The practice of econometric theory: an examination of the characteristics of econometric computation
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2009
|
| Series: | Advanced studies in theoretical and applied econometrics
44 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. 283 - 304 |
| Physical Description: | XVI, 311 S. |
| ISBN: | 3540755705 9783540755708 9783642242519 |
Staff View
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| 245 | 1 | 0 | |a The practice of econometric theory |b an examination of the characteristics of econometric computation |c Charles G. Renfro |
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Record in the Search Index
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|---|---|
| adam_text | Contents
Introduction
........................................................................ 1
1
Econometrie
Computation
.................................................... 19
The Foundations of Computational Econometrics
............................. 28
Towards the Evaluation of Econometric Software
............................. 37
The Discovery of Econometric Software
.................................... 38
The Computer as a Computational Medium
................................. 44
The Computer as an Imperfect Computational Device
..................... 47
Errors in Data as a Computational Circumstance
........................... 51
2
Econometric Software: Characteristics, Users, and Developers
.......... 55
Developmental Characteristics of Econometric Software
..................... 57
The Early History of Econometric Computation
............................ 58
The Takeoff Period of Econometric Software Development
............... 60
The Adoption of the Microcomputer
........................................ 66
The Characteristics of Econometric Software
.................................. 68
Aspects of the Evolution of Software Features
.............................. 72
The Development of the Human Interface
................................... 75
Directives Versus Constructive Commands
.................................... 80
Developers, Users, and Use
..................................................... 86
Use and Users
................................................................. 87
Econometric Software Developers
........................................... 94
3
Econometric Diagnostic Tests
................................................. 97
Diagnostic Tests: A Division of Responsibilities
..............................105
Realism Versus
Instrumentalism
................................................
Ill
Specific Survey Characteristics
.................................................117
4
The Basic Statistics
.............................................................123
The Historical Display of OLS Regression Results
............................126
Survey Results: The Core Statistics
............................................135
The Core Statistics: The First Group
...........................................138
Known Special Cases
............................................................140
Contents
xvi
Variant
Special
Cases
............................................................
j*
Disturbance Properties Tests
.................................................
145
Provisions for User-Constructed Tests
..........................................
I47
5
The Failure of Assumptions
...................................................
151
Heteroscedasticity
...............................................................*
Disturbance Properties
..........................................................1^0
Specification Tests: Functional Form, Nonlinearity, and Simultaneity
.......165
Structural Stability Tests
........................................................
166
Omitted Variables, Linear Restrictions and Related Tests
.....................173
6
Cointegration
and Alternative Specifications
...............................177
Unit Root Tests
..................................................................180
Evaluating
Cointegration
........................................................207
Encompassing and Non-Nested Specifications Tests
..........................209
Chapter Appendix
...............................................................212
Grunfeld Data
.................................................................212
Greene Data
...................................................................221
7
Several Historical Considerations
............................................231
Changes in Regression Displays
1969-2007...................................233
MODLER Regression Output
1969-1970...................................235
TSP Regression Output
1978-2007..........................................241
PcGive Regression Output
1985-2007......................................247
Data Management Issues
........................................................252
8
The Implications of the Findings
.............................................265
Appendix A Version Information for the Surveyed
Econometric Software Packages
..............................................271
Appendix
В
Grunfeld s Investment Theory: Time Series
Data on General Electric and
Westinghouse (Theil,
1971,
Table
7.1,
p.
296)................................................................273
Appendix
С
U.S. Quarterly Macroeconomic Data Originally Used
by Cecchetti
&
Rich (Greene,
2008;
Cecchetti
&
Rich,
2001)..............275
References
......................................
2g3
Iodex
.................................................................................305
|
| adam_txt |
Contents
Introduction
. 1
1
Econometrie
Computation
. 19
The Foundations of Computational Econometrics
. 28
Towards the Evaluation of Econometric Software
. 37
The Discovery of Econometric Software
. 38
The Computer as a Computational Medium
. 44
The Computer as an Imperfect Computational Device
. 47
Errors in Data as a Computational Circumstance
. 51
2
Econometric Software: Characteristics, Users, and Developers
. 55
Developmental Characteristics of Econometric Software
. 57
The Early History of Econometric Computation
. 58
The Takeoff Period of Econometric Software Development
. 60
The Adoption of the Microcomputer
. 66
The Characteristics of Econometric Software
. 68
Aspects of the Evolution of Software Features
. 72
The Development of the Human Interface
. 75
Directives Versus Constructive Commands
. 80
Developers, Users, and Use
. 86
Use and Users
. 87
Econometric Software Developers
. 94
3
Econometric Diagnostic Tests
. 97
Diagnostic Tests: A Division of Responsibilities
.105
Realism Versus
Instrumentalism
.
Ill
Specific Survey Characteristics
.117
4
The Basic Statistics
.123
The Historical Display of OLS Regression Results
.126
Survey Results: The Core Statistics
.135
The Core Statistics: The First Group
.138
Known Special Cases
.140
Contents
xvi
Variant
Special
Cases
.
j*'
Disturbance Properties Tests
.
145
Provisions for User-Constructed Tests
.
I47
5
The Failure of Assumptions
.
151
Heteroscedasticity
.* "
Disturbance Properties
.1^0
Specification Tests: Functional Form, Nonlinearity, and Simultaneity
.165
Structural Stability Tests
.
166
Omitted Variables, Linear Restrictions and Related Tests
.173
6
Cointegration
and Alternative Specifications
.177
Unit Root Tests
.180
Evaluating
Cointegration
.207
Encompassing and Non-Nested Specifications Tests
.209
Chapter Appendix
.212
Grunfeld Data
.212
Greene Data
.221
7
Several Historical Considerations
.231
Changes in Regression Displays
1969-2007.233
MODLER Regression Output
1969-1970.235
TSP Regression Output
1978-2007.241
PcGive Regression Output
1985-2007.247
Data Management Issues
.252
8
The Implications of the Findings
.265
Appendix A Version Information for the Surveyed
Econometric Software Packages
.271
Appendix
В
Grunfeld's Investment Theory: Time Series
Data on General Electric and
Westinghouse (Theil,
1971,
Table
7.1,
p.
296).273
Appendix
С
U.S. Quarterly Macroeconomic Data Originally Used
by Cecchetti
&
Rich (Greene,
2008;
Cecchetti
&
Rich,
2001).275
References
.
2g3
Iodex
.305 |
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| index_date | 2024-07-02T21:37:31Z |
| indexdate | 2024-07-09T21:19:43Z |
| institution | BVB |
| isbn | 3540755705 9783540755708 9783642242519 |
| language | English |
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| spelling | Renfro, Charles G. Verfasser (DE-588)170218929 aut The practice of econometric theory an examination of the characteristics of econometric computation Charles G. Renfro Berlin [u.a.] Springer 2009 XVI, 311 S. txt rdacontent n rdamedia nc rdacarrier Advanced studies in theoretical and applied econometrics 44 Literaturverz. S. 283 - 304 Geschichte gnd rswk-swf Computerunterstütztes Verfahren (DE-588)4139030-1 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Software (DE-588)4055382-6 gnd rswk-swf Anwendungssoftware (DE-588)4120906-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Computerunterstütztes Verfahren (DE-588)4139030-1 s Software (DE-588)4055382-6 s DE-188 Anwendungssoftware (DE-588)4120906-0 s Geschichte z Erscheint auch als Online-Ausgabe 978-3-540-75571-5 Advanced studies in theoretical and applied econometrics 44 (DE-604)BV000002376 44 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016661911&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Renfro, Charles G. The practice of econometric theory an examination of the characteristics of econometric computation Advanced studies in theoretical and applied econometrics Computerunterstütztes Verfahren (DE-588)4139030-1 gnd Ökonometrie (DE-588)4132280-0 gnd Software (DE-588)4055382-6 gnd Anwendungssoftware (DE-588)4120906-0 gnd |
| subject_GND | (DE-588)4139030-1 (DE-588)4132280-0 (DE-588)4055382-6 (DE-588)4120906-0 |
| title | The practice of econometric theory an examination of the characteristics of econometric computation |
| title_auth | The practice of econometric theory an examination of the characteristics of econometric computation |
| title_exact_search | The practice of econometric theory an examination of the characteristics of econometric computation |
| title_exact_search_txtP | The practice of econometric theory an examination of the characteristics of econometric computation |
| title_full | The practice of econometric theory an examination of the characteristics of econometric computation Charles G. Renfro |
| title_fullStr | The practice of econometric theory an examination of the characteristics of econometric computation Charles G. Renfro |
| title_full_unstemmed | The practice of econometric theory an examination of the characteristics of econometric computation Charles G. Renfro |
| title_short | The practice of econometric theory |
| title_sort | the practice of econometric theory an examination of the characteristics of econometric computation |
| title_sub | an examination of the characteristics of econometric computation |
| topic | Computerunterstütztes Verfahren (DE-588)4139030-1 gnd Ökonometrie (DE-588)4132280-0 gnd Software (DE-588)4055382-6 gnd Anwendungssoftware (DE-588)4120906-0 gnd |
| topic_facet | Computerunterstütztes Verfahren Ökonometrie Software Anwendungssoftware |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016661911&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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