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Specification Analysis in the Linear Model

About Specification Analysis in the Linear Model

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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  • Language:
  • English
  • ISBN:
  • 9780815350545
  • Binding:
  • Hardback
  • Pages:
  • 370
  • Published:
  • March 6, 2018
  • Dimensions:
  • 244x164x29 mm.
  • Weight:
  • 680 g.
Delivery: 2-3 weeks
Expected delivery: October 17, 2024

Description of Specification Analysis in the Linear Model

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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