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

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Gebonden, 146 blz. | Engels
Taylor & Francis | 1e druk, 2018
ISBN13: 9780815350309
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Taylor & Francis 1e druk, 2018 9780815350309
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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.

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ISBN13:9780815350309
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:146
Druk:1

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€ 151,71
Levertijd ongeveer 11 werkdagen
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        Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables