Building better econometric models using cross section and panel data - Edwards, Jeffrey A. (New York, N.Y. Business Expert Press, 2014)
1. What is a statistically adequate model and why is it important? -- 2. Basic misspecifications -- 3. Misspecifications for the more advanced reader -- 4. Original specification and drawing inference from it: two related models -- 5. Basic misspecification testing and respecification: the cross-sectional case -- 6. Variance heterogeneity: the cross-sectional case -- 7. Basic misspecification testing and respecification: the panel data case -- 8. Variance heterogeneity: the panel data case -- 9. Consistent and balanced panels -- 10. Dynamic parametric heterogeneity -- Conclusion -- References -- Index
Includes bibliographical references (pages [95]-96) and index
Keywords: Econometric models