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" Advances in Econometrics and Modelling. "
J P Ancot
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BL
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| Record Number
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776458
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| Doc. No
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b596455
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| Main Entry
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J P Ancot
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| Title & Author
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Advances in Econometrics and Modelling.\ J P Ancot
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| Publication Statement
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Dordrecht : Springer Netherlands, 2010
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(206 pages)
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| ISBN
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9401578192
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: 9789401578196
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| Contents
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Front ; Contents; PREAMBLE; INTRODUCTION; TESTING FOR A UNIT ROOT IN THE PRESENCE OF A MAINTAINED TREND; RANDOM WALKS VERSUS FRACTIONAL INTEGRATION: POWER COMPARISONS OF SCALAR AND JOINT TESTS OF THE VARIANCE· TIME FUNCTION; TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SAMPLING INTERVAL IS VARIED; NONPARAMETRIC ECONOMETRICS; ESTIMATION OF A PROBABILITY DENSITY FUNCTION WITH APPLICATIONS TO NONPARAMETRIC INFERENCE IN ECONOMETRICS; ESTIMATION OF THE SHAPE OF THE DEMAND CURVE BY NONPARAMETRIC KERNEL METHODS; MODELLING DEMAND SYSTEMS. A REINTERPRETATION OF THE ALMOST IDEAL DEMAND SYSTEMESTIMATION OF THE LINEAR EXPENDITURE SYSTEM*; MODELLING ISSUES; SELECTION BIAS: MORE THAN A FEMALE PHENOMENON; A COMPARISON OF TWO SIGNIFICANCE TESTS FOR STRUCTURAL STABILITY IN THE LINEAR REGRESSION MODEL; RATES OF RETURN ON PHYSICAL AND R & D CAPITAL AND STRUCTURE OF THE PRODUCTION PROCESS: CROSS SECTION AND TIME SERIES EVIDENCE.
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| Subject
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Econometrics.
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| LC Classification
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HB139.J636 2010
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| Added Entry
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A J Hughes Hallet
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Baldev Raj
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J P Ancot
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