FREE delivery to all EXCLUSIVE BOOKS stores nationwide. FREE delivery to your door on all orders over R450. Excludes all international deliveries.

  • Safe delivery by Christmas SANTA SAFE
    Specification Analysis in the Linear Model

Specification Analysis in the Linear Model

Specification Analysis in the Linear Model
    Product form
      FORMAT:

      R 1,246.00 Price and availability exclusive to website

      YOU COULD EARN 1,246 FUTURE RETAIL DISCOUNTS.
      ESTIMATED DELIVERY: Approx. 20 - 30 Business Days
      BUY NOW PAY LATER
      From R 207.66 per month!
      3x monthly payments of R 415.33 with
      4x fortnightly payments of R 311.50 with
      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.
      Format: CONTRIBUTORS: Specification Analysis in the Linear Model EAN: 9780815350552 COUNTRY: United States PAGES: 370 WEIGHT: 453 g HEIGHT: 234 cm
      PUBLISHED BY: Taylor & Francis Inc DATE PUBLISHED: 2019-06-25 CITY: GENRE: BUSINESS & ECONOMICS / General, BUSINESS & ECONOMICS / Economic History, BUSINESS & ECONOMICS / Economics / General WIDTH: 156 cm SPINE:

      Book Themes:

      Econometrics and economic statistics

      Customer Reviews

      Be the first to write a review
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)
      Maxwell L. King, David E. A. Giles
      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.
      Format: CONTRIBUTORS: Specification Analysis in the Linear Model EAN: 9780815350552 COUNTRY: United States PAGES: 370 WEIGHT: 453 g HEIGHT: 234 cm
      PUBLISHED BY: Taylor & Francis Inc DATE PUBLISHED: 2019-06-25 CITY: GENRE: BUSINESS & ECONOMICS / General, BUSINESS & ECONOMICS / Economic History, BUSINESS & ECONOMICS / Economics / General WIDTH: 156 cm SPINE:

      Book Themes:

      Econometrics and economic statistics

      Customer Reviews

      Be the first to write a review
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)
      Maxwell L. King, David E. A. Giles

      Recently viewed products

      Login

      Forgot your password?

      Don't have an account yet?
      Create account