Complete and incomplete econometric models

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dc.contributor.author Geweke, J
dc.date.accessioned 2012-02-02T01:50:37Z
dc.date.issued 2010-02-08
dc.identifier.citation 2010
dc.identifier.isbn 9780691140025
dc.identifier.other A1 en_US
dc.identifier.uri http://hdl.handle.net/10453/14224
dc.description.abstract Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have developed tests and other checks for model adequacy. All of these methods, however, take as given the specification of the model to be tested. In this book, John Geweke addresses the critical earlier stage of model development, the point at which potential models are inherently incomplete. Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike. © 2010 by Princeton University Press. All Rights Reserved.
dc.publisher Princeton University Press
dc.title Complete and incomplete econometric models
dc.type Book
dc.journal.number en_US
dc.publocation Princeton, USA en_US
dc.identifier.startpage 1 en_US
dc.identifier.endpage 161 en_US
dc.cauo.name BUS.Faculty of Business en_US
dc.conference Verified OK en_US
dc.for 140302 Econometric and Statistical Methods
dc.personcode 101228
dc.percentage 100 en_US
dc.classification.name Econometric and Statistical Methods en_US
dc.classification.type FOR-08 en_US
dc.edition 1 en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Economics
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
pubs.consider-herdc true
utslib.collection.history Economics (ID: 372)
utslib.collection.history Closed (ID: 3)


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