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

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Charles Stockton Roehrig

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

Charles Stockton Roehrig

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English

Routledge
25 June 2019

Economic statistics; Economic history; Probability & statistics; Mathematical modelling

Series: Routledge Library Editions: Econometrics

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.

By: Charles Stockton Roehrig
Imprint: Routledge
Country of Publication: United States
Dimensions: Height: 234mm, Width: 156mm,
Weight: 453g
ISBN: 9780815350538
ISBN 10: 0815350538
Series: Routledge Library Editions: Econometrics
Pages: 150
Publication Date: 25 June 2019
Audience: College/higher education , Primary
Format: Paperback
Publisher's Status: Active

"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"

Charles Stockton Roehrig