Specifying and Diagnostically Testing Econometric Models - Hardcover

Stokes, Houston H.

Hardcover

ISBN 10: 0899306322 ISBN 13: 9780899306322

Publisher: Quorum Books, 1991

Synopsis

Stokes discusses--and illustrates with output from actual problems--a number of applied econometric techniques, including OLS specification tests, recursive residual analysis, limited dependent variable models, error component models, and others. His book is clearly written and copiously illustrated with equations, with follow-up analysis to show how models are built and some of their limitations. His B34STM software is available and allows readers to do further research with a large number of datasets distributed with the program. A necessary resource for applied econometrics researchers in economics, finance, and in health, energy, and labor economics.

About this title

Book Description

Illustrates a wide variety of complex econometric techniques for applied econometrics researchers in economics, finance, health economics, and energy and labor economics.

About the Author

HOUSTON H. STOKES is Professor of Economics at the University of Illinois at Chicago. He has written more than 70 articles and three books in the areas of applied econometrics, time series, monetary economics, economic history, and software design. His research has been in the development and application of diagnostic procedures for the specification of econometric models. Toward that end he developed the B34STM Data Analysis program, used in economics, business forecasting, health economics, labor economics, political science, and in other fields.

Edition details

• Publisher: Quorum Books
• Publication date: 1991
• Language: English
• ISBN 10: 0899306322
• ISBN 13: 9780899306322
• Binding: Hardcover
• Number of pages: 356