Charles Stockton Roehrig - Böcker
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2 produkter
2 produkter
Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
Inbunden, Engelska, 2018
1 679 kr
Skickas inom 10-15 vardagar
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
Häftad, Engelska, 2019
509 kr
Skickas inom 10-15 vardagar
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.