Omitted Variable Tests and Dynamic Specification
Subtitle: An Application to Demand Homogeneity (Lecture Notes in Economics and Mathematical Systems)
Edition: 1 edition
Publisher: Springer
Published: August 17, 2000
Language: eng
Format: Paperback
Number of pages: 144
ISBN-13: 9783540673583
Subjects: Econometrics; Probability & statistics; Time-series analysis; Probability & Statistics - General; Supply And Demand Theory; Time Series Analysis; Business & Economics; Mathematics; Science/Mathematics; Regression analysis; Economics - General; Economics - Microeconomics; General; Business & Economics / Econometrics; Dynamic specification; Homogeneity test; Monte Carlo simulation; Multivariate regression; Omitted variable test; Robust Wald test; Demand (Economic theory)