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Books > History > History of specific subjects > Economic history

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Estimation of M-Equation Linear Models Subject to a Constraint on the Endogenous Variables (Paperback) Loot Price: R1,081

Discovery Miles 10 810

Repayment Terms: R101 pm x 12*

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Estimation of M-Equation Linear Models Subject to a Constraint on the Endogenous Variables (Paperback): Charles Stockton Roehrig

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

Charles Stockton Roehrig

Series: Routledge Library Editions: Econometrics

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Loot Price R1,081 Discovery Miles 10 810 | Repayment Terms: R101 pm x 12*

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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.

General

Imprint:	Crc Press
Country of origin:	United States
Series:	Routledge Library Editions: Econometrics
Release date:	June 2019
First published:	1984
Authors:	Charles Stockton Roehrig
Dimensions:	234 x 156mm (L x W)
Format:	Paperback
Pages:	146
ISBN-13:	978-0-8153-5053-8
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Humanities > History > History of specific subjects > Economic history Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Books > History > History of specific subjects > Economic history Promotions
LSN:	0-8153-5053-8
Barcode:	9780815350538