Aspects of econometric modelling
This thesis is concerned with some of the problems of econometric modelling with especial emphasis on the use of linear approximations, nonlinear estimation and specification tests. The motivation for this approach is given in the introductory chapter. In Chapter 2, the validity of linear approximations and their effects on estimation and hypothesis testing are discussed and a test for linearity is suggested. In respect of estimation, a new algorithm (based on variable linearisation) for...[Show more]
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