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© 2000

Omitted Variable Tests and Dynamic Specification

An Application to Demand Homogeneity

Book

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 488)

Table of contents

  1. Front Matter
    Pages I-X
  2. Björn Schmolck
    Pages 1-4
  3. Björn Schmolck
    Pages 23-30
  4. Björn Schmolck
    Pages 31-45
  5. Björn Schmolck
    Pages 47-74
  6. Björn Schmolck
    Pages 75-111
  7. Björn Schmolck
    Pages 113-114
  8. Back Matter
    Pages 115-148

About this book

Keywords

Covariance matrix Dynamic specification Estimator Homogeneity test Likelihood Monte Carlo simulation Multivariate regression Omitted variable test Robust Wald test Variance correlation

Authors and affiliations

  1. 1.Economic Research & ConsultingSwiss Reinsurance CompanyZurichSwitzerland

Bibliographic information

  • Book Title Omitted Variable Tests and Dynamic Specification
  • Book Subtitle An Application to Demand Homogeneity
  • Authors Björn Schmolck
  • Series Title Lecture Notes in Economics and Mathematical Systems
  • DOI https://doi.org/10.1007/978-3-642-58324-7
  • Copyright Information Springer-Verlag Berlin Heidelberg 2000
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-67358-3
  • eBook ISBN 978-3-642-58324-7
  • Series ISSN 0075-8442
  • Edition Number 1
  • Number of Pages X, 144
  • Number of Illustrations 17 b/w illustrations, 0 illustrations in colour
  • Topics Econometrics
    Microeconomics
    Probability Theory and Stochastic Processes
  • Buy this book on publisher's site