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Specification Analysis in the Linear Model

By Maxwell L. King (Editor), David E. A. Giles (Editor)
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$31.99
By Maxwell L. King (Editor), David E. A. Giles (Editor)
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Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The 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. The book includ...

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