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The Linear Regression Model Under Test (Paperback, Softcover reprint of the original 1st ed. 1986)
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The Linear Regression Model Under Test (Paperback, Softcover reprint of the original 1st ed. 1986)
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This monograph grew out of joint work with various dedicated
colleagues and students at the Vienna Institute for Advanced
Studies. We would probably never have begun without the impetus of
Johann Maurer, who for some time was the spiritus rector behind the
Institute's macromodel of the Austrian economy. Manfred Deistler
provided sustained stimulation for our research through many
discussions in his econometric research seminar. Similar credits
are due to Adrian Pagan, Roberto Mariano and Garry Phillips, the
econometrics guest professors at the Institute in the 1982 - 1984
period, who through their lectures and advice have contributed
greatly to our effort. Hans SchneeweiB offered helpful comments on
an earlier version of the manuscript, and Benedikt Poetscher was
always willing to lend a helping . hand when we had trouble with
the mathematics of the tests. Needless to say that any errors are
our own. Much of the programming for the tests and for the Monte
Carlo experiments was done by Petr Havlik, Karl Kontrus and Raimund
Alt. Without their assistance, our research project would have been
impossible. Petr Havlik and Karl Kontrus in addition. read and
criticized portions of the manuscript, and were of great help in
reducing our error rate. Many of the more theoretical results in
this monograph would never have come to light without the
mathematical expertise of Werner Ploberger, who provided most of
the statistical background of the chapter on testing for structural
change . .
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