Consistent Estimation of Scaled Coefficients (Classic Reprint)

Language: English

Published by Forgotten Books, 2018

1334538182 / 9781334538186

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Print on Demand. This book presents a detailed analysis of the estimation of coefficients in single index models, where the function relating the dependent and independent variables is misspecified or unknown. The author demonstrates a consistent estimator for scaled coefficients that can be obtained by employing linear instrumental variables regression, where the instruments are appropriately defined score vectors of the marginal distribution of independent variables. The book explores the implications of the proposed method for various econometric models, including limited dependent variable models and models involving transformed dependent variables. It discusses the construction and implementation of the instrumental variables, and establishes their asymptotic distribution, facilitating statistical inference and hypothesis testing. By providing a solid theoretical foundation and practical guidance, this book contributes to the understanding of coefficient estimation in econometric models with misspecified or unknown functional forms. It is a valuable resource for researchers, practitioners, and students interested in econometrics, statistics, and the analysis of economic and social data. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book.…

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Title
Consistent Estimation of Scaled Coefficients (Classic Reprint)
Author
Thomas M. Stoker
Publisher
Forgotten Books
Publication year
2018
Condition
New
Book Type
print-on-demand item
Binding
Paperback
Language
English
ISBN 10
1334538182
ISBN 13
9781334538186
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Forgotten Books

London, United Kingdom

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Forgotten Books’ Classic Reprint Series utilizes the latest technology to regenerate facsimiles of historically important writings. Careful attention has been made to accurately preserve the original format of each page whilst digitally enhancing the quality of the aged text.

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