عنوان

Advances in Econometrics and Modelling.

9401578192

9789401578196

b596455

Advances in Econometrics and Modelling.

[Book]

J P Ancot

Dordrecht

Springer Netherlands

2010

(206 pages)

Front ; Contents; PREAMBLE; INTRODUCTION; TESTING FOR A UNIT ROOT IN THE PRESENCE OF A MAINTAINED TREND; RANDOM WALKS VERSUS FRACTIONAL INTEGRATION: POWER COMPARISONS OF SCALAR AND JOINT TESTS OF THE VARIANCE· TIME FUNCTION; TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SAMPLING INTERVAL IS VARIED; NONPARAMETRIC ECONOMETRICS; ESTIMATION OF A PROBABILITY DENSITY FUNCTION WITH APPLICATIONS TO NONPARAMETRIC INFERENCE IN ECONOMETRICS; ESTIMATION OF THE SHAPE OF THE DEMAND CURVE BY NONPARAMETRIC KERNEL METHODS; MODELLING DEMAND SYSTEMS. A REINTERPRETATION OF THE ALMOST IDEAL DEMAND SYSTEMESTIMATION OF THE LINEAR EXPENDITURE SYSTEM*; MODELLING ISSUES; SELECTION BIAS: MORE THAN A FEMALE PHENOMENON; A COMPARISON OF TWO SIGNIFICANCE TESTS FOR STRUCTURAL STABILITY IN THE LINEAR REGRESSION MODEL; RATES OF RETURN ON PHYSICAL AND R & D CAPITAL AND STRUCTURE OF THE PRODUCTION PROCESS: CROSS SECTION AND TIME SERIES EVIDENCE.

Econometrics.

J P Ancot

A J Hughes Hallet

Baldev Raj

J P Ancot

[Book]

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