| Description |
1 online resource |
| Series |
Routledge library editions. Econometrics ; volume 13 |
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Routledge library editions. Econometrics ; volume 13.
|
| Contents |
Cover; Half Title; Title Page; Copyright Page; TABLE OF CONTENTS; ACKNOWLEDGEMENTS; PREFACE; PART 1. ""BEST"" ESTIMATION TECHNIQUES; CHAPTER 1. A DETAILED DESCRIPTION OF THE MODEL; 1.1 Accurate Specification; 1.2 Equations and Basic Assumptions; 1.3 Notation for Representing T Observations on the M Equations as a Single Equation; CHAPTER 2. ALL EXPLANATORY VARIABLES NON-STOCHASTIC, Ω KNOWN; 2.1 Implied Constraints; 2.2 The Textbook Solution for Estimating β; 2.3 An Equivalent CI Estimation and Prediction Procedure; 2.4 Conclusions |
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CHAPTER 3. ALL EXPLANATORY VARIABLES NON-STOCHASTIC, Ω UNKNOWN3.1 Asymptotic Properties of the Two-Stage Aitken Estimator; 3.2 Finite Sample Properties of the Two-Stage Aitken Estimator; 3.3 Finite Sample Properties of the Iterated Aitken (and Maximum Likelihood) Estimator; 3.4 Summary and Conclusions; CHAPTER 4. SIMULTANEOUS EQUATIONS; 4.1 Coefficient Constraints and Identification; 4.2 A Three Stage Least Squares Type Estimator, Ω Known; 4.3 Three-Stage Least Squares, Iterated Three-Stage Least Squares, and Maximum Likelihood Estimation, Ω Unknown; PART 2. EQUATION BY EQUATION ESTIMATION |
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CHAPTER 5. A SIMPLE THREE EQUATION MODEL5.1 Model Specification; 5.2 Derivation of Forecast Error Variances; 5.3 Comparison of Forecast Error Variances; 5.4 Summary and Conclusions for the Three Equation Model; CHAPTER 6. EXTENSION TO M EQUATIONS; 6.1 Introduction; 6.2 Forecast Error Variance Equations; 6.3 Case 1: Every Equation Contains the Full Set of Explanatory Variables; 6.4 Case 2: Two Equations Contain the Full Set of Explanatory Variables; the Remaining Equations Contain a Particular Subset; 6.5 Case 3: Two Equations Contain the Full Set of Explanatory Variables |
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The Remaining Equations Contain Nested Subsets6.6 Case 4: J + 1 Equations Contain the Full Set of Explanatory Variables; The Remaining Equations Contain a Particular Subset; 6.7 Case 5: J + 1 Equations Contain the Full Set of Explanatory Variables; The Remaining Equations Contain Nested Subsets; 6.8 Case 6: J + 1 Equations Containing the Full Set of Explanatory Variables in the Model; The Remaining Equations Containing Non-Nested Explanatory Variables; 6.9 Case 7: No Equation Contains Every Explanatory Variable in the Model; 6.10 Summary and Conclusions; CHAPTER 7. SUMMARY AND CONCLUSIONS |
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7.1 ""Best"" Estimation Techniques7.2 Equation by Equation Estimation; BIBLIOGRAPHY |
| Bibliography |
Includes bibliographical references |
| Notes |
Online resource; title from PDF title page (EBSCO, viewed March 20, 2018) |
| Subject |
Economics -- Mathematical models.
|
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Economic forecasting -- Mathematical models
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BUSINESS & ECONOMICS -- Economics -- General.
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BUSINESS & ECONOMICS -- Reference.
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Economic forecasting -- Mathematical models
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Economics -- Mathematical models
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| Form |
Electronic book
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| ISBN |
9781351140508 |
|
1351140507 |
|
9781351140515 |
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1351140515 |
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9781351140492 |
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1351140493 |
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9781351140522 |
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1351140523 |
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