Specification Tests in Econometrics - Jerry A. Hausman

Essays in Honor of Jerry Hausman

✍ Badi H. Baltagi; Whitney Newey; Hal White 📂 Library 📅 2013 🏛 Emerald Group Publishing 🌐 English

The 'Advances in Econometrics' series aims to publish annual original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical

Econometric Modelling with Time Series:

📁 Econometric Modelling with Time Series: Specification, Estimation and Testing

✍ Vance Martin, Stan Hurn, David Harris 📂 Library 📅 2012 🏛 Cambridge University Press 🌐 English

This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation,

A Primer for Unit Root Testing (Palgrave

📁 A Primer for Unit Root Testing (Palgrave Texts in Econometrics)

✍ Kerry Patterson 📂 Library 📅 2010 🏛 Palgrave Macmillan 🌐 English

This book provides an introduction to the technical background of unit root testing, one of the most heavily researched areas in econometrics over the last twenty years. Starting from an elementary understanding of probability and time series, it develops the key concepts necessary to understand the

Topics in Advanced Econometrics: Estimat

📁 Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

✍ Herman J. Bierens 📂 Library 📅 1994 🌐 English

This book provides a rigorous examination of a number of timely topics in advanced econometrics, together with an extensive and thorough treatment of the necessary probability theory. The book is uniquely self-contained, providing the reader with a selection of the latest developments in econometric

Topics in Advanced Econometrics: Estimat

📁 Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

✍ Herman J. Bierens 📂 Library 📅 1994 🌐 English

This book provides a rigorous examination of a number of timely topics in advanced econometrics, together with an extensive and thorough treatment of the necessary probability theory. The book is uniquely self-contained, providing the reader with a selection of the latest developments in econometric

Textiles. Terry towels and terry towel f

📁 Textiles. Terry towels and terry towel fabrics. Specifications and methods of test

📂 Scientific