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adjusted Alpnt Amsterdam analysis assertion assumptions autoregression average builder building societies changes coefficients conditional constant parameters construction costs correlations covariance covariance matrix criteria criterion D.F. Hendry data-based demand denotes derived disequilibria distributed lag dwellings dynamic econometric model Econometrica economic theory empirical model entails equation equilibrium Ericsson estimates evaluate factors Federal Reserve Board Finance Discussion Papers forecasting formulation functional form homoscedastic house purchasers innovation interest rate International Finance Discussion interpretable joint density Journal linear models log-linear marginalising Mizon model of Pn North-Holland Publishing Nuffield College observed parameter constancy parameterisation Pn and Ph pn—p postulated predict regressors relationships relative price relevant residual autocorrelation residual variance rival models Royal Statistical Society second-hand house prices Section selected model simplifying specification specification tests standard deviation standard errors statistic for testing sub—periods theory-model United Kingdom unrestricted model unsold completions Ut_1 variables variance variance-dominated white-noise residuals yields