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Omitted Variable Tests and Dynamic Specification: An Application to Demand Homogeneity - Lecture Notes in Economics and Mathematical Systems Bjoern Schmolck Softcover reprint of the original 1st ed. 2000 edition
Omitted Variable Tests and Dynamic Specification: An Application to Demand Homogeneity - Lecture Notes in Economics and Mathematical Systems
Bjoern Schmolck
This text deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail.
144 pages, 17 black & white illustrations, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2000. gada 13. jūlijs |
| ISBN13 | 9783540673583 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 144 |
| Izmēri | 155 × 235 × 8 mm · 231 g |
| Valoda | Angļu Franču |