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Books & Chapters
Evaluation of Econometric Models
Evaluation of Econometric Models
Jan Kmenta
&
James B. Ramsey
, editors
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Published Date
January 1980
Copyright
1980
ISBN
1-4832-4175-0
PUBLISHER
:
Academic Press
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Table of Contents
Front matter, table of contents, preface
Author(s):
Jan Kmenta & James B. Ramsey
Chapter 1:
Problems and Issues in Evaluating Econometric Models
Author(s):
Jan Kmenta & James B. Ramsey (p. 1-11)
Chapter 2:
The Use of Exploratory Methods in Ecomonic Analysis: Analyzing Residential Energy Demand
Author(s):
Lawrence S. Mayer (p. 15-45)
Chapter 3:
Model Construction and Evaluation When Theoretical Knowledge Is Scarce
Author(s):
Herman Wold (p. 47-74)
Chapter 4:
Data Analysis by Partial Least Squares
Author(s):
Fred L. Bookstein (p. 75-90)
Chapter 5:
Prediction Analysis of Economic Models
Author(s):
David K. Hildebrand, James D. Laing &
Howard Rosenthal
(p. 91-122)
Chapter 6:
Some Comments on the Evaluation of Informal Models
Author(s):
V. Kerry Smith
(p. 123-131)
Chapter 7:
Aggregation and Disaggregation of Nonlinear Equations
Author(s):
Harry H. Kelejian (p. 135-152)
Chapter 8:
Regression Sensitivity Analysis and Bounded-Influence Estimation
Author(s):
Roy E. Welsch
(p. 153-167)
Chapter 9:
On Specification in Simultaneous Equation Models
Author(s):
Warren Dent &
John Geweke
(p. 169-196)
Chapter 10:
Robust Analysis of the Random Model and Weighted Least Squares Regression
Author(s):
Bruce M. Hill (p. 197-217)
Chapter 11:
Some Comments on Papers by Dent and Geweke, Welsch, and Kelejian
Author(s):
Saul H. Hymans
(p. 219-222)
Chapter 12:
Some Comments on the Papers by Welsch and Hill
Author(s):
William S. Krasker (p. 223-226)
Chapter 13:
Comparison of Econometric Models by Optimal Control Techniques
Author(s):
Gregory C. Chow
(p. 229-243)
Chapter 14:
Bayesian Decision Theory and the Simplification of Models
Author(s):
Joseph B. Kadane & James M. Dickey (p. 245-268)
Chapter 15:
Some Comments on "Comparison of Econometric Models by Optimal Control Techniques" by Gregory C. Chow
Author(s):
Robert S. Holbrook (p. 269-272)
Chapter 16:
The Role of Time Series Analysis in Econometric Model Evaluation
Author(s):
E. Philip Howrey (p. 275-307)
Chapter 17:
Hypothesis Testing in Spectral Regression; the Lagrange Multiplier Test as a Regression Diagnostic
Author(s):
Robert F. Engle
(p. 309-321)
Chapter 18:
Multicollinearity and the Estimation of Low-Order Moments in Stable Lag Distributions
Author(s):
Michio Hatanaka & T. Dudley Wallace (p. 323-337)
Chapter 19:
Some Comments on the Role of Time-Series Analysis in Econometrics
Author(s):
C. W. J. Granger
(p. 339-341)
Chapter 20:
Relevance of Laboratory Experiments to Testing Resource Allocation Theory
Author(s):
Vernon L. Smith
(p. 345-377)
Chapter 21:
Token Economy and Animal Models for the Experimental Analysis of Economic Behavior
Author(s):
John H. Kagel & Raymond C. Battalio (p. 379-401)
Chapter 22:
Some Comments on the Papers by Kagel and Battalio and by Smith
Author(s):
John G. Cross (p. 403-406)
Chapter 23:
Some Comments on the Papers by Kagel and Battalio and by Smith
Author(s):
Frank P. Stafford
(p. 407-410)
Related
Topics
Econometrics
Estimation Methods