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A primer for unit root testing.
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ISBN: 9781403902047 9781403902054 Year: 2010 Publisher: Basingstoke : Palgrave Macmillan,

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Keywords

Econometrics. --- Random walks (Mathematics) --- Time-series analysis. --- Brownsche Bewegung. --- Économétrie. --- Irrfahrtsproblem. --- Ökonometrisches Modell. --- Séries chronologiques. --- Stationärer Prozess. --- Statistischer Test. --- économétrie --- série temporelle - analyse. --- AA / International- internationaal --- 305.970 --- 305.975 --- 305.971 --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Monte Carlo methods. Experimenten en resultaten. --- Speciale gevallen in econometrische modelbouw. --- Random walks (Mathematics). --- Série temporelle - analyse. --- Econometrics --- Time-series analysis --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- Additive process (Probability theory) --- Random walk process (Mathematics) --- Walks, Random (Mathematics) --- Stochastic processes --- Economics, Mathematical --- Statistics --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Monte Carlo methods. Experimenten en resultaten

The Cult of Statistical Significance : How the Standard Error Costs Us Jobs, Justice, and Lives
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ISBN: 9780472070077 047207007X 9780472050079 0472050079 9786612597749 0472026100 1282597744 Year: 2008 Publisher: Ann Arbor : University of Michigan Press,

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McCloskey and Ziliak have been pushing this very elementary, very correct, very important argument through several articles over several years and for reasons I cannot fathom it is still resisted. If it takes a book to get it across, I hope this book will do it. It ought to.& & Thomas Schelling, Distinguished University Professor, School of Public Policy, University of Maryland, and 2005 Nobel Prize Laureate in Economics & With humor, insight, piercing logic and a nod to history, Ziliak and McCloskey show how economists& and other scientists& suffer from a mass delusion about statistical analysis. The quest for statistical significance that pervades science today is a deeply flawed substitute for thoughtful analysis. . . . Yet few participants in the scientific bureaucracy have been willing to admit what Ziliak and McCloskey make clear: the emperor has no clothes.& & Kenneth Rothman, Professor of Epidemiology, Boston University School of Health 'The Cult of Statistical Significance' shows, field by field, how & statistical significance,& a technique that dominates many sciences, has been a huge mistake. The authors find that researchers in a broad spectrum of fields, from agronomy to zoology, employ & testing& that doesn't test and & estimating& that doesn't estimate. The facts will startle the outside reader: how could a group of brilliant scientists wander so far from scientific magnitudes? This study will encourage scientists who want to know how to get the statistical sciences back on track and fulfill their quantitative promise. The book shows for the first time how wide the disaster is, and how bad for science, and it traces the problem to its historical, sociological, and philosophical roots. Stephen T. Ziliak is the author or editor of many articles and two books. He currently lives in Chicago, where he is Professor of Economics at Roosevelt University. Deirdre N. McCloskey, Distinguished Professor of Economics, History, English, and Communication a

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