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Specifying and diagnostically testing econometric models
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Specifying and diagnostically testing econometric models

Author: Houston H Stokes
Publisher: Westport, Conn. : Quorum Books, 1997.
Edition/Format: Book : English : 2nd edView all editions and formats
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Document Type: Book
All Authors / Contributors: Houston H Stokes
ISBN: 1567200699 9781567200690
OCLC Number: 36017120
Description: xvi, 445 p. : ill. ; 25 cm.
Contents: 1. Applied Econometric Modeling -- 2. Regression Analysis With Appropriate Specification Tests -- 3. Logit, Tobit, Probit -- 4. Simultaneous Equations Systems -- 5. Error-Components Analysis -- 6. Markov Probability Analysis -- 7. Time Series Analysis Part I: Identification of ARIMA and Transfer Function Models -- 8. Time Series Analysis Part II: VAR, VARMA and VMA Models -- 9. Testing the Specification of OLS Equations With Recursive Residuals -- 10. Special Topics in OLS Estimation -- 11. Nonlinear Estimation Options in B34S -- 12. Special Topics in Time Series Analysis -- 13. Optimal Control Analysis -- 14. MARS and [Pi] Spline Model Building -- 15. Spectral Analysis of Time Series.
Responsibility: Houston H. Stokes.

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