Download or read book Specifying and Diagnostically Testing Econometric Models written by Houston H. Stokes and published by . This book was released on 1997 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Specifying and Diagnostically Testing Econometric Models written by Houston H. Stokes and published by Greenwood. This book was released on 1991 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume discusses and illustrates with output from actual problems a number of applied econometric techniques. Among the specific techniques covered are OLS specification tests, recursive residual analysis, limited dependent variable models, error component models, time series models, and optimal control analysis. For each, the author outlines the basic mathematical models involved, discusses and estimates a sample problem using the B34S Data Analysis System he developed to facilitate the calculations, displays and evaluates the output of the program, and explores follow-up models. The examples selected are taken from a variety of sources and reflect actual applied research. All results are completely documented in the text so that the reader does not need access to the B34S program in order to use the book effectively.
Download or read book Econometric Analysis of Model Selection and Model Testing written by M. Ishaq Bhatti and published by Routledge. This book was released on 2017-03-02 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that best fit a particular dataset. This book explores both issues with application to various regression models, including the arbitrage pricing theory models. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers in understanding the current status of model building and testing techniques.
Download or read book Computational Econometrics written by Charles G. Renfro and published by IOS Press. This book was released on 2004 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work.
Download or read book Handbook of Computational Econometrics written by David A. Belsley and published by John Wiley & Sons. This book was released on 2009-08-18 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.
Download or read book Nonlinear Econometric Modeling in Time Series written by William A. Barnett and published by Cambridge University Press. This book was released on 2000-05-22 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
Download or read book Economic Evolution Learning and Complexity written by Uwe Cantner and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: The twelve papers in this collection grew out of the workshop on "Eco nomic Evolution, Learning, and Complexity" held at the University of Augsburg, Augsburg, Germany on May 23-25, 1997. The Augsburg workshop was the second of two events in the Euroconference Series on Evolutionary Economics, the first of which was held in Athens, Greece in September 1993. A special issue of the Journal of Evolutionary Econo mics (1993(4)) edited by Yannis Katsoulacos on "Evolutionary and Neo classical Perspectives on Market Structure and Economic Growth" con tains selected papers from the Athens conference. The Athens conference explored neoclassical and evolutionary perspectives on technological competition and increasing returns. It helped to identify the dis tinguishing features of evolutionary scholarship. The Augsburg workshop was more oriented toward exploring methodological issues in evolutiona of the papers employed new me ry and related scholarship. A number thods, such as genetic programming and experimental analysis, some developed new econometric techniques or raised new empirical issues in evolutionary economics, and some relied on simulation techniques. Twelve papers covering a range of areas were selected for this collection. The papers address central issues in evolutionary and Schumpeterian accounts of industrial competition, learning, and innovation.
Download or read book Financial Aggregation and Index Number Theory written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Diagnostic Tests for the Partial Adjustment and Adaptive Expectations Models written by Howard Edwin Doran and published by . This book was released on 1985 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Cost Effective Control of Urban Smog written by Richard Kosobud and published by Routledge. This book was released on 2006-11-22 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by a leading author in the field, this book, containing rigorous hard evidence, is of practical use to those studying or working in the pioneering cap-and trade market to reduce emissions in a more flexible and cost-effective manner.
Download or read book Cost Effective Control of Urban Smog written by Richard Kosobud and published by Routledge. This book was released on 2006-11-22 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Containing rigorous hard evidence, this book is of immense practical use to postgraduates, researchers and business communities affected by or working in environmental regulation. The author, a leading name in the environmental economics community, examines the problem of urban smog in cityscapes and the difficulty of achieving cost-effective controls. Analyzing the key areas of urban smog, low-level ozone and volatile organic compound emissions and their impact on health and welfare of communities this text assesses and evaluates the performance of emissions trading systems and suggests alternative market designs for incentive control of pollution. Taking a well-reasoned approach to the contentious area of the use of market incentives to achieve environmental goals, it provides a study of the pioneering cap-and-trade market, particularly focusing on its poor performance in Chicago. A perfect supplementary text postgraduates and researchers, this is also an essential read for all those interested in environmental economics.
Download or read book The Implementation and Constructive Use of Misspecification Tests in Econometrics written by L. G. Godfrey and published by Manchester University Press. This book was released on 1992 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a collection of papers co-authored by members of the Department of Economics and Related Studies and the Institute for Research in the Social Sciences at the University of York, which deals with methods for calculating asymptotically valid tests for use with samples of the size available in empirical economics. The papers also address the scope for using test statistics to determine the nature of specification errors and for providing suitable corrections to estimates or parameters.
Download or read book Diagnostic Tests as Residual Analysis written by A. R. Pagan and published by . This book was released on 1983 with total page 55 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Economic and Social Measurement written by and published by . This book was released on 2008 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Evaluation of Econometric Models written by Jan Kmenta and published by Academic Press. This book was released on 2014-05-10 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
Download or read book Misspecification Tests in Econometrics written by L. G. Godfrey and published by Cambridge University Press. This book was released on 1988 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.
Download or read book A Diagnostic Test for Structural Change in Cointegrated Regression Models written by Hao Kang and published by . This book was released on 1994 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
