Building better econometric models using cross section and panel data /

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Библиографические подробности
Главный автор: Edwards, Jeffrey A. (Автор)
Формат: Электронный ресурс eКнига
Язык:английский
Опубликовано: New York, New York (222 East 46th Street, New York, NY 10017) : Business Expert Press, 2014.
Редактирование:First edition.
Серии:2014 digital library.
Economics collection.
Предметы:
Online-ссылка:An electronic book accessible through the World Wide Web; click to view
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Оглавление:
  • 1. What is a statistically adequate model and why is it important?
  • 2. Basic misspecifications
  • 3. Misspecifications for the more advanced reader
  • 4. Original specification and drawing inference from it: two related models
  • 5. Basic misspecification testing and respecification: the cross-sectional case
  • 6. Variance heterogeneity: the cross-sectional case
  • 7. Basic misspecification testing and respecification: the panel data case
  • 8. Variance heterogeneity: the panel data case
  • 9. Consistent and balanced panels
  • 10. Dynamic parametric heterogeneity
  • Conclusion
  • References
  • Index.