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.
| ISBN: | 9783540673583 |
| Publication date: | 13th July 2000 |
| Author: | Björn Schmolck |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 144 pages |
| Series: | Lecture Notes in Economics and Mathematical Systems |
| Genres: |
Econometrics and economic statistics Stochastics Microeconomics Probability and statistics |
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.
Omitted Variable Tests and Dynamic Specification features in the following genres: Econometrics and economic statistics, Stochastics, Microeconomics, Probability and statistics
Omitted Variable Tests and Dynamic Specification is available in Paperback
Omitted Variable Tests and Dynamic Specification was written by Björn Schmolck and published by Springer an imprint of Springer Berlin Heidelberg
Omitted Variable Tests and Dynamic Specification has 144 pages
Yes it is part of Lecture Notes in Economics and Mathematical Systems series