Alternative Approaches to Testing Non-nested Models with Autocorrelated Disturbances

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ISBN 13 :
Total Pages : 612 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Alternative Approaches to Testing Non-nested Models with Autocorrelated Disturbances by : Adolf Gerhard Coenenberg

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:

A Companion to Theoretical Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 047099830X
Total Pages : 736 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis A Companion to Theoretical Econometrics by : Badi H. Baltagi

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.

Joint Tests of Non-nested Models and General Error Specifications

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ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Joint Tests of Non-nested Models and General Error Specifications by : Anil K. Bera

Download or read book Joint Tests of Non-nested Models and General Error Specifications written by Anil K. Bera and published by . This book was released on 1989 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Foundations Pack with CD-ROM

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Publisher : Cambridge University Press
ISBN 13 : 9780521623940
Total Pages : 794 pages
Book Rating : 4.6/5 (239 download)

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Book Synopsis Econometric Foundations Pack with CD-ROM by : Ron Mittelhammer (Prof.)

Download or read book Econometric Foundations Pack with CD-ROM written by Ron Mittelhammer (Prof.) and published by Cambridge University Press. This book was released on 2000-07-28 with total page 794 pages. Available in PDF, EPUB and Kindle. Book excerpt: The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.

Journal of Econometrics

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ISBN 13 :
Total Pages : 426 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Journal of Econometrics by :

Download or read book Journal of Econometrics written by and published by . This book was released on 1995 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Spatial Econometrics: Spatial Autoregressive Models

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Publisher : World Scientific
ISBN 13 : 9811270503
Total Pages : 894 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Spatial Econometrics: Spatial Autoregressive Models by : Lung-fei Lee

Download or read book Spatial Econometrics: Spatial Autoregressive Models written by Lung-fei Lee and published by World Scientific. This book was released on 2023-10-16 with total page 894 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics.The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA.The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial models. Recent econometric developments on intertemporal spatial models with rational expectations and flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches.

Spatial Econometrics: Methods and Models

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Publisher : Springer Science & Business Media
ISBN 13 : 9401577994
Total Pages : 295 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Spatial Econometrics: Methods and Models by : L. Anselin

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.

Southern Economic Journal

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ISBN 13 :
Total Pages : 598 pages
Book Rating : 4.:/5 (321 download)

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Book Synopsis Southern Economic Journal by :

Download or read book Southern Economic Journal written by and published by . This book was released on 1994 with total page 598 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Theory and Practice of Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 047189530X
Total Pages : 1062 pages
Book Rating : 4.4/5 (718 download)

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Book Synopsis The Theory and Practice of Econometrics by : George G. Judge

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.

BEBR Faculty Working Paper

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ISBN 13 :
Total Pages : 368 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis BEBR Faculty Working Paper by :

Download or read book BEBR Faculty Working Paper written by and published by . This book was released on 1980 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Quarterly Journal of Business and Economics

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ISBN 13 :
Total Pages : 268 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Quarterly Journal of Business and Economics by :

Download or read book Quarterly Journal of Business and Economics written by and published by . This book was released on 2006 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Introduction to Econometrics

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Publisher : Oxford University Press, USA
ISBN 13 : 0199567085
Total Pages : 593 pages
Book Rating : 4.1/5 (995 download)

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Book Synopsis Introduction to Econometrics by : Christopher Dougherty

Download or read book Introduction to Econometrics written by Christopher Dougherty and published by Oxford University Press, USA. This book was released on 2011-03-03 with total page 593 pages. Available in PDF, EPUB and Kindle. Book excerpt: Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.

Statistical Theory and Method Abstracts

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ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.:/5 (4 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1991 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Political Appointees Vs Career Civil Servants

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ISBN 13 :
Total Pages : 798 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Political Appointees Vs Career Civil Servants by : Aldo Rustichini

Download or read book Political Appointees Vs Career Civil Servants written by Aldo Rustichini and published by . This book was released on 1991 with total page 798 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Aggregation and the "random Objective" Justification for Disturbances in Complete Demand Systems

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ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Aggregation and the "random Objective" Justification for Disturbances in Complete Demand Systems by : Michael R. Baye

Download or read book Aggregation and the "random Objective" Justification for Disturbances in Complete Demand Systems written by Michael R. Baye and published by . This book was released on 1990 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Model Selection

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Publisher : Springer Science & Business Media
ISBN 13 : 9401713588
Total Pages : 265 pages
Book Rating : 4.4/5 (17 download)

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Book Synopsis Econometric Model Selection by : Antonio Aznar Grasa

Download or read book Econometric Model Selection written by Antonio Aznar Grasa and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.

Working Papers, Reprints and Other Publications

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ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Working Papers, Reprints and Other Publications by : University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research

Download or read book Working Papers, Reprints and Other Publications written by University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research and published by . This book was released on 1990 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: