Skip to main content
SpringerLink
Log in

Disturbances in the linear model, estimation and hypothesis testing

Estimation and Hypothesis Testing

  • Book
  • © 1978

Overview

Authors:
  1. C. Dubbelman

    1. Econometric Institute, Erasmus University Rotterdam, Netherlands

    View author publications

    You can also search for this author in PubMed   Google Scholar

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (5 chapters)

  1. Front Matter

    Pages I-VII
    Download chapter PDF

  2. Introduction

    • C. Dubbelman
    Pages 1-23

  3. Tabulable quadratic ratio tests

    • C. Dubbelman
    Pages 24-49

  4. BLUF disturbance estimation

    • C. Dubbelman
    Pages 50-63

  5. An empirical Ω

    • C. Dubbelman
    Pages 64-90

  6. Evaluation of the tests

    • C. Dubbelman
    Pages 91-106

  7. Back Matter

    Pages 107-109
    Download chapter PDF
Back to top

Keywords

About this book

1. 1. The general linear model All econometric research is based on a set of numerical data relating to certain economic quantities, and makes infer­ ences from the data about the ways in which these quanti­ ties are related (Malinvaud 1970, p. 3). The linear relation is frequently encountered in applied econometrics. Let y and x denote two economic quantities, then the linear relation between y and x is formalized by: where {31 and {32 are constants. When {31 and {32 are known numbers, the value of y can be calculated for every given value of x. Here y is the dependent variable and x is the explanatory variable. In practical situations {31 and {32 are unknown. We assume that a set of n observations on y and x is available. When plotting the ob­ served pairs (x l' YI)' (x ' Y2)' . . . , (x , Y n) into a diagram with x 2 n measured along the horizontal axis and y along the vertical axis it rarely occurs that all points lie on a straight line. Generally, no b 1 and b exist such that Yi = b + b x for i = 1,2, . . . ,n. Unless 2 l 2 i the diagram clearly suggests another type of relation, for instance quadratic or exponential, it is customary to adopt linearity in order to keep the analysis as simple as possible.

Authors and Affiliations

  • Econometric Institute, Erasmus University Rotterdam, Netherlands

    C. Dubbelman

Bibliographic Information

  • Book Title: Disturbances in the linear model, estimation and hypothesis testing

  • Book Subtitle: Estimation and Hypothesis Testing

  • Authors: C. Dubbelman

  • DOI: https://doi.org/10.1007/978-1-4684-6956-1

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: H. E. Stenfert Kroese B.V. 1978

  • Softcover ISBN: 978-90-207-0772-4Published: 31 July 1978

  • eBook ISBN: 978-1-4684-6956-1Published: 06 December 2012

  • Edition Number: 1

  • Number of Pages: 108

  • Topics: Economics, general

  • Industry Sectors: Finance, Business & Banking

Publish with us

Policies and ethics

Back to top

Search

Navigation