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Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables

By: (Author) Charles Stockton Roehrig

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Ksh 6,100.00

Format: Paperback / Softback

ISBN-10: 0815350538

ISBN-13: 9780815350538

Series: Routledge Library Editions: Econometrics

Publisher: Taylor & Francis Inc

Imprint: Routledge

Country of Manufacture: US

Country of Publication: GB

Publication Date: Jun 25th, 2019

Print length: 150 Pages

Weight: 280 grams

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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.

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.


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