Omitted Variable Tests and Dynamic Specification : an Application to Demand Homogeneity /

This book deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail. The analysis starts with the...

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Bibliographic Details

Main Author:	Schmolck, Björn
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2000.
Series:	Lecture notes in economics and mathematical systems ; 488.
Subjects:	Economics. Econometrics. Microeconomics. Electronic books.
Online Access:	Connect to the full text of this electronic book