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

Business & Finance, Economics, Economic History
Cover of the book Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables by Charles Stockton Roehrig, Taylor and Francis
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Author: Charles Stockton Roehrig ISBN: 9781351140508
Publisher: Taylor and Francis Publication: March 5, 2018
Imprint: Routledge Language: English
Author: Charles Stockton Roehrig
ISBN: 9781351140508
Publisher: Taylor and Francis
Publication: March 5, 2018
Imprint: Routledge
Language: English

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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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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