Building better econometric models using cross section and panel data /Jeffrey A. Edwards. (Record no. 72777)

MARC details
000 -LEADER
fixed length control field 04309nam a2200457 i 4500
001 - CONTROL NUMBER
control field 10861550
003 - CONTROL NUMBER IDENTIFIER
control field CaPaEBR
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240726104618.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140423s2014 nyu foab 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781606499757
040 ## - CATALOGING SOURCE
Original cataloging agency CaBNVSL
Language of cataloging eng
Description conventions rda
Transcribing agency CaBNVSL
Modifying agency CaBNVSL
050 04 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB
Item number .B855 2014
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Edwards, Jeffrey A.,
Relator term Author
245 10 - TITLE STATEMENT
Title Building better econometric models using cross section and panel data /Jeffrey A. Edwards.
250 ## - EDITION STATEMENT
Edition statement First edition.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. New York, New York (222 East 46th Street, New York, NY 10017) :
Name of publisher, distributor, etc. Business Expert Press,
Date of publication, distribution, etc. (c)2014.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xiii, 98 pages)
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type data file
Source rda
490 1# - SERIES STATEMENT
Series statement Economics collection,
500 ## - GENERAL NOTE
General note Part of: 2014 digital library.
505 00 - FORMATTED CONTENTS NOTE
Formatted contents note 1. What is a statistically adequate model and why is it important? --
Title 2. Basic misspecifications --
-- 3. Misspecifications for the more advanced reader --
-- 4. Original specification and drawing inference from it: two related models --
-- 5. Basic misspecification testing and respecification: the cross-sectional case --
-- 6. Variance heterogeneity: the cross-sectional case --
-- 7. Basic misspecification testing and respecification: the panel data case --
-- 8. Variance heterogeneity: the panel data case --
-- 9. Consistent and balanced panels --
-- 10. Dynamic parametric heterogeneity --
-- Conclusion --
-- References --
-- Index.
520 3# - SUMMARY, ETC.
Summary, etc. Many empirical researchers yearn for an econometric model that better explains their data. Yet these researchers rarely pursue this objective for fear of the statistical complexities involved in specifying that model. This book is intended to alleviate those anxieties by providing a practical methodology that anyone familiar with regression analysis can employ--a methodology that will yield a model that is both more informative and is a better representation of the data. Most empirical researchers have been taught in their undergraduate econometrics courses about statistical misspecification testing and respecification. But the impact these techniques can have on the inference that is drawn from their results is often overlooked. In academia, students are typically expected to explore their research hypotheses within the context of theoretical model specification while ignoring the underlying statistics. Company executives and managers, by contrast, seek results that are immediately comprehensible and applicable, while remaining indifferent to the underlying properties and econometric calculations that lead to these results. This book outlines simple, practical procedures that can be used to specify a better model; that is to say, a model that better explains the data. Such procedures employ the use of purely statistical techniques performed upon a publicly available data set, which allows readers to follow along at every stage of the procedure. Using the econometric software Stata (though most other statistical software packages can be used as well), this book shows how to test for model misspecification, and how to respecify these models in a practical way that not only enhances the inference drawn from the results, but adds a level of robustness that can increase the confidence a researcher has in the output that has been generated. By following this procedure, researchers will be led to a better, more finely tuned empirical model that yields better results.
538 ## - SYSTEM DETAILS NOTE
System details note Mode of access: World Wide Web.
538 ## - SYSTEM DETAILS NOTE
System details note System requirements: Adobe Acrobat reader.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Title from PDF title page (viewed on April 23, 2014).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Econometric models.
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term cross-sectional data
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term inference
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term misspecification testing
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term panel data
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term regression
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term regression models
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term respecification
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term Stata
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term statistical adequacy
856 41 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://go.openathens.net/redirector/ciu.edu?url=https://portal.igpublish.com/iglibrary/search/BEPB0000257.html">https://go.openathens.net/redirector/ciu.edu?url=https://portal.igpublish.com/iglibrary/search/BEPB0000257.html</a>
-- Click here to access this RESOURCE ONLINE | Login using your my.ciu username & password
942 ## - ADDED ENTRY ELEMENTS (KOHA)
PUBLICATION YEAR 2014
Koha item type
Classification part HB
Delivery Date: ACADEMIC YEAR - ie 2022-2023 2021-2022
-- Cynthia Snell
902 ## - LOCAL DATA ELEMENT B, LDB (RLIN)
a 1
b Cynthia Snell
c 1
d Cynthia Snell
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Source of acquisition Total Checkouts Full call number Date last seen Uniform Resource Identifier Price effective from Koha item type
          G. Allen Fleece Library G. Allen Fleece Library ONLINE 02/27/2023 Business Expert Press   HB 02/27/2023 https://go.openathens.net/redirector/ciu.edu?url=https://portal.igpublish.com/iglibrary/search/BEPB0000257.html 02/27/2023 Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD)
          G. Allen Fleece Library G. Allen Fleece Library ONLINE 02/27/2023 Business Expert Press   HB 02/27/2023 https://go.openathens.net/redirector/ciu.edu?url=https://portal.igpublish.com/iglibrary/search/BEPB0000257.html 02/27/2023 Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD)
          G. Allen Fleece Library G. Allen Fleece Library ONLINE 02/27/2023 Business Expert Press   HB 02/27/2023 https://go.openathens.net/redirector/ciu.edu?url=https://portal.igpublish.com/iglibrary/search/BEPB0000257.html 02/27/2023 Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD)
          G. Allen Fleece Library G. Allen Fleece Library ONLINE 02/27/2023 Business Expert Press   HB 02/27/2023 https://go.openathens.net/redirector/ciu.edu?url=https://portal.igpublish.com/iglibrary/search/BEPB0000257.html 02/27/2023 Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD)