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