Specification Analysis in the Linear Model - Info and Reading Options
By David E. A. Giles and Maxwell L. King
"Specification Analysis in the Linear Model" was published by Taylor & Francis Group in 2018, the book is classified in Econometric models genre, it has 370 pages and the language of the book is English.
“Specification Analysis in the Linear Model” Metadata:
- Title: ➤ Specification Analysis in the Linear Model
- Authors: David E. A. GilesMaxwell L. King
- Language: English
- Number of Pages: 370
- Is Family Friendly: Yes - No Mature Content
- Publisher: Taylor & Francis Group
- Publish Date: 2018
- Genres: Econometric models
“Specification Analysis in the Linear Model” Subjects and Themes:
- Subjects: ➤ Econometric models - Econometrics - Statistics for Business, Finance & Economics - Modèles économétriques - Économétrie
- People: Donald Cochrane (d. 1983)
Edition Identifiers:
- Google Books ID: D6LHswEACAAJ
- The Open Library ID: OL28903050M - OL17955335W
- ISBN-13: 9780815350545
- ISBN-10: 0815350546
- All ISBNs: 9780815350545 - 0815350546
AI-generated Review of “Specification Analysis in the Linear Model”:
Snippets and Summary:
Originally published in 1987. This collection deals with various issues of specification in the context of the linear statistical model.
"Specification Analysis in the Linear Model" Description:
Google Books:
Cover -- Half Title -- Title Page -- Copyright Page -- Contents -- Preface -- 1 Introduction -- Part I: Linear regression with autocorrelated errors -- 2 The Cochrane and Orcutt papers -- 3 Testing for autocorrelation in linear regression models: A survey -- 4 Linear regression with correlated errors: Bounds on coefficient estimates and /-values -- 5 Efficiency of estimators in the regression model with first-order autoregressive errors -- 6 Autocorrelation pre-test estimation in models with a lagged dependent variable -- 7 Some aspects of mis-specification in the linear model -- Part II: General model specification issues -- 8 Joint conditional probability functions for modeling national economies -- 9 Specification tests for separate models: A survey -- 10 Functional forms in intertemporal duality -- Part III: Some statistical issues -- 11 Asymptotic spectral analysis of cross-product matrices -- 12 Bayesian prediction with random regressors -- Part IV: Applications -- 13 How accurate are the British National Accounts? -- 14 The pattern of financial asset holdings in Australia -- 15 Dwelling commencements in Australia: Lags and autocorrelation -- Notes on contributors -- Appendixes -- 1 Application of least squares regression to relationships containing auto-correlated error terms -- 2 A sampling study of the merits of autoregressive and reduced form transformations in regression analysis -- 3 The method of iterative maximization -- Index
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