Specification Analysis in the Linear Model

Business & Finance, Economics, Economic History
Cover of the book Specification Analysis in the Linear Model by , Taylor and Francis
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9781351140669
Publisher: Taylor and Francis Publication: March 5, 2018
Imprint: Routledge Language: English
Author:
ISBN: 9781351140669
Publisher: Taylor and Francis
Publication: March 5, 2018
Imprint: Routledge
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Taylor and Francis

Cover of the book Executive Coaching by
Cover of the book Money and Justice by
Cover of the book The Early Tudor Court and International Musical Relations by
Cover of the book Cultural Diversity and Discourse Practices in Grade Nine by
Cover of the book Africa and the North by
Cover of the book Representation and Effectiveness in Latin American Democracies by
Cover of the book Ethics and Economics by
Cover of the book Studies in Applied Economics, Volume II by
Cover of the book From Children's Services to Children's Spaces by
Cover of the book Paulo Freire in the 21st Century by
Cover of the book Soft Security Threats & Europe by
Cover of the book The EU as a 'Global Player' in Human Rights? by
Cover of the book Trauma Victim by
Cover of the book Xinjiang: China's Muslim Borderland by
Cover of the book Smartphone Cultures by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy