Specification analysis in the linear model: (in honour of Donald Cochrane)
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
London u.a.
Routledge & Kegan Paul
1987
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IX, 358 S. |
| ISBN: | 0710206143 |
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Datensatz im Suchindex
| _version_ | 1810989221938200576 |
|---|---|
| adam_text |
Specification Analysis in the Linear Model
(In Honour of Donald Cochrane)
Edited by
Maxwell L. King and David E. A. Giles
Department of Econometrics and Operations
Research, Monash University
and Department of Economics and Operations
Research, University of Canterbury
Routledge Kegan Paul
London and New York
Contents
Preface vii
1 Introduction
Maxwell L. King and David E. A. Giles 1
Part I Linear regression with autocorrelated errors 7
2 The Cochrane and Orcutt papers
E. J. Hannan 9
3 Testing for autocorrelation in linear regression models:
A survey
Maxwell L. King 19
4 Linear regression with correlated errors:
Bounds on coefficient estimates and f-values
Grant H. Hillier and Maxwell L. King 1A
5 Efficiency of estimators in the regression model
with first-order autoregressive errors
L. Magee, A. Ullah, and V. K. Srivastava 81
6 Autocorrelation pre-test estimation in models with
a lagged dependent variable
David E. A. Giles and Murray Seattle 99
7 Some aspects of mis-specification in the linear model
Peter Praetz 117
Part II General model specification issues 131
8 Joint conditional probability functions for modeling
national economies
Guy H. Orcutt 133
9 Specification tests for separate models: A survey
Michael McAleer 146
vi Contents
10 Functional forms in intertemporal duality
Keith R. McLaren and Russel J. Cooper 197
Part III Some statistical issues 217
11 Asymptotic spectral analysis of cross-product matrices
G. S. Watson 219
12 Bayesian prediction with random regressors
Arnold Zellner and Soo-Bin Park 234
Part IV Applications 251
13 How accurate are the British National Accounts?
Richard Stone 253
14 The pattern of financial asset holdings in Australia
Kenneth W. Clements and John C. Taylor 268
15 Dwelling commencements in Australia:
Lags and autocorrelation
Ross A. Williams 289
Notes on contributors 302
Appendixes
1 Application of least squares regression to relationships
containing auto-correlated error terms
D. Cochrane and G. H. Orcutt 307
2 A sampling study of the merits of autoregressive and
reduced form transformations in regression analysis
Guy H. Orcutt and Donald Cochrane 335
3 The method of iterative maximization
J. D. Sargan 353
Index 356 |
| any_adam_object | 1 |
| building | Verbundindex |
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| discipline | Wirtschaftswissenschaften |
| format | Book |
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| spelling | Specification analysis in the linear model (in honour of Donald Cochrane) ed. by Maxwell L. King ... London u.a. Routledge & Kegan Paul 1987 IX, 358 S. txt rdacontent n rdamedia nc rdacarrier Cochrane, Donald <m. 1983> Cochrane, Donald <d. 1983> Econometrie gtt Modèles économétriques Économétrie Ökonometrisches Modell Econometric models Econometrics Lineares Modell (DE-588)4134827-8 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4016928-5 Festschrift gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Regressionsanalyse (DE-588)4129903-6 s Lineares Modell (DE-588)4134827-8 s Statistik (DE-588)4056995-0 s 1\p DE-604 Ökonometrisches Modell (DE-588)4043212-9 s 2\p DE-604 King, Maxwell L. Sonstige oth Cochrane, Donald hnr Digitalisierung UB Augsburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002360315&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Specification analysis in the linear model (in honour of Donald Cochrane) Cochrane, Donald <m. 1983> Cochrane, Donald <d. 1983> Econometrie gtt Modèles économétriques Économétrie Ökonometrisches Modell Econometric models Econometrics Lineares Modell (DE-588)4134827-8 gnd Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Statistik (DE-588)4056995-0 gnd |
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| title | Specification analysis in the linear model (in honour of Donald Cochrane) |
| title_auth | Specification analysis in the linear model (in honour of Donald Cochrane) |
| title_exact_search | Specification analysis in the linear model (in honour of Donald Cochrane) |
| title_full | Specification analysis in the linear model (in honour of Donald Cochrane) ed. by Maxwell L. King ... |
| title_fullStr | Specification analysis in the linear model (in honour of Donald Cochrane) ed. by Maxwell L. King ... |
| title_full_unstemmed | Specification analysis in the linear model (in honour of Donald Cochrane) ed. by Maxwell L. King ... |
| title_short | Specification analysis in the linear model |
| title_sort | specification analysis in the linear model in honour of donald cochrane |
| title_sub | (in honour of Donald Cochrane) |
| topic | Cochrane, Donald <m. 1983> Cochrane, Donald <d. 1983> Econometrie gtt Modèles économétriques Économétrie Ökonometrisches Modell Econometric models Econometrics Lineares Modell (DE-588)4134827-8 gnd Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Cochrane, Donald <m. 1983> Cochrane, Donald <d. 1983> Econometrie Modèles économétriques Économétrie Ökonometrisches Modell Econometric models Econometrics Lineares Modell Regressionsanalyse Ökonometrie Statistik Aufsatzsammlung Festschrift |
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