Kuh Structural Sensitivity In ∗econometric∗ Models (Wiley Series in Probability and Statistics – Applied Probability and Statistics Section) - Softcover

KUH, E

Softcover

ISBN 10: 0471819301 ISBN 13: 9780471819301

Publisher: Wiley–Blackwell, 1985

Synopsis

This reference assesses the value of linear dynamic system analysis for understanding how complex econometric models work. Emphasizing methodology in the context of a medium-sized econometric model, the Michigan Quarterly Econometric Model of the U.S., it examines various analytical techniques, including systematic assessment of parameter sensitivity, sorting-out procedures, and some properties of the MQEM. The book augments the standard "black box" approach to analyzing economic model structure with more powerful concepts.

Edition details

• Publisher: Wiley–Blackwell
• Publication date: 1985
• Language: English
• ISBN 10: 0471819301
• ISBN 13: 9780471819301
• Binding: Paperback
• Number of pages: 324