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

by Charles Stockton Roehrig
Save 35% Save 35%
Current price ₹2,988.00
Original price ₹4,596.00
Original price ₹4,596.00
Original price ₹4,596.00
(-35%)
₹2,988.00
Current price ₹2,988.00

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Book cover type: Paperback
  • ISBN13: 9780815350538
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Routledge
  • Publisher Imprint: Routledge
  • Publication Date:
  • Pages: 150
  • Original Price: GBP 35.99
  • Language: English
  • Edition: N/A
  • Item Weight: 227 grams
  • BISAC Subject(s): Economic History

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.

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