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

ISBN-13: 9780815350538 / Angielski / Miękka / 2019 / 146 str.

Charles Stockton Roehrig

Opis

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.

Spis treści

Preface Part 1: "Best" Estimation Techniques 1. A Detailed Description of the Model 2. All Explanatory Variables Non-Stochastic, Ω Known 3. All Explanatory Variables Non-Stochastic, Ω 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

O autorze

Charles Stockton Roehrig