Author : Charles Stockton Roehrig
Publisher : Routledge
ISBN 13 : 1351140515
Total Pages : 146 pages
Book Rating : 4.3/5 (511 download)
Book Synopsis Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables by : Charles Stockton Roehrig
Download or read book Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables written by Charles Stockton Roehrig and published by Routledge. This book was released on 2018-03-05 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.