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Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
Engelsk
Bogcover for Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables af Charles Stockton Roehrig, 9780815350538
Specifikationer
Sprog:
Engelsk
Sider:
150
ISBN-13:
9780815350538
Indbinding:
Paperback
ISBN-10:
0815350538
Udg. Dato:
25 jun 2019
Størrelse i cm:
23,4 x 15,6
Oplagsdato:
25 jun 2019
Forfatter(e):

Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables

Engelsk
Paperback 2019
Format:

Bog beskrivelse

Originally published in 1984. This book brings together a reasonably complete set of results regarding the use of Constraint Item estimation procedures under the assumption of accurate specification. The analysis covers the case of all explanatory variables being non-stochastic as well as the case of identified simultaneous equations, with error terms known and unknown. Particular emphasis is given to the derivation of criteria for choosing the Constraint Item. Part 1 looks at the best CI estimators and Part 2 examines equation by equation estimation, considering forecasting accuracy.

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Specifikationer
Sprog:
Engelsk
Sider:
150
ISBN-13:
9780815350538
Indbinding:
Paperback
ISBN-10:
0815350538
Udg. Dato:
25 jun 2019
Størrelse i cm:
23,4 x 15,6
Oplagsdato:
25 jun 2019
Forfatter(e):
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