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Author : Maozu Lu
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Encompassing Principle and Specification Tests written by Maozu Lu and published by . This book was released on 1993 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Halbert White
Publisher : Cambridge University Press
ISBN 13 : 9780521574464
Total Pages : 396 pages
Book Rating : 4.5/5 (744 download)
Download or read book Estimation, Inference and Specification Analysis written by Halbert White and published by Cambridge University Press. This book was released on 1996-06-28 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.
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 : Charles G. Renfro
Publisher : Springer Science & Business Media
ISBN 13 : 3540755713
Total Pages : 317 pages
Book Rating : 4.5/5 (47 download)
Download or read book The Practice of Econometric Theory written by Charles G. Renfro and published by Springer Science & Business Media. This book was released on 2009-06-29 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every moment, rather than a finished work, these inevitably form an incomplete body of knowledge. The practice of econometric theory consists of selecting from, applying, and evaluating this literature, so as to test its applicability and range. The creation, development, and use of computer software has led applied economic research into a new age. This book describes the history of econometric computation from 1950 to the present day, based upon an interactive survey involving the collaboration of the many econometricians who have designed and developed this software. It identifies each of the econometric software packages that are made available to and used by economists and econometricians worldwide.
Author : L. G. Godfrey
Publisher : Cambridge University Press
ISBN 13 : 9780521424592
Total Pages : 276 pages
Book Rating : 4.4/5 (245 download)
Download or read book Misspecification Tests in Econometrics written by L. G. Godfrey and published by Cambridge University Press. This book was released on 1988 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : George G. Judge
Publisher : John Wiley & Sons
ISBN 13 : 047189530X
Total Pages : 1062 pages
Book Rating : 4.4/5 (718 download)
Download or read book The Theory and Practice of Econometrics written by George G. Judge and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Author : Badi H. Baltagi
Publisher : John Wiley & Sons
ISBN 13 : 047099830X
Total Pages : 736 pages
Book Rating : 4.4/5 (79 download)
Download or read book A Companion to Theoretical Econometrics written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
Author : David F. Hendry
Publisher :
ISBN 13 : 9780198283164
Total Pages : 918 pages
Book Rating : 4.2/5 (831 download)
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.
Author : Maxwell L. King
Publisher : Routledge
ISBN 13 : 1351140671
Total Pages : 366 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 366 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 : Jean-Pierre Florens
Publisher : Springer Nature
ISBN 13 : 3031613295
Total Pages : 370 pages
Book Rating : 4.0/5 (316 download)
Download or read book Nonparametric Bayesian Inference written by Jean-Pierre Florens and published by Springer Nature. This book was released on with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : American Statistical Association. Business and Economic Statistics Section
Publisher :
ISBN 13 :
Total Pages : 688 pages
Book Rating : 4.E/5 ( download)
Download or read book Proceedings of the Business and Economic Statistics Section, American Statistical Association written by American Statistical Association. Business and Economic Statistics Section and published by . This book was released on 1988 with total page 688 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Marno Verbeek
Publisher : John Wiley & Sons
ISBN 13 : 1119401151
Total Pages : 523 pages
Book Rating : 4.1/5 (194 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 2017-07-31 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.
Author : Kevin D. Hoover
Publisher : Springer Science & Business Media
ISBN 13 : 940110669X
Total Pages : 575 pages
Book Rating : 4.4/5 (11 download)
Download or read book Macroeconometrics written by Kevin D. Hoover and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.
Author : James A. Stimson
Publisher : University of Michigan Press
ISBN 13 : 9780472103355
Total Pages : 192 pages
Book Rating : 4.1/5 (33 download)
Download or read book Political Analysis written by James A. Stimson and published by University of Michigan Press. This book was released on 1992-08 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third annual volume that addresses all areas of political methodology. See also Freeman, John R.
Author : David F. Hendry
Publisher : MIT Press
ISBN 13 : 0262028352
Total Pages : 387 pages
Book Rating : 4.2/5 (62 download)
Download or read book Empirical Model Discovery and Theory Evaluation written by David F. Hendry and published by MIT Press. This book was released on 2014-07-03 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. Economic models of empirical phenomena are developed for a variety of reasons, the most obvious of which is the numerical characterization of available evidence, in a suitably parsimonious form. Another is to test a theory, or evaluate it against the evidence; still another is to forecast future outcomes. Building such models involves a multitude of decisions, and the large number of features that need to be taken into account can overwhelm the researcher. Automatic model selection, which draws on recent advances in computation and search algorithms, can create, and then empirically investigate, a vastly wider range of possibilities than even the greatest expert. In this book, leading econometricians David Hendry and Jurgen Doornik report on their several decades of innovative research on automatic model selection. After introducing the principles of empirical model discovery and the role of model selection, Hendry and Doornik outline the stages of developing a viable model of a complicated evolving process. They discuss the discovery stages in detail, considering both the theory of model selection and the performance of several algorithms. They describe extensions to tackling outliers and multiple breaks, leading to the general case of more candidate variables than observations. Finally, they briefly consider selecting models specifically for forecasting.
Author : Paul Marriott
Publisher : Cambridge University Press
ISBN 13 : 9780521651165
Total Pages : 342 pages
Book Rating : 4.6/5 (511 download)
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.
Author : Andrew C. Harvey
Publisher : MIT Press
ISBN 13 : 9780262081894
Total Pages : 418 pages
Book Rating : 4.0/5 (818 download)
Download or read book The Econometric Analysis of Time Series written by Andrew C. Harvey and published by MIT Press. This book was released on 1990 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs.
