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Author : Giuseppe Parigi
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.3/5 (91 download)
Download or read book Non Nested Testing Procedures written by Giuseppe Parigi and published by . This book was released on 1988 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mitchell Watnik
Publisher :
ISBN 13 :
Total Pages : 228 pages
Book Rating : 4.:/5 (56 download)
Download or read book The Modified Cox Test for Non-nested Model Selection written by Mitchell Watnik and published by . This book was released on 1996 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anil K. Bera
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 ( download)
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:
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 : 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 : Basilio de Bragança Pereira
Publisher : Springer
ISBN 13 : 3662537362
Total Pages : 105 pages
Book Rating : 4.6/5 (625 download)
Download or read book Model Choice in Nonnested Families written by Basilio de Bragança Pereira and published by Springer. This book was released on 2016-12-30 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the problem of model choice when the statistical models are separate, also called nonnested. Chapter 1 provides an introduction, motivating examples and a general overview of the problem. Chapter 2 presents the classical or frequentist approach to the problem as well as several alternative procedures and their properties. Chapter 3 explores the Bayesian approach, the limitations of the classical Bayes factors and the proposed alternative Bayes factors to overcome these limitations. It also discusses a significance Bayesian procedure. Lastly, Chapter 4 examines the pure likelihood approach. Various real-data examples and computer simulations are provided throughout the text.
Author : Mitsuru Toida
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.0/5 ( download)
Download or read book Non-nested Specification Tests and the Intermediate Target for Monetary Policy written by Mitsuru Toida and published by . This book was released on 1983 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : Garry D. A. Phillips
Publisher : Cambridge University Press
ISBN 13 : 113946311X
Total Pages : 368 pages
Book Rating : 4.1/5 (394 download)
Download or read book The Refinement of Econometric Estimation and Test Procedures written by Garry D. A. Phillips and published by Cambridge University Press. This book was released on 2007-02-01 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.
Author : B Bhaskara Rao (Ed.)
Publisher : Allied Publishers
ISBN 13 : 9788170237211
Total Pages : 254 pages
Book Rating : 4.2/5 (372 download)
Download or read book Cointegration For The Applied Economist written by B Bhaskara Rao (Ed.) and published by Allied Publishers. This book was released on 1997 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jordan J. Louviere
Publisher : Cambridge University Press
ISBN 13 : 9780521788304
Total Pages : 436 pages
Book Rating : 4.7/5 (883 download)
Download or read book Stated Choice Methods written by Jordan J. Louviere and published by Cambridge University Press. This book was released on 2000-09-28 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: A multidisciplinary graduate and practitioner guide, first published in 2000, which offers the theory and application of stated choice methods.
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.
Author : Michael Beenstock
Publisher : Springer Science & Business Media
ISBN 13 : 940091203X
Total Pages : 215 pages
Book Rating : 4.4/5 (9 download)
Download or read book Modelling the Labour Market written by Michael Beenstock and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is generally agreed that the operation of the labour market lies at the heart of macroeconomic activity. Following Keynes' attack on the postulates of the classics in The General Theory a number of labour market paradigms have been proposed including the Phillips curve, new classical and union bargaining models. These paradigms usually form the centrepiece of any good text on macroeconomic theory. Our purpose in this volume is not to restate these paradigms but to explore the extent to which they might be empirically modelled. To this end the volume includes a set of econometric models of the UK labour market where each contribution relates very closely to one of the principal paradigms. The purpose of this collection is threefold. First and foremost we wanted to present an integrated set of case studies in applied econometrics with reference to labour market modelling. In doing so we hope the volume will appeal to third year undergraduates and postgraduate students studying applied econometrics and labour economics. Secondly, the contributions have been carefully selected to illustrate the main paradigms since each contribution is intellectually self contained. It is arguable that this may be disadvantageous as far as the truth is concerned if eclecticism is preferable. On the other hand it has pedagogic advantages in drawing sharp distinctions between the various approaches.
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 : Antonio Aznar Grasa
Publisher : Springer Science & Business Media
ISBN 13 : 9401713588
Total Pages : 265 pages
Book Rating : 4.4/5 (17 download)
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.
Author : Southwest Fisheries Center (U.S.)
Publisher :
ISBN 13 :
Total Pages : 164 pages
Book Rating : 4.:/5 (318 download)
Download or read book Report of Activities written by Southwest Fisheries Center (U.S.) and published by . This book was released on 1988 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. Ohidul Haque
Publisher : Springer Science & Business Media
ISBN 13 : 9780387242927
Total Pages : 288 pages
Book Rating : 4.2/5 (429 download)
Download or read book Income Elasticity and Economic Development written by M. Ohidul Haque and published by Springer Science & Business Media. This book was released on 2005-08-23 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is mainly concerned with methods of estimating income elasticity. It is connected with economic development that can be achieved by reducing income inequality, a highly relevant subject in today’s world for a wide range of policy areas.
