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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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 13 de julio de 2000 |
| ISBN13 | 9783540673583 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 144 |
| Dimensiones | 155 × 235 × 8 mm · 231 g |
| Lengua | Inglés Francés |