1st Edition
Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables
By Charles Stockton Roehrig
Copyright 1984
150 Pages
by
Routledge
150 Pages
by
Routledge
150 Pages
by
Routledge
Also available as eBook on:
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... Read more
Preface Part 1: "Best" Estimation Techniques 1. A Detailed Description of the Model 2. All Explanatory Variables Non-Stochastic, Ω Known 3. All Explanatory Variables Non-Stochastic, Ω Unknown 4. Simultaneous Equations Part 2: Equation by Equation Estimation 5. A Simple Three Equation Model 6. Extension to M Equations 7. Summary and Conclusions
Biography
Charles Stockton Roehrig
