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Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables [Pehme köide]

  • Formaat: Paperback / softback, 150 pages, kõrgus x laius: 234x156 mm, kaal: 280 g
  • Sari: Routledge Library Editions: Econometrics
  • Ilmumisaeg: 25-Jun-2019
  • Kirjastus: Routledge
  • ISBN-10: 0815350538
  • ISBN-13: 9780815350538
Teised raamatud teemal:
Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous VariablesSuurem pilt
  • Formaat: Paperback / softback, 150 pages, kõrgus x laius: 234x156 mm, kaal: 280 g
  • Sari: Routledge Library Editions: Econometrics
  • Ilmumisaeg: 25-Jun-2019
  • Kirjastus: Routledge
  • ISBN-10: 0815350538
  • ISBN-13: 9780815350538
Teised raamatud teemal:
Püsilink: https://www.kriso.ee/db/9780815350538.html

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.

Preface Part 1: "Best" Estimation Techniques
1. A Detailed Description of the Model
2. All Explanatory Variables Non-Stochastic, O Known
3. All Explanatory Variables Non-Stochastic, O Unknown
4. Simultaneous Equations Part 2: Equation by Equation Estimation
5. A Simple Three Equation Model
6. Extension to M Equations
7. Summary and Conclusions

Charles Stockton Roehrig