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Title Specification analysis in the linear model / edited by Maxwell L. King and David E.A. Giles
Published Abingdon, Oxon OX : Routledge, 2018


Description 1 online resource
Series Routledge library editions. Econometrics ; volume 11
Routledge library editions. Econometrics ; v. 11.
Contents 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 issues8 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 terms2 A sampling study of the merits of autoregressive and reduced form transformations in regression analysis; 3 The method of iterative maximization; Index
Notes Originally published in 1987 by Routledge & Kegan Paul
Bibliography Includes bibliographical references and index
Notes Online resource; title from PDF title page (EBSCO, viewed March 19, 2018)
Subject Cochrane, Donald, -1983.
Cochrane, Donald, -1983
Econometric models.
Linear models (Statistics)
BUSINESS & ECONOMICS -- Economics -- General.
Econometric models
Linear models (Statistics)
Form Electronic book
Author King, Maxwell L., editor.
Giles, David E. A., 1949- editor.
ISBN 9781351140669