The practice of econometric theory an examination of the characteristics of econometric computation / Charles G. Renfro

Author(s): Renfro, Charles G
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Subjects: Electronic books
Econometrics
Econometrics--Computer programs
Formats: Electronic Resource, Remote
Material Type: Books
Language: English
Audience: Unspecified
Published: Dordrecht : New York : Springer, c2009
Series: Advanced studies in theoretical and applied econometrics v. 44
Advanced studies in theoretical and applied econometrics v. 44
LC Classification: H, HB
Physical Description: xvi, 311 p. ; 24 cm
Table of Contents: 1. Econometric computation 19
2. Econometric software : characteristics, users, and developers 55
3. Econometric diagnostic tests 97
4. The basic statistics 123
5. The failure of assumptions 151
6. Cointegration and alternative specifications 177
7. Several historical considerations 231
8. The implications of the findings 265
App. A. Version information for the surveyed econometric software packages 271
App. B. Grunfeld's investment theory : time series data on General Electric and Westinghouse (Theil, 1971, table 7.1, p. 296) 273
App. C. U.S. quarterly macroeconomic data originally used by Cecchetti & Rich (Greene, 2008; Cecchetti & Rich, 2001) 275
References 283
Index 305
Alternate Titles: In: SpringerLink (OCoLC)43927870
In: OhioLINK electronic book center (Online) (OCoLC)180989150
Additional Authors: SpringerLink (Online service)
Notes: LCCN: 2009922222
ISBN: 9783540755708
ISBN: 3540755705
ISBN: 9783540755715 (e-isbn)
ISBN: 3540755713 (e-isbn)
Includes bibliographical references (p. 283-304) and index
Available to OhioLINK libraries
Reproduction notes: Electronic reproduction. Berlin : Springer, 2009. System requirements: Adobe Acrobat Reader and Internet browser; text in HTML and PDF. Mode of access: World Wide Web. Title from title screen; description based on content as of Dec. 7, 2009. Access restricted to subscribing institution. Also available in print
OCLC Number: 432711403
ISBN/ISSN: 9783540755708
3540755705
9783540755715
3540755713
1570-5811