Dynamic Simultaneous Equation Models with First Order Autoregressive Errors PDF Download
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Author: Haluk Erlat
Publisher:
ISBN:
Category :
Languages : en
Pages : 256
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Book Description
Author: Haluk Erlat
Publisher:
ISBN:
Category :
Languages : en
Pages : 256
Get Book Here
Book Description
Author: Haluk Erlat
Publisher:
ISBN:
Category :
Languages : en
Pages : 256
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Book Description
Author: Virendera K. Srivastava
Publisher: CRC Press
ISBN: 1000148939
Category : Mathematics
Languages : en
Pages : 398
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Book Description
This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.
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: Richard T. Baillie
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 22
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Book Description
Author: AgustÃn Maravall
Publisher: Springer
ISBN:
Category : Business & Economics
Languages : en
Pages : 176
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Book Description
Author: S. J. Nickell
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 44
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Book Description
Author: Vincent J. Geraci
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 342
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Book Description
Author: Jayalakshmi Krishnakumar
Publisher: Springer Science & Business Media
ISBN: 3642456472
Category : Business & Economics
Languages : en
Pages : 371
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Book Description
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: L. G. Godfrey
Publisher: Cambridge University Press
ISBN: 9780521424592
Category : Business & Economics
Languages : en
Pages : 276
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Book Description
Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.
