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Advances in econometrics and modelling

Advances in econometrics and modelling

Material type
단행본
Personal Author
Raj, Baldev, 1941- , ed.
Corporate Author
Canadian Econometric Study Group.
Title Statement
Advances in econometrics and modelling / ed. by Baldev Raj.
Publication, Distribution, etc
Dordrecht ;   Boston :   Kluwer Academic Publishers,   1989.  
Physical Medium
xiii, 194 p. ; 25 cm.
Series Statement
Advanced studies in theoretical and applied econometrics ;v. 15.
ISBN
0792302990 (U.S.)
General Note
Papers based on presentations at conferences held by the Canadian Econometric Study Group  
Bibliography, Etc. Note
Includes bibliographies and index.
Subject Added Entry-Topical Term
Econometrics --Congresses. Econometric models --Congresses.
000 00920camuuu2002531a 4500
001 000000231177
005 19980925104343.0
008 890420s1989 ne b 10100 eng d
020 ▼a 0792302990 (U.S.)
040 ▼a 211009 ▼c 211009
049 1 ▼l 412680507
082 0 4 ▼a 330.015195
090 ▼a 330.015195 ▼b A244
245 0 0 ▼a Advances in econometrics and modelling / ▼c ed. by Baldev Raj.
260 ▼a Dordrecht ; ▼a Boston : ▼b Kluwer Academic Publishers, ▼c 1989.
300 ▼a xiii, 194 p. ; ▼c 25 cm.
490 0 ▼a Advanced studies in theoretical and applied econometrics ; ▼v v. 15.
500 ▼a Papers based on presentations at conferences held by the Canadian Econometric Study Group
504 ▼a Includes bibliographies and index.
650 0 ▼a Econometrics ▼x Congresses.
650 0 ▼a Econometric models ▼x Congresses.
700 1 ▼a Raj, Baldev, ▼d 1941- , ▼e ed.
710 2 ▼a Canadian Econometric Study Group.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 330.015195 A244 Accession No. 412680507 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

One: Unit Root and Fractional Integration.- 1. Testing for a Unit Root in the Presence of a Maintained Trend.- 2. Random Walks Versus Fractional Integration: Power Comparisons of Scalar and Joint Tests of the Variance-Time Function.- 3. Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied.- Two: Nonparametric Econometrics.- 4. Estimation of a Probability Density Function with Applications to Nonparametric Inference in Econometrics.- 5. Estimation of the Shape of the Demand Curve by Nonparametric Kernel Methods.- Three: Modelling Demand Systems.- 6. A Class of Dynamic Demand Systems.- 7. A Reinterpretation of the Almost Ideal Demand System.- 8. Stochastic Specification and Maximum-Likelihood Estimation of the Linear Expenditure System.- Four: Modelling Issues.- 9. Selection Bias: More than a Female Phenomenon.- 10. A Comparison of Two Significance Tests for Structural Stability in the Linear Regression Model.- 11. 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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