Specification Analysis in the Linear Model (Routledge Library Editions: Econometrics #11)

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Synopsis
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.
Copyright:
1987

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9781351140669
Related ISBNs:
9781351140683, 9780815350552, 9780815350552, 9780815350545, 9780815350545
Publisher:
Taylor and Francis
Date of Addition:
Copyrighted By:
Maxwell L. King and David E. A. Giles
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
History, Nonfiction, Business and Finance
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.
Edited by:
Maxwell L. King
Edited by:
David E. Giles

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