This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reali… Meer...
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category. Books > Economics eBook, Springer Shop<
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This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reali… Meer...
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category., Springer<
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Economics; Econometrics; Statistics for Business/Economics/Mathematical Finance/Insurance; Methodology of the Social Sciences decision theory, dynamic models, econometrics Books eBook, Sp… Meer...
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Economics; Econometrics; Statistics for Business/Economics/Mathematical Finance/Insurance; Methodology of the Social Sciences decision theory, dynamic models, econometrics Books eBook, Sp… Meer...
Economics; Econometrics; Statistics for Business/Economics/Mathematical Finance/Insurance; Methodology of the Social Sciences decision theory, dynamic models, econometrics Books eBook, Springer Nature<
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reali… Meer...
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category. Books > Economics eBook, Springer Shop<
new in stock. Verzendingskosten:zzgl. Versandkosten., exclusief verzendingskosten
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reali… Meer...
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category., Springer<
Nr. 978-94-017-1358-0. Verzendingskosten:Worldwide free shipping, , DE. (EUR 0.00)
Economics; Econometrics; Statistics for Business/Economics/Mathematical Finance/Insurance; Methodology of the Social Sciences decision theory, dynamic models, econometrics Books eBook, Sp… Meer...
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Bibliografische gegevens van het best passende boek
Boek bevindt zich in het datenbestand sinds 2016-04-18T09:08:29+02:00 (Amsterdam) Detailpagina laatst gewijzigd op 2023-11-23T09:57:33+01:00 (Amsterdam) ISBN/EAN: 9789401713580
ISBN - alternatieve schrijfwijzen: 978-94-017-1358-0 alternatieve schrijfwijzen en verwante zoekwoorden: Auteur van het boek: antonio aznar Titel van het boek: best selection
Gegevens van de uitgever
Auteur: Antonio Aznar Grasa Titel: Advanced Studies in Theoretical and Applied Econometrics; Econometric Model Selection - A New Approach Uitgeverij: Springer; Springer Netherland 262 Bladzijden Verschijningsjaar: 2013-03-09 Dordrecht; NL Taal: Engels 96,29 € (DE) 99,00 € (AT) 118,00 CHF (CH) Available XII, 262 p.
EA; E107; eBook; Nonbooks, PBS / Wirtschaft/Volkswirtschaft; Ökonometrie und Wirtschaftsstatistik; Verstehen; decision theory; dynamic models; econometrics; C; Econometrics; Statistics in Business, Management, Economics, Finance, Insurance; Sociological Methods; Economics and Finance; Wahrscheinlichkeitsrechnung und Statistik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Soziologie; BC
1. Economic Methodology and Econometrics.- 2. Statistical Decision Theory.- 3. Econometric Model Selection Procedures: A Survey.- 4. Set of Spherical Models.- 5. Set of More Informative Models.- 6. AVE and Acord Criteria. A New Proposal.- 7. Dynamic Models-1.- 8. Dynamic Models-2.- References.
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