Omitted Variable Tests and Dynamic Specification

Language: English

Published by Springer, J.B. Metzler Jul 2000, 2000

354067358X / 9783540673583

Series: Book 93 of 126 - Lecture Notes in Economics and Mathematical Systems

  • Softcover
  • New
See all details

Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000

5-star seller

AbeBooks seller since January 23, 2017

Softcover

Condition: New

£ 46.95

£ 51.14 shipping 
Ships from Germany to U.S.A.

Quantity: 1 available

Add to basket
Free 30-day returns

Item description from seller

This item is printed on demand - Print on Demand Titel. Neuware -1. Introduction.- 2. The t-statistic under dynamic misspecification.- 2.1 The model.- 2.2 Properties of the estimators .- 2.3 The distribution of the quasi t-statistic.- 2.4 Invariance results.- 2.5 Monte Carlo experimentation.- 3. Consumer theory and the Rotterdam model.- 3.1 Commodity space and budget set.- 3.2 Preferences, direct utility function and Marshallian demand.- 3.3 Cost function and Hicksian demand.- 3.4 The Rotterdam model.- 3.5 The Rotterdam model in matrix form.- 4. Robust estimation.- 4.1 Quasi-maximum likelihood estimation.- 4.2 Estimation of the covariance matrix of the quasi-maximum likelihood estimator.- 5. Testing for homogeneity.- 5.1 Anderson's U test if the errors are time-independent (LRU).- 5.2 Functional equivalence between the LRU and Laitinen's statistic.- 5.3 Likelihood ratio test if the errors are VAR(p).- 5.4 The distribution of the LRU statistic under dynamic misspecification.- 5.5 The robust Wald test.- 5.6 Summary.- 6. Monte Carlo experimentation.- 6.1 Data.- 6.2 The data-generating process.- 6.3 Experiments.- 6.4 Simulation results.- 7. Conclusions.- A. Proof of proposition 5.4.- B. Data.- C. Values of the population parameters.- D. Algorithm for the MA(1) parameters.- List of Figures.- List of Tables.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 160 pp. Englisch.…

Seller Inventory # 9783540673583

Title
Omitted Variable Tests and Dynamic Specification
Author
Björn Schmolck
Publisher
Springer, J.B. Metzler Jul 2000
Publication year
2000
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
354067358X
ISBN 13
9783540673583
Item weight
254 grams
Dimensions
235x155x9 mm
Series
Book 93 of 126: Lecture Notes in Economics and Mathematical Systems

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

5-star seller

AbeBooks seller since January 23, 2017

Shipping rates from Germany to U.S.A.

Item60 to 60 business days60 to 60 business days
First item£ 51.14£ 63.92
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Check
  • Paypal

Store description

Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

Specialty

Modernes Antiquariat - Bücher von 1960 bis heute

Seller's business information

buchversandmimpf2000

Germany