Specifying and Diagnostically Testing Econometric Models 9781567200690

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3d graphics & modelling

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Wordery

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Clio

Specifying and Diagnostically Testing Econometric Models : Praeger : 9781567200690 : 1567200699 : 11 Feb 1997 : Stokes discusses?and illustrates with output from actual problems?a number of applied econometric techniques, including OLS specification tests, recursive residual analysis, limited dependent variable models, error component models, and others. His book is clearly written and copiously illustrated with equations, with follow-up analysis to show how models are built and some of their limitations. His B34S^DTM software is available and allows readers to do further research with a large number of datasets distributed with the program. A necessary resource for applied econometrics researchers in economics, finance, and in health, energy, and labor economics. This work illustrates the use of model specification and diagnostic tests applied to a variety of econometric modeling techniques. For each technique discussed the basic mathematical models are outlined. A sample problem i

70 GBP