Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Uncertain Structural Specification And Reduced Form Estimation full books in PDF, epub, and Kindle. Read online Uncertain Structural Specification And Reduced Form Estimation ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Esfandiar Maasoumi
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (833 download)
Download or read book Uncertain Structural Specification and Reduced Form Estimation written by Esfandiar Maasoumi and published by . This book was released on 1977 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jin-Ho Jeong
Publisher :
ISBN 13 :
Total Pages : 740 pages
Book Rating : 4.:/5 (137 download)
Download or read book Lower Risk Reduced Form Estimation and Forecasting Based on Finite Observations and Uncertain Structural Specifications in a Linear Simultaneous Equation Model written by Jin-Ho Jeong and published by . This book was released on 1985 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)
Download or read book Uncertain Structural Specification and a Generalized Quasi-ML Estimator for the Reduced Forms written by and published by . This book was released on 1977 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : E. Maasoumi
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (16 download)
Download or read book Uncertain Structural Specification and a Generalised Quasiml Estimator for the Reduced Forms written by E. Maasoumi and published by . This book was released on 1977 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Esfandiar Maasoumi
Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (63 download)
Download or read book Uncertain Structural Specification and a Generalized Quasi-ML Estimator for the Reduced Forms written by Esfandiar Maasoumi and published by . This book was released on 1977 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : I.B. MacNeill
Publisher : Springer Science & Business Media
ISBN 13 : 9400947909
Total Pages : 406 pages
Book Rating : 4.4/5 (9 download)
Download or read book Time Series and Econometric Modelling written by I.B. MacNeill and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from "camera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.
Author : Zvi Griliches
Publisher : Elsevier
ISBN 13 : 9780444861856
Total Pages : 804 pages
Book Rating : 4.8/5 (618 download)
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.
Author : Garry D. A. Phillips
Publisher : Cambridge University Press
ISBN 13 : 113946311X
Total Pages : 368 pages
Book Rating : 4.1/5 (394 download)
Download or read book The Refinement of Econometric Estimation and Test Procedures written by Garry D. A. Phillips and published by Cambridge University Press. This book was released on 2007-02-01 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.
Author : Donald T. Sant
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (293 download)
Download or read book Deriving Estimates of Structural Parameters from Estimates of Reduced Form Parameters written by Donald T. Sant and published by . This book was released on 1975 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : E.J. Visser
Publisher : Springer Science & Business Media
ISBN 13 : 9400997078
Total Pages : 653 pages
Book Rating : 4.4/5 (9 download)
Download or read book Transport decisions in an age of uncertainty written by E.J. Visser and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the 3rd World Conference on Transport Research, Rotterdam, The Netherlands, April 1977
Author : George F. Brown (Jr.)
Publisher :
ISBN 13 :
Total Pages : 223 pages
Book Rating : 4.:/5 (227 download)
Download or read book Structural Estimation by K-Class Methods and Reduced Form Forecasting written by George F. Brown (Jr.) and published by . This book was released on 1972 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: Models involving a system of simultaneous linear equations have been employed in a wide variety of research efforts; their uses in economics range from the studies of particular markets to the study of entire national economies. One important reason for constructing and estimating such models is forecasting. Estimators within the k-class, including ordinary least squares, and limited information maximum likelihood, are frequently employed to obtain estimates of the structural parameters. (Author).
Author : John Chipman
Publisher : Routledge
ISBN 13 : 1134340451
Total Pages : 409 pages
Book Rating : 4.1/5 (343 download)
Download or read book Advanced Econometric Theory written by John Chipman and published by Routledge. This book was released on 2013-03-01 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. Despite the frequent complexity of the subject matter, Chipman's clear explanations, concise prose and sharp analysis make this book stand out from others in the field. With mathematical rigor sharpened by a lifetime of econometric analysis, this significant volume is sure to become a seminal and indispensable text in this area.
Author : Raymond Peter Byron
Publisher :
ISBN 13 : 9780909541699
Total Pages : 44 pages
Book Rating : 4.5/5 (416 download)
Download or read book Structural Estimation with a Pre-tested Reduced Form written by Raymond Peter Byron and published by . This book was released on 1978 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eugene Choo
Publisher : Emerald Group Publishing
ISBN 13 : 1783500530
Total Pages : 447 pages
Book Rating : 4.7/5 (835 download)
Download or read book Structural Econometric Models written by Eugene Choo and published by Emerald Group Publishing. This book was released on 2013-12-18 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume focuses on recent developments in the use of structural econometric models in empirical economics. The first part looks at recent developments in the estimation of dynamic discrete choice models. The second part looks at recent advances in the area empirical matching models.
Author : Jonathan J. Adams
Publisher : International Monetary Fund
ISBN 13 :
Total Pages : 78 pages
Book Rating : 4.4/5 (2 download)
Download or read book Identifying News Shocks from Forecasts written by Jonathan J. Adams and published by International Monetary Fund. This book was released on 2023-09-29 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt: We propose a method to identify the anticipated components of macroeconomic shocks in a structural VAR. We include empirical forecasts about each time series in the VAR. This introduces enough linear restrictions to identify each structural shock and to further decompose each one into “news” and “surprise” shocks. We estimate a VAR on US time series using forecast data from the SPF, CBO, Federal Reserve, and asset prices. Unanticipated fiscal stimulus and interest rate shocks we identify have typical effects that match existing evidence. In our news-surprise decomposition, we find that news drives around one quarter of US business cycle volatility. News explains a larger share of the variance due to fiscal shocks than for monetary policy shocks. Finally, we use the news structure of the shocks to estimate counterfactual policy rules, and compare the ability of fiscal and monetary policy to moderate output and inflation. We find that coordinated fiscal and monetary policy are substantially more effective than either tool is individually.
Author : Jayalakshmi Krishnakumar
Publisher : Springer Science & Business Media
ISBN 13 : 3642456472
Total Pages : 371 pages
Book Rating : 4.6/5 (424 download)
Download or read book Estimation of Simultaneous Equation Models with Error Components Structure written by Jayalakshmi Krishnakumar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economists can rarely perform controlled experiments to generate data. Existing information in the form of real-life observations simply has to be utilized in the best possible way. Given this, it is advantageous to make use of the increasing availability and accessibility of combinations of time-series and cross-sectional data in the estimation of economic models. But such data call for a new methodology of estimation and hence for the development of new econometric models. This book proposes one such new model which introduces error components in a system of simultaneous equations to take into account the temporal and cross-sectional heterogeneity of panel data. After a substantial survey of panel data models, the newly proposed model is presented in detail and indirect estimations, full information and limited information estimations, and estimations with and without the assumption of normal distribution errors. These estimation methods are then applied using a computer to estimate a model of residential electricity demand using data on American households. The results are analysed both from an economic and from a statistical point of view.
Author :
Publisher :
ISBN 13 :
Total Pages : 578 pages
Book Rating : 4.E/5 ( download)
Download or read book Discussion Paper written by and published by . This book was released on 1973 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt:
