Specifying and Diagnostically Testing Econometric Models : Second Edition

Specifying and Diagnostically Testing Econometric Models : Second Edition

Editorial Reviews
Book Description
Stokes discusses--and illustrates with output from actual problems--a number of applied econometric techniques, including OLS specification tests, recursive residual analysis, limited dependent variable models, error component models, and others. His book is clearly written and copiously illustrated with equations, with follow-up analysis to show how models are built and some of their limitations. His B34STM software is available and allows readers to do further research with a large number of datasets distributed with the program. A necessary resource for applied econometrics researchers in economics, finance, and in health, energy, and labor economics.

About the Author
HOUSTON H. STOKES is Professor of Economics at the University of Illinois at Chicago.

Specifying and Diagnostically Testing Econometric Models: Second Edition,Houston H. Stokes,Quorum Books,1567200699,Business & Economics,Business / Economics / Finance,Business/Economics,Computer Programs,Econometric models,Econometrics,Business & Economics / General

Books Info:

1. Stability and Stabilization of Nonlinear Systems with Random Structures
2. Stability and Stable Oscillations in Discrete Time Systems (Advances in Discrete Mathematics and Aplications)
3. Stability of Differential Equations with Aftereffect
4. Stochastic Methods in Finance : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze)
5. Stochastik : Theorie und Anwendungen (Statistik und ihre Anwendungen)
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7. Symbolic Dynamics : One-Sided, Two-Sided and Countable State Markov Shifts (Universitext)
8. System and Bayesian Reliability: Essays in Honor of Professor Richard E. Barlow (Series on Quality, Reliability and Engineering Statistics)
9. Systems of Conservation Laws 2 : Geometric Structures, Oscillations, and Initial-Boundary Value Problems
10. The Breadth of Symplectic and Poisson Geometry : Festschrift in Honor of Alan Weinstein (Progress in Mathematics)

Books Info

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