Specification Analysis in the Linear Model

Language: English

Published by Taylor & Francis Jun 2019, 2019

0815350554 / 9780815350552

Series: Book 9 of 18 - Routledge Library Editions: Econometrics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - 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.

Seller Inventory # 9780815350552

Title
Specification Analysis in the Linear Model
Author
Maxwell L King
Publisher
Taylor & Francis Jun 2019
Publication year
2019
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0815350554
ISBN 13
9780815350552
Item weight
522 grams
Dimensions
231x155x23 mm
Series
Book 9 of 18: Routledge Library Editions: Econometrics

AHA-BUCH GmbH

Einbeck, Germany

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