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Measurement Error In A Dynamic Simultaneous Equations Model Without Stationary Disturbances
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Author :Stanford University. Institute for Mathematical Studies in the Social Sciences Publisher : ISBN 13 : Total Pages :37 pages Book Rating :4.:/5 (123 download)
Book Synopsis Measurement Error in a Dynamic Simultaneous Equations Model Without Stationary Disturbances by : Stanford University. Institute for Mathematical Studies in the Social Sciences
Download or read book Measurement Error in a Dynamic Simultaneous Equations Model Without Stationary Disturbances written by Stanford University. Institute for Mathematical Studies in the Social Sciences and published by . This book was released on 1978 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Cheng Hisiao Publisher :Institute for Quantitative Analysis of Social and Economic Policy, University of Toronto ISBN 13 : Total Pages :20 pages Book Rating :4.:/5 (639 download)
Book Synopsis Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances by : Cheng Hisiao
Download or read book Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances written by Cheng Hisiao and published by Institute for Quantitative Analysis of Social and Economic Policy, University of Toronto. This book was released on 1979 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Efficient Estimation of a Dynamic Error-Shock Model by : P. M. Robinson
Download or read book Efficient Estimation of a Dynamic Error-Shock Model written by P. M. Robinson and published by . This book was released on 1976 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper is concerned with the estimation of the parameters in a dynamic simultaneous equation model with stationary disturbances under the assumption that the variables are subject to random measurement errors. The conditions under which the parameters are identified are stated. An asymptotically efficient frequency-domain class of instrumental variables estimators is suggested. The procedure consists of two basic steps. The first step transforms the model in such a way that the observed exogenous variables are asymptotically orthogonal to the residual terms. The second step involves an iterative procedure like that of Robinson [13]
Book Synopsis Identification in Dynamic Shock-Error Models by : A. Maravall
Download or read book Identification in Dynamic Shock-Error Models written by A. Maravall and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre 11 lation. in the variables) could have on the state of identification of the model. It became apparent that identification of error-in-variables models was less of a problem when some dynamic features were present, and that the cathegory of "pre determined variables" was meaningless, since lagged endogenous and truly exogenous variables had very different identification properties. Also, for'the models I was considering, both necessary and sufficient conditions for identification could be expressed as simple counting rules, trivial to compute. These results seemed somewhat striking in the context of traditional econometrics literature, and p- vided the original motivation for this monograph. The monograph, therefore, atempts to analyze econometric identification of models when the variables are measured with error and when dynamic features are present. In trying to generalize the examples I was considering, although the final results had very simple expressions, the process of formally proving them became cumbersome and lengthy (in particular for the "sufficiency" part of the proofs). Possibly this was also due to a lack of more high-powered analytical tools and/or more elegant derivations, for which I feel an apology coul be appropiate. With some minor modifications, this monograph is a Ph. D. dissertation presented to the Department of Economics of the University of Wisconsin, Madison. Thanks are due to. Dennis J. Aigner and Arthur S.
Book Synopsis Incomplete Resource Allocation Mechanisms by : Peter J. Hammond
Download or read book Incomplete Resource Allocation Mechanisms written by Peter J. Hammond and published by . This book was released on 1981 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Advanced Econometric Methods by : Thomas B. Fomby
Download or read book Advanced Econometric Methods written by Thomas B. Fomby and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
Book Synopsis Handbook of Econometrics by : Zvi Griliches
Download or read book Handbook of Econometrics written by Zvi Griliches and published by Elsevier. This book was released on 1983 with total page 804 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Book Synopsis Simultaneous Equation Models with Measurement Error by : Vincent J. Geraci
Download or read book Simultaneous Equation Models with Measurement Error written by Vincent J. Geraci and published by . This book was released on 1974 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Econometrics of Panel Data by : László Mátyás
Download or read book The Econometrics of Panel Data written by László Mátyás and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.
Book Synopsis Measurement Error in Nonlinear Models by : Raymond J. Carroll
Download or read book Measurement Error in Nonlinear Models written by Raymond J. Carroll and published by CRC Press. This book was released on 2006-06-21 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: It's been over a decade since the first edition of Measurement Error in Nonlinear Models splashed onto the scene, and research in the field has certainly not cooled in the interim. In fact, quite the opposite has occurred. As a result, Measurement Error in Nonlinear Models: A Modern Perspective, Second Edition has been revamped and ex
Book Synopsis Handbook of Statistical Modeling for the Social and Behavioral Sciences by : G. Arminger
Download or read book Handbook of Statistical Modeling for the Social and Behavioral Sciences written by G. Arminger and published by Springer Science & Business Media. This book was released on 1995 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contributors thoroughly survey the most important statistical models used in empirical reserch in the social and behavioral sciences. Following a common format, each chapter introduces a model, illustrates the types of problems and data for which the model is best used, provides numerous examples that draw upon familiar models or procedures, and includes material on software that can be used to estimate the models studied. This handbook will aid researchers, methodologists, graduate students, and statisticians to understand and resolve common modeling problems.
Book Synopsis Diagonality of Cost Allocation Prices by : Leonard J. Mirman
Download or read book Diagonality of Cost Allocation Prices written by Leonard J. Mirman and published by . This book was released on 1983 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Constrained Excess Demand Functions by : Heraklis M. Polemarchakis
Download or read book Constrained Excess Demand Functions written by Heraklis M. Polemarchakis and published by . This book was released on 1978 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Theory and Practice of Econometrics by : George G. Judge
Download or read book The Theory and Practice of Econometrics written by George G. Judge and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Download or read book Econometrics written by John Eatwell and published by Springer. This book was released on 1990-02-23 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on econometrics.
Book Synopsis Two Representations of Information Structures and Their Comparisons by : J. R. Green
Download or read book Two Representations of Information Structures and Their Comparisons written by J. R. Green and published by . This book was released on 1978 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Econometrics written by and published by . This book was released on 1989 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt:
