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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 7,700.00

Format: Paperback or Softback

ISBN-13: 9780815350552

Publisher: Taylor & Francis Inc

Publication Date: Jun 25th, 2019

Dimension: 23.40 x 15.60 x 45.30 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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