Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
Published on 5. March 2018
150 pages
978-1-351-14051-5 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
File size
8,47 MB
ISBN-13
978-1-351-14051-5 (9781351140515)
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Schweitzer Classification
Other editions
Additional editions
Charles Stockton Roehrig
Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
Book
06/2019
1st Edition
Routledge
€62.08
Shipment within 15-20 days
Charles Stockton Roehrig
Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
Book
03/2018
1st Edition
Routledge
€163.42
Shipment within 15-20 days
Content
Preface Part 1: "Best" Estimation Techniques 1. A Detailed Description of the Model 2. All Explanatory Variables Non-Stochastic, ? Known 3. All Explanatory Variables Non-Stochastic, ? Unknown 4. Simultaneous Equations Part 2: Equation by Equation Estimation 5. A Simple Three Equation Model 6. Extension to M Equations 7. Summary and Conclusions
