An edition of Non-Nested Regression Models (2013)

Non-Nested Regression Models

UK ed. edition

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Last edited by Kaustubh Chakraborty
March 31, 2019 | History
An edition of Non-Nested Regression Models (2013)

Non-Nested Regression Models

UK ed. edition

  • 0 Ratings
  • 1 Want to read
  • 0 Currently reading
  • 0 Have read

This book addresses two interrelated problems in economics modelling: non-nested hypothesis testing in econometrics, and regression models with stochastic/random regressors. The primary motivation for this book stems from the nature of econometric models. As an abstraction from reality, each statistical model consists of mathematical relationships and stochastic, behavioural assumptions. In practice, the validity of these assumptions and the adequacy of the mathematical specifications is ascertained through a series of diagnostic and specification tests. Conventional test procedures, however, fail to recognise that economic theory generally provides more than one distinct model to explain any given economic phenomenon.

Publish Date
Language
English
Pages
160

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Edition Availability
Cover of: Non-Nested Regression Models
Non-Nested Regression Models: UK ed. edition
May 10, 2013, Nova Science Publishers Inc
Paperback in English

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Book Details


Table of Contents

-Introduction --
-Background and review --
-Asymptotic theory and non-nested tests --
-Non-nested tests and errors-in-variables models --
-Non-nested EVM tests : some Monte Carlo evidence --
-More complicated model --
-Summary and conclusions.

Edition Notes

Includes bibliographical references and index.

Published in
Hauppauge, New York, USA
Series
Economic Issues, Problems and Perspectives

Classifications

Dewey Decimal Class
519.5/36
Library of Congress
HB141 .B63 2013, HB141.N653 2013

Contributors

Author
M. Ishaq Bhatti
Co-Author
Mahmood Ahmad Bodla

The Physical Object

Format
Paperback
Pagination
160 pages : illustrations ; 23 cm.
Number of pages
160
Dimensions
6 x 1 x 9 inches
Weight
9 ounces

ID Numbers

Open Library
OL26824078M
ISBN 10
1624177700
ISBN 13
9781624177705
LCCN
2012050345
OCLC/WorldCat
822667987
Library Thing
21466495

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History

Download catalog record: RDF / JSON
March 31, 2019 Edited by Kaustubh Chakraborty Added new cover
March 31, 2019 Edited by Kaustubh Chakraborty Corrected descriptions
March 31, 2019 Edited by Kaustubh Chakraborty Added new book
March 31, 2019 Created by Kaustubh Chakraborty Added new book.