Advances in Econometrics and Modelling
Springer (Verlag)
978-0-7923-0299-5 (ISBN)
One: Unit Root and Fractional Integration.- 1. Testing for a Unit Root in the Presence of a Maintained Trend.- 2. Random Walks Versus Fractional Integration: Power Comparisons of Scalar and Joint Tests of the Variance-Time Function.- 3. Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied.- Two: Nonparametric Econometrics.- 4. Estimation of a Probability Density Function with Applications to Nonparametric Inference in Econometrics.- 5. Estimation of the Shape of the Demand Curve by Nonparametric Kernel Methods.- Three: Modelling Demand Systems.- 6. A Class of Dynamic Demand Systems.- 7. A Reinterpretation of the Almost Ideal Demand System.- 8. Stochastic Specification and Maximum-Likelihood Estimation of the Linear Expenditure System.- Four: Modelling Issues.- 9. Selection Bias: More than a Female Phenomenon.- 10. A Comparison of Two Significance Tests for Structural Stability in the Linear Regression Model.- 11. Rates of Return on Physical and R&D Capital and Structure of the Production Process: Cross Section and Time Series Evidence.
Erscheint lt. Verlag | 31.7.1989 |
---|---|
Reihe/Serie | Advanced Studies in Theoretical and Applied Econometrics ; 15 |
Zusatzinfo | XV, 195 p. |
Verlagsort | Dordrecht |
Sprache | englisch |
Maße | 156 x 234 mm |
Themenwelt | Mathematik / Informatik ► Mathematik |
Wirtschaft ► Allgemeines / Lexika | |
Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft | |
Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie | |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
ISBN-10 | 0-7923-0299-0 / 0792302990 |
ISBN-13 | 978-0-7923-0299-5 / 9780792302995 |
Zustand | Neuware |
Haben Sie eine Frage zum Produkt? |
aus dem Bereich