Frontiers in EconometricsPaul Zarembka Compilation of economic research articles on the development of econometrics economic theory - includes papers on classical economic model selection, the transformation of variables, conditional logit economic analysis of qualitative choice behaviour, linear programming models with random coefficients, etc. References and statistical tables. |
Contents
Chapter | 13 |
Hypothesis Tests and Methods of Model Discrimination | 27 |
A Suggested Research Strategy and Problems for Future Research | 45 |
Copyright | |
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Common terms and phrases
alternative set Amer analysis applied approximation assumed assumption asymptotic Axiom B₁ Bayesian behavior cent bias choice coefficient vector computational condition consistent estimator covariance matrix defined dependent variable discrimination discussed distribution Econ Econometrica economic efficient estimation efficient instrumental variables elements error term estimator of ẞ example explanatory variables functional form given heteroskedasticity independent instrumental variables estimator jointly dependent variables LAE estimator least squares estimator likelihood function linear model logit M₁ M₂ maximum likelihood estimator method normal null hypothesis observations obtained ordinary least squares parameters plim posterior predetermined variables prior problem procedure production function Ramsey reduced form reduced-form regressors residuals sample Section selection probabilities simultaneous equations specification error tests Statist stochastic structural coefficients subset Swamy system of simultaneous Theil Theorem theory three-stage least squares tion transformation true model two-stage least squares Univ variance-covariance matrix X₁ y₁ Zarembka Zellner zero