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Item Details
| Title:
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STATISTICAL FOUNDATIONS FOR ECONOMETRIC TECHNIQUES
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| By: |
Asad Zaman (Editor) |
| Format: |
Hardback |
| List price:
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£63.95 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0127754156 |
| ISBN 13: |
9780127754154 |
| Publisher: |
ELSEVIER SCIENCE & TECHNOLOGY |
| Pub. date: |
1 January, 1996 |
| Series: |
Economic Theory, Econometrics, and Mathematical Economics |
| Pages: |
570 |
| Description: |
Aimed at econometrics students, researchers, and practitioners. Taking positions for and against standard econometric techniques, this book endorses a single technique whenever possible. It evaluates econometric techniques and the procedures used to analyze techniques and forms a mixture of various methodological approaches. |
| Synopsis: |
"Statistical Foundations for Econometric Techniques" features previously unavailable material in a textbook format for econometrics students, researchers, and practitioners. Taking strong positions for and against standard econometric techniques, the book endorses a single best technique whenever possible. In many cases, the recommended optimal technique differs substantially from current practice. Detailed discussions present many new estimation strategies superior to conventional OLS and ways to use them. It evaluates econometric techniques and the procedures commonly used to analyze those techniques. It challenges established concepts. It introduces many techniques that are not available in other texts. It recommends against using the Durbin-Watson and Lagrange Multiplier tests in favor of tests with superior power. It provides many new types of estimation strategies superior to conventional OLS. It forms a judicious mixture of various methodological approaches. It illustrates Empirical Bayes estimators and robust regression techniques possessing a 50 per cent breakdown value. |
| Illustrations: |
Illustrations |
| Publication: |
UK |
| Imprint: |
Academic Press Inc |
| Returns: |
Returnable |
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