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Misspecificati
Free US Delivery | ISBN:3540138935
US $56.59
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Condition:
“Former library book; may include library markings. Used book that is in excellent condition. May ”... Read moreabout condition
Very Good
A book that has been read but is in excellent condition. No obvious damage to the cover, with the dust jacket included for hard covers. No missing or damaged pages, no creases or tears, and no underlining/highlighting of text or writing in the margins. May be very minimal identifying marks on the inside cover. Very minimal wear and tear.
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Item specifics
- Condition
- Very Good
- Seller Notes
- Features
- EX-LIBRARY
- Book Title
- Misspecification Analysis : Proceedings, Groningen, the Netherlan
- ISBN
- 9783540138938
About this product
Product Identifiers
Publisher
Springer Berlin / Heidelberg
ISBN-10
3540138935
ISBN-13
9783540138938
eBay Product ID (ePID)
150671393
Product Key Features
Number of Pages
VI, 134 Pages
Language
English
Publication Name
Misspecification Analysis : Proceedings, Groningen, the Netherlands 1983
Subject
Econometrics, Statistics
Publication Year
1984
Type
Textbook
Subject Area
Business & Economics
Series
Lecture Notes in Economics and Mathematical Systems Ser.
Format
Trade Paperback
Dimensions
Item Weight
9 Oz
Item Length
9.6 in
Item Width
6.7 in
Additional Product Features
Intended Audience
Scholarly & Professional
Series Volume Number
237
Number of Volumes
1 vol.
Illustrated
Yes
Table Of Content
Maximum likelihood estimation of misspecified dynamic models.- The geometry of model selection in regression.- Misspecification and the choice of estimators, a heuristic approach.- Discrete normal linear regression models.- Specification in simultaneous linear equations models: the relation between a priori specifications and resulting estimators.- Measurement error and endogeneity in regression: bounds for ML and 2SLS estimates.- Testing parameter constancy of linear regressions.- Prediction performance and the number of variables in multivariate linear regression.
Synopsis
This volume collects papers prepared for the workshop '~isspecification Ana lysis" held in Groningen. The Netherlands. December 15th and 16th. 1983. The papers. which cover a wide range of problems. contain a number of interesting and fruitful ideas. A bird's-eye view of the contents of the papers is as follows: White describes in a very general setting properties of classical statistical procedures when models are misspecified. Verbeek provides a lucid analysis of the statistical complexity of the model selection process. Dijkstra indicates how to construct good estimators. taking the possibility of misspecification explicitly into account. Taking the view that measured variables are never continuous. De Leeuw dis cusses in an illuminating way whether. and how. the discreteness of the data should and can be taken more seriously. Starting from the thesis that models are at best useful approximations of reality. Van ~ag and Koster derive properties of estimators determining best fitting hyperplanes. Within the context of the errors-in-variables problem. Bekker, Xapteyn and Wansbeek provide an elegant description of the variation in estimation re sults due to part of the modelspecification varying, while estimators are .adjusted so as to keep them consistent. Bierens develops consistent tests of the hypothesis of parameter constancy against extremely diffuse alternatives., This volume collects papers prepared for the workshop ' isspecification Ana- lysis" held in Groningen. The Netherlands. December 15th and 16th. 1983. The papers. which cover a wide range of problems. contain a number of interesting and fruitful ideas. A bird's-eye view of the contents of the papers is as follows: White describes in a very general setting properties of classical statistical procedures when models are misspecified. Verbeek provides a lucid analysis of the statistical complexity of the model selection process. Dijkstra indicates how to construct good estimators. taking the possibility of misspecification explicitly into account. Taking the view that measured variables are never continuous. De Leeuw dis- cusses in an illuminating way whether. and how. the discreteness of the data should and can be taken more seriously. Starting from the thesis that models are at best useful approximations of reality. Van ag and Koster derive properties of estimators determining best fitting hyperplanes. Within the context of the errors-in-variables problem. Bekker, Xapteyn and Wansbeek provide an elegant description of the variation in estimation re- sults due to part of the modelspecification varying, while estimators are .adjusted so as to keep them consistent. Bierens develops consistent tests of the hypothesis of parameter constancy against extremely diffuse alternatives.
LC Classification Number
HB139-141
Item description from the seller
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- v***1 (2531)- Feedback left by buyer.Past monthVerified purchaseGreat book. Excellent seller, fast to ship.
- a***c (486)- Feedback left by buyer.Past monthVerified purchaseAs described, great price and fast shipping--thanks for a perfect transaction!
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Seller feedback (435,434)
- v***1 (2531)- Feedback left by buyer.Past monthVerified purchaseGreat book. Excellent seller, fast to ship.
- a***c (486)- Feedback left by buyer.Past monthVerified purchaseAs described, great price and fast shipping--thanks for a perfect transaction!
- i***c (439)- Feedback left by buyer.Past monthVerified purchaseArrived quickly and in great shape. Very happy with my purchase!