Specifying and Diagnostically Testing Econometric Models

by Houston H. Stokes

Book Overview

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 B34S DTM software is available and allows readers...

• Format: Hardcover
• Language: English
• ISBN: 1567200699
• ISBN13: 9781567200690
• Release Date: February 1997
• Publisher: Praeger
• Length: 464 Pages
• Weight: 1.91 lbs.
• Dimensions: 1.5" x 6.4" x 9.5"