Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables (Routledge Library Editions: Econometrics #13)
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- Synopsis
- 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.
- Copyright:
- 1984
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 146 Pages
- ISBN-13:
- 9781351140508
- Related ISBNs:
- 9780815350538, 9780815350309, 9781351140522
- Publisher:
- Taylor and Francis
- Date of Addition:
- 08/11/20
- Copyrighted By:
- Charles Stockton Roehrig
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- History, Nonfiction, Business and Finance
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.