A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errors PDF Download
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Author: Phoebus J. Dhrymes
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 76
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Book Description
Author: Phoebus J. Dhrymes
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 76
Get Book Here
Book Description
Author: Phoebus J. Dhrymes
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 76
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Book Description
Author: Thomas B. Fomby
Publisher: Springer Science & Business Media
ISBN: 1441987460
Category : Business & Economics
Languages : en
Pages : 637
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Book Description
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.
Author: Phoebus J. Dhrymes
Publisher:
ISBN:
Category :
Languages : en
Pages : 24
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Book Description
Author: Phoebus J. Dhrymes
Publisher:
ISBN:
Category :
Languages : en
Pages : 54
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Author: Marius Amba
Publisher:
ISBN:
Category :
Languages : en
Pages : 42
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Book Description
This paper develops estimators for simultaneous equations with spatial autoregressive or spatial moving average error components. We derive a limited information estimator and a full information estimator. We give the generalized method of moments to get each coefficient of the spatial dependence of each equation in spatial autoregressive case as well as spatial moving average case. The results of our Monte Carlo suggest that our estimators are consistent. When we estimate the coefficient of spatial dependence it seems better to use instrumental variables estimator that takes into account simultaneity. We also apply these set of estimators on real data.
Author: J. Christopher Westland
Publisher: Springer
ISBN: 3319165070
Category : Technology & Engineering
Languages : en
Pages : 184
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Book Description
This compact reference surveys the full range of available structural equation modeling (SEM) methodologies. It reviews applications in a broad range of disciplines, particularly in the social sciences where many key concepts are not directly observable. This is the first book to present SEM’s development in its proper historical context–essential to understanding the application, strengths and weaknesses of each particular method. This book also surveys the emerging path and network approaches that complement and enhance SEM, and that will grow importance in the near future. SEM’s ability to accommodate unobservable theory constructs through latent variables is of significant importance to social scientists. Latent variable theory and application are comprehensively explained and methods are presented for extending their power, including guidelines for data preparation, sample size calculation and the special treatment of Likert scale data. Tables of software, methodologies and fit statistics provide a concise reference for any research program, helping assure that its conclusions are defensible and publishable.
Author: H. Wold
Publisher: Elsevier
ISBN: 148329630X
Category : Mathematics
Languages : en
Pages : 351
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Book Description
The Fix-Point Approach to Interdependent Systems
Author: Tomson Ogwang
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Book Description
Author: Michael D. Intriligator
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 668
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Book Description
