Omitted Variable Tests and Dynamic Specification: An Application to Demand Homogeneity (Lecture Note
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SearchWorks Catalog Stanford Libraries. Omitted variable tests and dynamic specification: Imprint Berlin ; New York: Physical description x, p.
Series Lecture notes in economics and mathematical systems ; Find it at other libraries via WorldCat Limited preview. Bibliography Includes bibliographical references.
Stanford Libraries
Contents Introduction-- The t-statistic under dynamic misspecification-- Consumer theory and the Rotterdam model-- Robust estimation-- Testing for homogeneity-- Monte Carlo experimentation-- Conclusions. Home Contact Us Help Free delivery worldwide. Omitted Variable Tests and Dynamic Specification: Description This book deals with the omitted variable tests for a multivariate time-series regression model. What are the consequences of testing for the omission of a variable when the model is dynamically misspecified?
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What is the small sample bias of the omitted variable test when the model dynamics is correctly specificfied? The answers to these questions are proposed in this book.
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As an empirical illustration, the analysis is applied to the homogeneity test of a demand system. I particularly thank Professor Dr.
Deschamps who draw my attention on this subject and who made very helpful comments and sugges- tions. Additionally, I would like to thank Professor Dr.
Moreover, the consumption equation in my macro-model [15] had dramatically mis-forecasted the first two quarters of This summary, constructed from 3 volumes, of which this booklet is the 1st, exposes the mathematical parts which make up the principles of a few modern medical equipment: For instance, his expositions of instrumental variables and LIML were superb. Earlier versions of PcGive were certainly less flexible: Reiner Wolff for his comments especially on the chapter dealing with consumer theory. Koopmans's assumption is surprising because Koopmans himself was changing economic theory radically through his own research.
Reiner Wolff for his comments especially on the chapter dealing with consumer theory. Special thanks go to Maria Jose Redondo, who read this book several times and for the inspiring discussions with her.
Omitted Variable Tests and Dynamic Specification : An Application to Demand Homogeneity
I would also like to thank Dr. Ali Vak- ili always ready to answer any questions in mathematics , Prof. Uwe Steinhauser, Leon Stroeks and Dr. Frances Angell improved the English of this work. The research for this book had been financially suppurted by the Univer- site de Fribourg Switzerland.
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