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

      DOI link for Estimation of M-Equation Linear Models Subject to a Constraint on the Endogenous Variables

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

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

      DOI link for Estimation of M-Equation Linear Models Subject to a Constraint on the Endogenous Variables

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

      ByCharles Stockton Roehrig
      Edition 1st Edition
      First Published 1984
      eBook Published 7 March 2018
      Pub. Location London
      Imprint Routledge
      DOI https://doi.org/10.4324/9781351140522
      Pages 150
      eBook ISBN 9781351140522
      Subjects Economics, Finance, Business & Industry, Mathematics & Statistics
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      Roehrig, C.S. (1984). Estimation of M-Equation Linear Models Subject to a Constraint on the Endogenous Variables (1st ed.). Routledge. https://doi.org/10.4324/9781351140522

      ABSTRACT

      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

      part 1|36 pages

      “Best” Estimation Techniques

      chapter 1|6 pages

      A Detailed Description Of The Model

      chapter 2|29 pages

      All Explanatory Variables Non-Stochastic, Ω Known

      chapter 3|25 pages

      All Explanatory Variables Non-Stochastic, Ω Unknown

      chapter 4|10 pages

      Simultaneous Equations

      part 2|30 pages

      Equation By Equation Estimation

      chapter 5|29 pages

      A Detailed Description Of The Model

      chapter 6|22 pages

      Extension To M Equations

      chapter 7|7 pages

      Summary and Conclusions

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