Omitted Variable Tests and Dynamic Specification Image close
Omitted Variable Tests and Dynamic Specification by Bjorn Schmolck
Omitted Variable Tests and Dynamic Specification by Bjorn Schmolck
Show Hide Adult Content
Omitted Variable Tests and Dynamic Specification close

Business & Economics Books:

Home  
Books  
Business & Economics  
Economics  
Econometrics

Omitted Variable Tests and Dynamic Specification

An Application to Demand Homogeneity
Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

By:

Format:

Paperback / softback
$149.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $37.25 with Afterpay Learn more

6 weekly interest-free payments of $24.83 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 14-26 June using International Courier

Explore more Lecture Notes in Economics and Mathematical Systems

See all products in this series

Stochastic Programming
$151.00
Stochastic Programming
Paperback / softback
Available - Usually ships in 3-4 weeks
Descriptive Theories of Bargaining by Gerald R Uhlich
$149.00
Descriptive Theories of Bargaining
by Gerald R Uhlich ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Inventory, Business Cycles and Monetary Transmission
$150.00
Inventory, Business Cycles and Monetary Transmission
Paperback / softback
Available - Usually ships in 3-4 weeks
Estimation of Disequilibrium Models by Hans-Jurg Buttler
$149.00
Estimation of Disequilibrium Models
by Hans-Jurg Buttler ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Encompassing by Geert Dhaene
$149.00
Encompassing
by Geert Dhaene ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Bilateral Bargaining by Stefan Napel
$265.00
Bilateral Bargaining
by Stefan Napel ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Equilibrium Models in an Applied Framework by Ronny Noren
$149.00
Equilibrium Models in an Applied Framework
by Ronny Noren ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Complexity and Artificial Markets
$290.00
Complexity and Artificial Markets
Paperback / softback
Available - Usually ships in 3-4 weeks
Multiple Criteria Decision Making in the New Millennium
$296.00
Multiple Criteria Decision Making in the New Millennium
Paperback / softback
Available - Usually ships in 3-4 weeks
A Structural Analysis of Expectation Formation by Marc Ivaldi
$150.00
A Structural Analysis of Expectation Formation
by Marc Ivaldi ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Cooperation and Efficiency in Markets by Milan Horniacek
$149.00
Cooperation and Efficiency in Markets
by Milan Horniacek ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Technical Progress and Economic Growth by Franco Nardini
$149.00
Technical Progress and Economic Growth
by Franco Nardini ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Efficiency and Equity in Welfare Economics by Piercarlo Nicola
$149.00
Efficiency and Equity in Welfare Economics
by Piercarlo Nicola ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Performance Analysis of Closed Queueing Networks by Svenja Lagershausen
$149.00
Performance Analysis of Closed Queueing Networks
by Svenja Lagershausen ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets by Holger Kraft
$154.00
Optimal Portfolios with Stochastic Interest Rates and Defaultable...
by Holger Kraft ~ Paperback / softback
Available - Usually ships in 3-4 weeks
A Mathematical Theory of Hints by Juerg Kohlas
$423.00
A Mathematical Theory of Hints
by Juerg Kohlas ~ Paperback / softback
Available - Usually ships in 3-4 weeks

Description

This book deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail. The analysis starts with the univariate t-test and is then extended to the multivariate regression system. The small sample performance of the dynamically correctly specified omitted variable test is analysed by simulation. Two classes of tests are considered: versions of the likelihood ratio test and the robust Wald test which is based on a heteroskedasticity and autocorrelation consistent variance-covariance estimator (HAC).
Release date NZ
July 13th, 2000
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Edition
Softcover reprint of the original 1st ed. 2000
Illustrations
17 Illustrations, black and white; X, 144 p. 17 illus.
Pages
144
Dimensions
155x235x8
ISBN-13
9783540673583
Product ID
12502771

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Business & Economics >
Economics >
Econometrics
Books >
Business & Economics >
Economics >
Microeconomics
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Probability & statistics
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Applied mathematics >
Stochastics