Specifying and Diagnostically Testing Econometric Models : Second Edition
Houston H. StokesISBN: 1567200699;
Stokes discusses--and illustrates with output from actual problems--a number of applied econometric techniques, including OLS specification tests, recursive residual analysis, limited dependent variable models, error component models, and others. His book is clearly written and copiously illustrated with equations, with follow-up analysis to show how models are built and some of their limitations. His B34STM software is available and allows readers to do further research with a large number of datasets distributed with the program. A necessary resource for applied econometrics researchers in economics, finance, and in health, energy, and labor economics.
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