Building better econometric models using cross section and panel data / / Jeffrey A. Edwards.
Many empirical researchers yearn for an econometric model that better explains their data. Yet these researchers rarely pursue this objective for fear of the statistical complexities involved in specifying that model. This book is intended to alleviate those anxieties by providing a practical method...
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| Superior document: | Economics collection, |
|---|---|
| VerfasserIn: | |
| Place / Publishing House: | New York, New York (222 East 46th Street, New York, NY 10017) : : Business Expert Press,, 2014. |
| Year of Publication: | 2014 |
| Edition: | First edition. |
| Language: | English |
| Series: | 2014 digital library.
Economics collection. |
| Online Access: | |
| Physical Description: | 1 online resource (xiii, 98 pages) |
| Notes: | Part of: 2014 digital library. |
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Table of Contents:
- 1. What is a statistically adequate model and why is it important?
- 2. Basic misspecifications
- 3. Misspecifications for the more advanced reader
- 4. Original specification and drawing inference from it: two related models
- 5. Basic misspecification testing and respecification: the cross-sectional case
- 6. Variance heterogeneity: the cross-sectional case
- 7. Basic misspecification testing and respecification: the panel data case
- 8. Variance heterogeneity: the panel data case
- 9. Consistent and balanced panels
- 10. Dynamic parametric heterogeneity
- Conclusion
- References
- Index.