| Description |
1 online resource |
| Series |
Routledge library editions. Econometrics ; volume 11 |
|
Routledge library editions. Econometrics ; v. 11.
|
| Contents |
Cover; Half Title; Title Page; Copyright Page; Contents; Preface; 1 Introduction; Part I: Linear regression with autocorrelated errors; 2 The Cochrane and Orcutt papers; 3 Testing for autocorrelation in linear regression models: A survey; 4 Linear regression with correlated errors: Bounds on coefficient estimates and /-values; 5 Efficiency of estimators in the regression model with first-order autoregressive errors; 6 Autocorrelation pre-test estimation in models with a lagged dependent variable; 7 Some aspects of mis-specification in the linear model |
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Part II: General model specification issues8 Joint conditional probability functions for modeling national economies; 9 Specification tests for separate models: A survey; 10 Functional forms in intertemporal duality; Part III: Some statistical issues; 11 Asymptotic spectral analysis of cross-product matrices; 12 Bayesian prediction with random regressors; Part IV: Applications; 13 How accurate are the British National Accounts?; 14 The pattern of financial asset holdings in Australia; 15 Dwelling commencements in Australia: Lags and autocorrelation; Notes on contributors; Appendixes |
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1 Application of least squares regression to relationships containing auto-correlated error terms2 A sampling study of the merits of autoregressive and reduced form transformations in regression analysis; 3 The method of iterative maximization; Index |
| Notes |
Originally published in 1987 by Routledge & Kegan Paul |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Online resource; title from PDF title page (EBSCO, viewed March 19, 2018) |
| Subject |
Cochrane, Donald, -1983.
|
| SUBJECT |
Cochrane, Donald, -1983 fast |
| Subject |
Econometrics.
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Econometric models.
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Linear models (Statistics)
|
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BUSINESS & ECONOMICS -- Economics -- General.
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BUSINESS & ECONOMICS -- Reference.
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Econometric models
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Econometrics
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Linear models (Statistics)
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| Form |
Electronic book
|
| Author |
King, Maxwell L., editor.
|
|
Giles, David E. A., 1949- editor.
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| ISBN |
9781351140669 |
|
1351140663 |
|
9781351140676 |
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1351140671 |
|
9781351140652 |
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1351140655 |
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9781351140683 |
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135114068X |
|
