Specification Analysis in the Linear Model - (In Honour of Donald Cochrane)

Summary

Originally published in 1987. This collection deals with various issues of specification in the context of the linear statistical model. Chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt.

Product details

• Authors: David E. A. Giles, Giles David E. A., Maxwell L. King, Maxwell L. Giles King
• Assisted by: David E. A. Giles (Editor), Giles David E. A. (Editor), Maxwell L. King (Editor)
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Paperback / Softback
• Released: 25.06.2019
• EAN: 9780815350552
• ISBN: 978-0-8153-5055-2
• No. of pages: 370
• Series: Routledge Library Editions: Econometrics
• Subjects: Social sciences, law, business > Business > General, dictionaries; BUSINESS & ECONOMICS / Econometrics, Economic statistics, Econometrics, Econometrics and economic statistics