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Specification Analysis in the Linear Model
Paperback
Series: Routledge Library Editions: Econometrics
ISBN13: 9780815350552
Publisher: Routledge
Published: Jun 25 2019
Pages: 370
Weight: 1.15
Height: 0.90 Width: 6.10 Depth: 9.10
Language: English
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.
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