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Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables: Routledge Library Editions: Econometrics

Autor Charles Stockton Roehrig
en Limba Engleză Hardback – 6 mar 2018
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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Specificații

ISBN-13: 9780815350309
ISBN-10: 0815350309
Pagini: 150
Dimensiuni: 156 x 234 x 16 mm
Greutate: 0.45 kg
Ediția:1
Editura: Taylor & Francis
Colecția Routledge
Seria Routledge Library Editions: Econometrics

Locul publicării:Oxford, United Kingdom

Public țintă

Postgraduate

Cuprins

Preface Part 1: "Best" Estimation Techniques 1. A Detailed Description of the Model 2. All Explanatory Variables Non-Stochastic, Ω Known 3. All Explanatory Variables Non-Stochastic, Ω 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

Descriere

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.