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| The Practice
of Econometric Theory |
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Practice of Econometric Theory. An Examination of
the Characteristics of Econometric Computation
is a new book published by Springer in July 2009
that comparatively describes OLS misspecification
tests offered by MODLER and the other existing econometric
software packages, providing for the first time
a reasonably comprehensive statement of the range
of test statistics each program offers, as well
as the particular characteristics of the individual
offerings. The formulae used are identified, including
a number of variants: econometric software packages
neither use the same names for particular test statistics
nor calculate them in exactly the same way. The
book is based upon a multi-year interactive survey
of the developers and vendors of econometric software
packages. The Practice of Econometric
Theory also considers the historical development
of this type of software and some of the chracteristics
of its use. The book is a part of a general collaborative
effort among these software developers to discover
and publicize the characteristics of the existing
econometric software available to economists. It
is available worldwide from bookstores, as well
as from Amazon and other online vendors. |
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