Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
Language: English
Published by Taylor & Francis Ltd (Sales) Jun 2019, 2019
Series: Book 7 of 18 - Routledge Library Editions: Econometrics
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
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Neuware - 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.
Seller Inventory # 9780815350538
- Title
- Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
- Author
- Charles Stockton Roehrig
- Publisher
- Taylor & Francis Ltd (Sales) Jun 2019
- Publication year
- 2019
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 0815350538
- ISBN 13
- 9780815350538
- Item weight
- 227 grams
- Dimensions
- 231x155x8 mm
- Series
- Book 7 of 18: Routledge Library Editions: Econometrics
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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