parametric Tests for Misspecification of Regression Models Using Sign Changes of Residuals written by H. Bunzel and published by . This book was released on 1988 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yves Croissant
Publisher : John Wiley & Sons
ISBN 13 : 1118949188
Total Pages : 328 pages
Book Rating : 4.1/5 (189 download)
Download or read book Panel Data Econometrics with R written by Yves Croissant and published by John Wiley & Sons. This book was released on 2018-08-10 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Author : Huw Dixon
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (46 download)
Download or read book Imperfect Competition, the Multiplier, and the Non-neutrality of Money written by Huw Dixon and published by . This book was released on 1987 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R. Carter Hill
Publisher :
ISBN 13 : 9781119320951
Total Pages : pages
Book Rating : 4.3/5 (29 download)
Download or read book Principles of Econometrics written by R. Carter Hill and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Revised edition of the authors' Principles of econometrics, c2011.
Author : Helmut Lütkepohl
Publisher : Cambridge University Press
ISBN 13 : 1139454730
Total Pages : 351 pages
Book Rating : 4.1/5 (394 download)
Download or read book Applied Time Series Econometrics written by Helmut Lütkepohl and published by Cambridge University Press. This book was released on 2004-08-02 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
