Specification Analysis Linear Model by King Maxwell (27 results)
Language: English
Published by Routledge, 2019
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
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Published by Routledge, 2019
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- Softcover
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Language: English
Published by Taylor & Francis Inc, New York, 2019
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Softcover
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Paperback. Condition: new. Paperback. 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. Originally published in 1987. This collection deals with various issues of specification in the context of the linear statistical model. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Language: English
Published by Routledge, 2019
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Softcover
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Condition: New. pp. 370.
Language: English
Published by Routledge, 2019
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Softcover
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Condition: New. pp. 370.
Language: English
Published by Taylor & Francis Inc, 2019
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Softcover
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Language: English
Published by Routledge, 2019
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- Softcover
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Language: English
Published by Routledge, 2019
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- Softcover
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Language: English
Published by Routledge, 2019
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- Softcover
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Condition: New. pp. 370.
Language: English
Published by Routledge, 2019
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Softcover
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Paperback. Condition: Brand New. reissue edition. 370 pages. 9.21x6.14x0.84 inches. In Stock.
Published by Routledge & Kegan Paul, London and New York, 1987
- Hardcover
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Add to basketHardcover. Condition: Near Fine-. Dust Jacket Condition: Very Good+. 358 pages in near fine condition. Pages are clean and crisp, filled with equations and tables. Page edges are slightly foxed and darkened. Dark blue cloth with gilt text on the spine. Blue and red dustjacket in very good condition. Worn around the edges. NF-/VG…+. Book.
Language: English
Published by Taylor & Francis, 2019
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Softcover
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Condition: New. Maxwell L. King, David E. A. GilesOriginally 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 Coch.
Language: English
Published by Routledge, 2018
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Hardcover
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Language: English
Published by Routledge, 2018
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hardcover. Condition: Very Good. Crease on cover*.
Language: English
Published by Taylor & Francis Inc, New York, 2019
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- Softcover
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Paperback. Condition: new. Paperback. 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. Originally published in 1987. This collection deals with various issues of specification in the context of the linear statistical model. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Language: English
Published by Routledge, 2018
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Hardcover
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Language: English
Published by Routledge, 2018
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Hardcover
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Language: English
Published by Routledge, 2018
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- Hardcover
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Language: English
Published by Routledge, 2018
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- Hardcover
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Language: English
Published by Routledge, 2018
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- Hardcover
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Language: English
Published by Taylor & Francis Inc, 2018
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Gebunden. Condition: New. Maxwell L. King, David E. A. GilesOriginally 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 Coch.
Language: English
Published by Taylor & Francis Inc Mär 2018, 2018
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
- Hardcover
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Language: English
Published by Routledge, 2018
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Language: English
Published by Routledge, 2018
Series: Routledge Library Editions: Econometrics, Book 9 of 18. Book 9 of 18 - Routledge Library Editions: Econometrics
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