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Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables

Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
Author: Charles Stockton Roehrig
Publisher: Routledge
Total Pages: 146
Release: 2018-03-05
Genre: Business & Economics
ISBN: 1351140515

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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.


Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables

Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
Author: Charles Stockton Roehrig
Publisher: Routledge
Total Pages: 107
Release: 2018-03-05
Genre: Business & Economics
ISBN: 1351140507

Download Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables Book in PDF, ePub and Kindle

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.


Routledge Library Editions: Econometrics

Routledge Library Editions: Econometrics
Author: Various
Publisher: Routledge
Total Pages: 5228
Release: 2019-01-15
Genre: Business & Economics
ISBN: 1351140116

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Reissuing works originally published between 1929 and 1991, this collection of 17 volumes presents a variety of considerations on Econometrics, from introductions to specific research works on particular industries. With some volumes on models for macroeconomics and international economies, this is a widely interesting set of economic texts. Input/Output methods and databases are looked at in some volumes while others look at Bayesian techniques, linear and non-linear models. This set will be of use to those in industry and business studies, geography and sociology as well as politics and economics.


Books in Series

Books in Series
Author:
Publisher:
Total Pages: 1858
Release: 1985
Genre: Monographic series
ISBN:

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Vols. for 1980- issued in three parts: Series, Authors, and Titles.


The American Economic Review

The American Economic Review
Author:
Publisher:
Total Pages: 946
Release: 1979
Genre: Economics
ISBN:

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Includes annual List of doctoral dissertations in political economy in progress in American universities and colleges; and the Hand book of the American Economic Association.


Estimation in Linear Models

Estimation in Linear Models
Author: Truman Orville Lewis
Publisher: Prentice Hall
Total Pages: 216
Release: 1971
Genre: Mathematics
ISBN:

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Books in Print Supplement

Books in Print Supplement
Author:
Publisher:
Total Pages: 1832
Release: 1985
Genre: American literature
ISBN:

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