Parameter Estimation and Model Testing
| Autor: | Randall L. Schultz, Leonard J. Parsons, Dominique M. Hanssens |
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| Rok vydání: | 1990 |
| Předmět: | |
| Zdroj: | International Series in Quantitative Marketing ISBN: 9789401069724 |
| DOI: | 10.1007/978-94-009-1073-7_3 |
| Popis: | When the causal ordering, functional form, and lag structure are believed known, all that needs to be done is to estimate the model. Nonetheless, any assumptions underlying a model should be tested. In what follows, our discussion is primarily on a conceptual level. Technical details can be found in most leading econometric texts; Judge et al. (1985) is especially helpful in providing guidance for applied work.1 |
| Databáze: | OpenAIRE |
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