Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables: 1st Edition (Paperback) book cover

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

1st Edition

By Charles Stockton Roehrig


146 pages

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Paperback: 9780815350538
pub: 2019-07-01
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Hardback: 9780815350309
pub: 2018-03-06
eBook (VitalSource) : 9781351140522
pub: 2018-03-05
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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.

Table of Contents

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

About the Series

Routledge Library Editions: Econometrics

Reissuing works originally published between 1929 and 1991, this collection of 17 volumes presents a variety of considerations on Econometrics, from introductions to specific research works on particular industries. With some volumes on models for macroeconomics and international economies, this is a widely interesting set of economic texts. Input/Output methods and databases are looked at in some volumes while others look at Bayesian techniques, linear and non-linear models. This set will be of use to those in industry and business studies, geography and sociology as well as politics and economics.

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Subject Categories

BISAC Subject Codes/Headings:
BUSINESS & ECONOMICS / Economic History
BUSINESS & ECONOMICS / Economics / General