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Specification Analysis in the Linear Model: (In Honour of Donald Cochrane): 11 (Routledge Library Editions: Econometrics) - Tapa blanda

Libro 9 de 18: Routledge Library Editions: Econometrics

King, Maxwell L.; Giles, David E. A.

 
9780815350552: Specification Analysis in the Linear Model: (In Honour of Donald Cochrane): 11 (Routledge Library Editions: Econometrics)
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ISBN 10: 0815350554 ISBN 13: 9780815350552
Editorial: Routledge, 2019

Sinopsis

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.

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Acerca del autor

Maxwell L. King, David E. A. Giles

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Editorial
Routledge
Año de publicación
2019
Idioma
Inglés
ISBN 10 
0815350554
ISBN 13 
9780815350552
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
370
Contacto del fabricante
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Alemania

Otras ediciones populares con el mismo título

9780815350545: Specification Analysis in the Linear Model: (In Honour of Donald Cochrane) (Routledge Library Editions: Econometrics)

Edición Destacada

ISBN 10:  0815350546 ISBN 13:  9780815350545
Editorial: Routledge, 2018
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