Synopsis
This book deals with the omitted variable tests for a multivariate time-series regression model. What are the consequences of testing for the omission of a variable when the model is dynamically misspecified? What is the small sample bias of the omitted variable test when the model dynamics is correctly specificfied? The answers to these questions are proposed in this book. As an empirical illustration, the analysis is applied to the homogeneity test of a demand system. I particularly thank Professor Dr. Philippe J. Deschamps who draw my attention on this subject and who made very helpful comments and sugges- tions. Additionally, I would like to thank Professor Dr. Reiner Wolff for his comments especially on the chapter dealing with consumer theory. Special thanks go to Maria Jose Redondo, who read this book several times and for the inspiring discussions with her. I would also like to thank Dr. Ali Vak- ili (always ready to answer any questions in mathematics), Prof. Dr. Hans Wolf gang Brachinger, Curzio De Gottardi, Peter Mantsch, Dr. Paul-Andre Monney, Dr. Uwe Steinhauser, Leon Stroeks and Dr. Peter Windlin. Frances Angell improved the English of this work. The research for this book had been financially suppürted by the Univer- site de Fribourg (Switzerland). Finally, I appreciated the support from Springer-Verlag and I thank Dr.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Autres éditions populaires du même titre
Résultats de recherche pour Omitted Variable Tests and Dynamic Specification
Image d'archives
Omitted Variable Tests and Dynamic Specification
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 160. N° de réf. du vendeur 2648034894
Acheter neuf
EUR 36,14
Frais de port :
EUR 3,46
Vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
Omitted Variable Tests and Dynamic Specification
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 160 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 44780433
Acheter neuf
EUR 35,76
Frais de port :
EUR 7,39
De Royaume-Uni vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
Omitted Variable Tests and Dynamic Specification
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 160. N° de réf. du vendeur 1848034884
Acheter neuf
EUR 36,66
Frais de port :
EUR 9,95
De Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Omitted Variable Tests and Dynamic Specification.
Edité par
Springer, 2000
ISBN 10 : 354067358X
ISBN 13 : 9783540673583
Ancien ou d'occasion
Couverture souple
Vendeur : Antiquariat Dorner, Reinheim, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
An Application to Demnad Homogeneity. Lecture Notes in Economics and Mathematical Systems 488. Berlin, Springer 2000. X, 144 S., OKart. Neuwertig. N° de réf. du vendeur 118796
Acheter D'occasion
EUR 18
Frais de port :
EUR 31
De Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
Omitted Variable Tests and Dynamic Specification: An Application to Demand Homogeneity (Lecture Notes in Economics and Mathematical Systems, 488)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9783540673583_new
Acheter neuf
EUR 57,55
Frais de port :
EUR 13,63
De Royaume-Uni vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
Omitted Variable Tests and Dynamic Specification : An Application to Demand Homogeneity
Vendeur : Chiron Media, Wallingford, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
PF. Etat : New. N° de réf. du vendeur 6666-IUK-9783540673583
Acheter neuf
EUR 55,61
Frais de port :
EUR 17,62
De Royaume-Uni vers Etats-Unis
Quantité disponible : 10 disponible(s)
Image d'archives
Omitted Variable Tests and Dynamic Specification: An Application to Demand Homogeneity
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Brand New. 144 pages. 9.25x6.25x0.50 inches. In Stock. N° de réf. du vendeur x-354067358X
Acheter neuf
EUR 77,10
Frais de port :
EUR 11,37
De Royaume-Uni vers Etats-Unis
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Omitted Variable Tests and Dynamic Specification
Edité par
Springer Berlin Heidelberg, 2000
ISBN 10 : 354067358X
ISBN 13 : 9783540673583
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Introduction.- The t-statistic under dynamic misspecification.- The model.- Properties of the estimators.- The distribution of the quasi t-statistic.- Invariance results.- Monte Carlo experimentation.- Consumer theory and the Rotterdam model.- Commodity s. N° de réf. du vendeur 4898170
Acheter neuf
EUR 48,37
Frais de port :
EUR 48,99
De Allemagne vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Omitted Variable Tests and Dynamic Specification
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg Jul 2000, 2000
ISBN 10 : 354067358X
ISBN 13 : 9783540673583
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book deals with the omitted variable tests for a multivariate time-series regression model. What are the consequences of testing for the omission of a variable when the model is dynamically misspecified What is the small sample bias of the omitted variable test when the model dynamics is correctly specificfied The answers to these questions are proposed in this book. As an empirical illustration, the analysis is applied to the homogeneity test of a demand system. I particularly thank Professor Dr. Philippe J. Deschamps who draw my attention on this subject and who made very helpful comments and sugges tions. Additionally, I would like to thank Professor Dr. Reiner Wolff for his comments especially on the chapter dealing with consumer theory. Special thanks go to Maria Jose Redondo, who read this book several times and for the inspiring discussions with her. I would also like to thank Dr. Ali Vak ili (always ready to answer any questions in mathematics), Prof. Dr. Hans Wolf gang Brachinger, Curzio De Gottardi, Peter Mantsch, Dr. Paul-Andre Monney, Dr. Uwe Steinhauser, Leon Stroeks and Dr. Peter Windlin. Frances Angell improved the English of this work. The research for this book had been financially suppürted by the Univer site de Fribourg (Switzerland). Finally, I appreciated the support from Springer-Verlag and I thank Dr.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 160 pp. Englisch. N° de réf. du vendeur 9783540673583
Acheter neuf
EUR 53,49
Frais de port :
EUR 60
De Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Omitted Variable Tests and Dynamic Specification : An Application to Demand Homogeneity
Edité par
Springer Berlin Heidelberg, 2000
ISBN 10 : 354067358X
ISBN 13 : 9783540673583
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book deals with the omitted variable tests for a multivariate time-series regression model. What are the consequences of testing for the omission of a variable when the model is dynamically misspecified What is the small sample bias of the omitted variable test when the model dynamics is correctly specificfied The answers to these questions are proposed in this book. As an empirical illustration, the analysis is applied to the homogeneity test of a demand system. I particularly thank Professor Dr. Philippe J. Deschamps who draw my attention on this subject and who made very helpful comments and sugges tions. Additionally, I would like to thank Professor Dr. Reiner Wolff for his comments especially on the chapter dealing with consumer theory. Special thanks go to Maria Jose Redondo, who read this book several times and for the inspiring discussions with her. I would also like to thank Dr. Ali Vak ili (always ready to answer any questions in mathematics), Prof. Dr. Hans Wolf gang Brachinger, Curzio De Gottardi, Peter Mantsch, Dr. Paul-Andre Monney, Dr. Uwe Steinhauser, Leon Stroeks and Dr. Peter Windlin. Frances Angell improved the English of this work. The research for this book had been financially suppürted by the Univer site de Fribourg (Switzerland). Finally, I appreciated the support from Springer-Verlag and I thank Dr. N° de réf. du vendeur 9783540673583
Acheter neuf
EUR 53,49
Frais de port :
EUR 61,27
De Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)