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Misspecification Analysis

Misspecification Analysis
Author: Theo K. Dijkstra
Publisher: Springer Science & Business Media
Total Pages: 139
Release: 2012-12-06
Genre: Business & Economics
ISBN: 3642954618

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Misspecification Tests in Econometrics

Misspecification Tests in Econometrics
Author: L. G. Godfrey
Publisher: Cambridge University Press
Total Pages: 276
Release: 1988
Genre: Business & Economics
ISBN: 9780521424592

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Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.


A Guide to Econometrics

A Guide to Econometrics
Author: Peter Kennedy
Publisher: MIT Press
Total Pages: 644
Release: 2003
Genre: Econometrics
ISBN: 9780262611831

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A popular, intuitively based overview of econometrics.


The Implementation and Constructive Use of Misspecification Tests in Econometrics

The Implementation and Constructive Use of Misspecification Tests in Econometrics
Author: L. G. Godfrey
Publisher: Manchester University Press
Total Pages: 402
Release: 1992
Genre: Econometrics
ISBN: 9780719032745

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This is a collection of papers co-authored by members of the Department of Economics and Related Studies and the Institute for Research in the Social Sciences at the University of York, which deals with methods for calculating asymptotically valid tests for use with samples of the size available in empirical economics. The papers also address the scope for using test statistics to determine the nature of specification errors and for providing suitable corrections to estimates or parameters.


Econometrics

Econometrics
Author: Hamid Seddighi
Publisher: Psychology Press
Total Pages: 422
Release: 2000
Genre: Business & Economics
ISBN: 9780415156455

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Recognising the fact that A level mathematics is no longer a necessary prerequisite for economics courses, this text introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complexity.


Misspecification Analysis

Misspecification Analysis
Author: T K Dijkstra
Publisher:
Total Pages: 144
Release: 1984-12-01
Genre:
ISBN: 9783642954627

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Econometric Analysis

Econometric Analysis
Author: Sharif Hossain
Publisher: Cambridge Scholars Publishing
Total Pages: 741
Release: 2024-02-08
Genre: Business & Economics
ISBN: 1527563413

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For the last four decades, the uses of econometric tools and techniques, irrespective of discipline, have been increasing rapidly for solving problems, appropriate decision-making and policy formulation. Generally, it is accepted that the study of modern business and economics is incomplete without a proper knowledge of econometric tools and techniques. In view of the increasing complexity and variety of problems in business and economics, students and researchers may not be able to cope and hence may remain unfamiliar with many aspects of business and economic problems. Thus, this book was written to explore basic and advanced studies of econometrics for undergraduate and graduate students of business and economics, as well as for researchers already engaged in these fields who require an introduction to econometric methods and their application for solving of real-life problems. The book offers a balanced presentation of fundamental and advanced levels of econometric concepts and methods, along with practical examples of their effective application in real-life problems.


Introductory Econometrics

Introductory Econometrics
Author: Hamid Seddighi
Publisher: Routledge
Total Pages: 466
Release: 2013-03-01
Genre: Business & Economics
ISBN: 1136586091

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This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.


Cross-cultural Analysis

Cross-cultural Analysis
Author: Eldad Davidov
Publisher: Routledge
Total Pages: 530
Release: 2011
Genre: Education
ISBN: 1848728220

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Intended to bridge the gap between the latest methodological developments and cross-cultural research, this interdisciplinary resource presents the latest strategies for analyzing cross-cultural data. Techniques are demonstrated through the use of applications that employ cross national data sets such as the latest European Social Survey. With an emphasis on the generalized latent variable approach, internationallyâe"prominent researchers from a variety of fields explain how the methods work, how to apply them, and how they relate to other methods presented in the book. Syntax and graphical and verbal explanations of the techniques are included. A website features some of the data sets and syntax commands used in the book. Applications from the behavioral and social sciences that use real data-sets demonstrate: The use of samples from 17 countries to validate the resistance to change scale across these nations How to test the cross-national invariance properties of social trust The interplay between social structure, religiosity, values, and social attitudes A comparison of anti-immigrant attitudes and patterns of religious orientations across European countries. The book is divided into techniques for analyzing cross-cultural data within the generalized-latent-variable approach: multiple-group confirmatory factor analysis and multiple-group structural equation modeling; multi-level analysis; latent class analysis; and item-response theory. Since researchers from various disciplines often use different methodological approaches, a consistent framework for describing and applying each method is used so as to cross âe~methodological bordersâe(tm) between disciplines. Some chapters describe the basic strategy and how it relates to other techniques presented in the book, others apply the techniques and address specific research questions, and a few combine the two. A table in the preface highlights for each chapter: a description of the contents, the statistical methods used, the goal(s) of the analysis, and the data set employed. This book is intended for researchers, practitioners, and advanced students interested in cross-cultural research. Because the applications span a variety of disciplines, the book will appeal to researchers and students in: psychology, political science, sociology, education, marketing and economics, geography, criminology, psychometrics, epidemiology, and public health, as well as those interested in methodology. It is also appropriate for an advanced methods course in cross-cultural analysis.