Omitted Variable Tests and Dynamic Specification: An Application to Demand Homogeneity - Lecture Notes in Economics and Mathematical Systems - Bjoern Schmolck - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540673583 - July 13, 2000
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Bjoern Schmolck
Omitted Variable Tests and Dynamic Specification: An Application to Demand Homogeneity - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 2000 edition

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This text deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail.

144 pages, 17 black & white illustrations, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released July 13, 2000
ISBN13 9783540673583
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 144
Dimensions 155 × 235 × 8 mm   ·   231 g
Language English   French  

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