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Model Reliability

Model Reliability (Paperback)

£26.95
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Synopsis

This book addresses an often neglected aspect of econometrics, the question of how to assess the specification, strengths, weaknesses, limits, and sensitive features of a model. The contributions are the result of a five-year inter-university research project to improve understanding of concepts of model reliability.Contents Introduction, David A. Belsley and Edwin Kuh * Wholesale and Retail Prices: Bivariate Time Series Modeling with Forecastable Error Variables, C.W.J. Granger, R.P. Robins, and Robert F. Engle * Recursive Stability Analysis: The Demand for Money during the German Hyperinflation, Jean-Marie Dufour * A Bayesian Analysis of the Determinant of Inflation, Edward E. Learner * The Use of Outside Information in Econometric Forecasting, Mark N. Greene, E. Philip Howrey, and Saul H. Hymans * Centering, the Constant, First Differencing, and Assessing Conditioning, David A. Belsley * Applications of Bounded-Influence and Diagnostic Methods in Energy Modeling, Roy Welsch and Stephen Swartz * A Comparison of the Michigan and Fair Models: Further Results, Ray C. Fair and Lewis S. Alexander * Linear Analysis of Large Nonlinear Models and Model Simplification, Edwin Kuh, John Neese, and Peter Hollinger

BusinessEconomicsBehavioural economicsBusinessEconomicsEconomic systems & structuresBusinessEconomicsEconomic theory & philosophyBusinessEconomicsHealth economicsBusinessEconomicsPolitical economyBusinessEconomicsWelfare economics Publisher: MIT Press Ltd Publication Date: 17/03/2003 ISBN-13: 9780262524018  Details: Type: Paperback Format: Books
Availability: Printed to order. Despatched in 2-3 weeks.  

David Belsley is Professor of Economics at Boston College and Visiting Professor at the MIT Center.

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