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Specification Analysis in the Linear Model

By: Maxwell L. King (Author) , Canada) Giles British Columbia David E. A. (University of Victoria (Author)

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Ksh 31,050.00

Format: Hardback or Cased Book

ISBN-13: 9780815350545

Publisher: Taylor & Francis Inc

Publication Date: Mar 6th, 2018

Weight: 680 grams

Dimension: 16.40 x 24.40 x 2.90 cms

Category: Economic statistics

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Originally published in 1987. This collection deals with various issues of specification in the context of the linear statistical model. Chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt.

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