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Dummy variables in econometrics: Tilburg Studies in Economics, cartea 14

Autor M.A. Kooyman
en Limba Engleză Paperback – 30 mar 2012
Dr. Kooyman has made a careful study of the econometric model used around 1963 by the Netherlands Central Planning Bureau, especially of eight of its most import­ ant behavioural equations. The Bureau used coefficients estimated from a pre-war and a post-war time series simultaneously, in order to have a larger number of observations. The author, being aware of the difference in general economic 'climate' in the two periods, tests the assumption of no difference in pre-war and post-war coefficients. In an inventive way he uses a few alternat­ ive approaches. On the basis of his findings he concludes that a new specification of some of the equations is necessary. Since the Dutch model is likely to be the oldest of its type, foreign readers may be interested in reading Dr. Kooyman's text - slightly adapted - in English. J. Tinbergen v Preface The first edition of this book appeared in Dutch as a thesis which was defended at the State University of Groningen in 1971. When working on this publication I received much help from Dr. H. Rijken van Olst and Dr. G. F. W. M. Pikkemaat, professors at the State University of Groningen of, respectively, statistics and econometrics, and mathematical economics. I would like to thank Prof. dr. J. Tinbergen, who aroused my enthusiasm for quantitative economics during my college years at the Netherlands School of Economics: I am much obliged to him for his willingness to write a foreword.
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Specificații

ISBN-13: 9789401177443
ISBN-10: 9401177449
Pagini: 208
Ilustrații: X, 197 p.
Dimensiuni: 152 x 229 x 11 mm
Greutate: 0.29 kg
Ediția:Softcover reprint of the original 1st ed. 1976
Editura: SPRINGER NETHERLANDS
Colecția Springer
Seria Tilburg Studies in Economics

Locul publicării:Dordrecht, Netherlands

Public țintă

Research

Cuprins

1. Introduction and Formulation of the Problem.- 2. Dummy Variables and the Linear Regression Model.- 2.1. Introduction.- 2.2. One binary or multivalued dummy variable as a regressor.- 2.3. Several binary dummy variables as regressors.- 2.4. The binary dummy variable as a regressand.- 2.5. Some remarks about the use of binary dummy variables in time-series analysis.- 2.6. Using binary dummy variables in situations of errors in variables.- 3. Dummy Variables and Analysis of Variance and Covariance.- 3.1. Introduction.- 3.2. A comparison between analysis of variance and regression analysis with dummy variables as regressors.- 3.3. A comparison between analysis of covariance and regression analysis with real and dummy variables as regressors.- 4. Binary Dummy Variables as a Help in Examining the Constancy of Parameters in Linear Relations.- 4.1. Introduction: Chow’s test.- 4.2. An alternative derivation of Chow’s test with the help of binary dummy variables.- 4.3. The power of the test for constancy of the parameters in linear relations.- 5. Application: Investigation Into Structural Differences in the Netherlands Economy by Means of an Econometric Model for the Pre-War and Post-War Years.- 5.1. Introduction.- 5.2. Results of the investigation into the constancy of the parameters of C.P.B.-model 63-D.- 5.3. Some calculations relating to the power of Chow’s test Appendix: the C.P.B.-model 63-D.- List of Symbols.