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商品詳細
Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables.
・ISBN 978-0-8153-5030-9 hard GB£ 124.99
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| 著者・編者 | Roehrig, Charles Stockton, |
|---|---|
| シリーズ | (Routledge Library Editions: Econometrics) |
| 出版社 | (Routledge, US) |
| 出版年月 | 2018 |
| ページ数 | 146 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A00-93103＞ |
解説
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.