5931965

9780262022248

Model Reliability

Model Reliability
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  • Comments: Ex library copy with usual markings. No jacket.

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  • ISBN-13: 9780262022248
  • ISBN: 0262022249
  • Publication Date: 1985
  • Publisher: MIT Press

AUTHOR

Belsley, David A., Kuh, Edwin

SUMMARY

This book addresses an often neglected aspect of econometrics, the question of how to assess the specification, strengths, weaknesses, limits, and sensitive features of a model. The contributions are the result of a five-year inter-university research project to improve understanding of concepts of model reliability. Contents:Introduction, David A. Belsley and Edwin Kuh. Wholesale and Retail Prices: Bivariate Time Series Modeling with Forecastable Error Variables, C.W.J. Granger, R.P. Robins, and Robert F. Engle. Recursive Stability Analysis: The Demand for Money during the German Hyperinflation, Jean-Marie Dufour. A Bayesian Analysis of the Determinant of Inflation, Edward E. Learner. The Use of Outside Information in Econometric Forecasting, Mark N. Greene, E. Philip Howrey, and Saul H. Hymans. Centering, the Constant, First Differencing, and Assessing Conditioning, David A. Belsley. Applications of Bounded-Influence and Diagnostic Methods in Energy Modeling, Roy Welsch and Stephen Swartz. A Comparison of the Michigan and Fair Models: Further Results, Ray C. Fair and Lewis S. Alexander. Linear Analysis of Large Nonlinear Models and Model Simplification, Edwin Kuh, John Neese, and Peter Hollinger.Belsley, David A. is the author of 'Model Reliability', published 1985 under ISBN 9780262022248 and ISBN 0262022249.

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