Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables - Hardback
The release of this order may delay up to 4-6 weeks due to congestion at publisher’s warehouse.
Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables - Hardback
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.
Shipping cost is based on weight. Just add products to your cart and use the Shipping Calculator to see the shipping price.
We want you to be 100% satisfied with your purchase. Items can be returned or exchanged within 30 days of delivery.