Download or read book A Simple Lagrange Multiplier Test for Lognormal Regression written by Dale J. Poirier and published by . This book was released on 1919 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Specification Analysis in the Linear Model written by Maxwell L. King and published by Routledge. This book was released on 2018-03-05 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book A Simple Artificial Regression Based Lagrange Multiplier Test of Normality in the Probit Model written by Anthony Murphy and published by . This book was released on 1994 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Econometrics written by Zvi Griliches and published by North Holland. This book was released on 1983 with total page 1084 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http: //www.elsevier.nl/locate/hes
Download or read book Economics Letters written by and published by . This book was released on 1984 with total page 924 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Design and Analysis of Ecological Experiments written by Sam Scheiner and published by CRC Press. This book was released on 2020-07-25 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of this book is to make some underutilized but potentially very useful methods in experimental design and analysis available to ecologists, and to encourage better use of standard statistical techniques. Ecology has become more and more an experimental science in both basic and applied work,but experiments in the field and in the laboratory often present formidable statistical difficulties. Organized around providing solutions to ecological problems, this book offers ways to improve the statistical aspects of conducting manipulative ecological experiments, from setting them up to interpreting and reporting the results. An abundance of tools, including advanced approaches, are made available to ecologists in step-by-step examples, with computer code provided for common statistical packages. This is an essential how-to guide for the working ecologist and for graduate students preparing for research and teaching careers in the field of ecology.
Download or read book Revue Canadienne D conomique written by and published by . This book was released on 1985 with total page 986 pages. Available in PDF, EPUB and Kindle. Book excerpt: A general interest journal in economics.
Download or read book The Economics of the Ethnically homogeneous Middleman Group written by Janet T. Landa and published by . This book was released on 1979 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Guide to Modern Econometrics written by Marno Verbeek and published by John Wiley & Sons. This book was released on 2017-07-31 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.
Download or read book Economics Working Papers written by John Fletcher and published by . This book was released on 1978 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Basic Statistics for Risk Management in Banks and Financial Institutions written by Arindam Bandyopadhyay and published by Oxford University Press. This book was released on 2022-05-31 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides an engaging account of theoretical, empirical, and practical aspects of various statistical methods in measuring risks of financial institutions, especially banks. In this book, the author demonstrates how banks can apply many simple but effective statistical techniques to analyze risks they face in business and safeguard themselves from potential vulnerability. It covers three primary areas of banking; risks-credit, market, and operational risk and in a uniquely intuitive, step-by-step manner the author provides hands-on details on the primary statistical tools that can be applied for financial risk measurement and management. The book lucidly introduces concepts of various well-known statistical methods such as correlations, regression, matrix approach, probability and distribution theorem, hypothesis testing, value at risk, and Monte Carlo simulation techniques and provides a hands-on estimation and interpretation of these tests in measuring risks of the financial institutions. The book strikes a fine balance between concepts and mathematics to tell a rich story of thoughtful use of statistical methods.
Download or read book Variable Addition and Lagrange Multiplier Tests for Linear and Logarithmic Regression Models written by L. G. Godfrey and published by . This book was released on 1986 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Principles of Econometrics written by R. Carter Hill and published by John Wiley & Sons. This book was released on 2018-02-21 with total page 1808 pages. Available in PDF, EPUB and Kindle. Book excerpt: Principles of Econometrics, Fifth Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the results of others’ economic research and modeling, and that will serve as a foundation for further study of the field. This new edition of the highly-regarded econometrics text includes major revisions that both reorganize the content and present students with plentiful opportunities to practice what they have read in the form of chapter-end exercises.
Download or read book Econometric Methods with Applications in Business and Economics written by C. Heij and published by Oxford University Press. This book was released on 2004-03-25 with total page 814 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). • Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management. • Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. • Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions. • Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.
Download or read book TEN YEARS OF ECONOMICS LETTERS written by JERRY GREEN and published by . This book was released on with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Econometric Model of the Canadian Agricultural Economy written by M. W. Luke Chan and published by . This book was released on 1979 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
