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

Charles Stockton Roehrig

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Hardback

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English
Routledge
06 March 2018
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:  
Imprint:   Routledge
Country of Publication:   United States
Volume:   13
Dimensions:   Height: 234mm,  Width: 156mm, 
Weight:   453g
ISBN:   9780815350309
ISBN 10:   0815350309
Series:   Routledge Library Editions: Econometrics
Pages:   146
Publication Date:  
Audience:   College/higher education ,  Primary
Format:   Hardback
Publisher's Status:   Active

Charles Stockton Roehrig

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