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

Charles Stockton Roehrig (Autor)

Buch | Softcover

150 Seiten

2019
Routledge (Verlag)
978-0-8153-5053-8 (ISBN)

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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.

Charles Stockton Roehrig

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

Erscheinungsdatum	01.07.2019
Reihe/Serie	Routledge Library Editions: Econometrics
Verlagsort	New York
Sprache	englisch
Maße	156 x 234 mm
Gewicht	453 g
Themenwelt	Geschichte ► Teilgebiete der Geschichte ► Wirtschaftsgeschichte
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-8153-5053-8 / 0815350538
ISBN-13	978-0-8153-5053-8 / 9780815350538
Zustand	Neuware