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Econometric Exploration and Diagnosis

O. F. Hamouda, J. C.R. Rowley (Herausgeber)

Buch | Hardcover
512 Seiten
1997
Edward Elgar Publishing Ltd (Verlag)
978-1-85898-438-4 (ISBN)
269,95 inkl. MwSt
This is the sixth volume in a ten-volume set. It reprints a selection of the most important and influential articles on probability, econometrics and economic games which cumulatively have had an impact on the development of modern economics. The 242 articles date from 1936 to 1996.
This is the sixth volume in a ten-volume set designed for publication in 1997. It reprints in book form a selection of the most important and influential articles on probability, econometrics and economic games which cumulatively have had a major impact on the development of modern economics. There are 242 articles, dating from 1936 to 1996. Many of them were originally published in relatively inaccessible journals and may not, therefore, be available in the archives of many university libraries. The volumes are available separately and also as a complete ten-volume set. The contributors include D. Ellsberg, R.M. Hogart, J.B. Kadane, B.O. Koopmans, E.L. Lehman, D.F. Nicholls, H. Rubin, T.J. Sarjent, L.H. Summers and C.R. Wymer. This particular volume deals with the econometric exploration and diagnosis.

Edited by O.F. Hamouda, Professor of Economics, York University, Canada and J.C.R. Rowley, Professor of Economics, McGill Univeristy, Canada

Part A - Autocorrelation, hetroscedasticity and multicollinearity. Part B - Daignosis, specification tests and wider concerns. Part C - Sequential analysis and pre-test complications. Part D - Robustness. Part E - Langrange multipliers and conflicting test criteria.

Erscheint lt. Verlag 19.6.1997
Reihe/Serie Foundations of Probability, Econometrics and Economic Games series
Verlagsort Cheltenham
Sprache englisch
Maße 169 x 244 mm
Themenwelt Mathematik / Informatik Mathematik
Wirtschaft Allgemeines / Lexika
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 1-85898-438-6 / 1858984386
ISBN-13 978-1-85898-438-4 / 9781858984384
Zustand Neuware
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