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 Naked Safety by
Cover of the book The History of the Study of Landforms: Volume 1 - Geomorphology Before Davis (Routledge Revivals) by
Cover of the book Medieval Art, Architecture & Archaeology at Canterbury by
Cover of the book Judaism and Islam in Practice by
Cover of the book Timothy Asch and Ethnographic Film by
Cover of the book Understanding Phonetics by
Cover of the book Youth Justice by
Cover of the book The Second Wave (Routledge Revivals) by
Cover of the book Portugal in the European Union by
Cover of the book Acting for Animators by
Cover of the book When Power Corrupts by
Cover of the book Plotinus on the Appearance of Time and the World of Sense by
Cover of the book Police Use of Force by
Cover of the book Experiencing Environment and Place through Children's Literature by
Cover of the book Lebanon 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