Download or read book Estimation of Disequilibrium Models with Autocorrelated Disturbances written by Behara Bhaskara Rao and published by . This book was released on 1987 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Theory and Applications of Disequilibrium Econometrics written by Mark Russell Upcher and published by . This book was released on 1980 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of Disequilibrium Models when the Dependent Variable is a Tobit Variable written by Jia-Yuan Lin and published by . This book was released on 1985 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation in Disequilibrium Models with Aggregation written by Richard E. Quandt and published by . This book was released on 1986 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Likelihood Estimation of Disequilibrium Models written by Richard E. Quandt and published by . This book was released on 1976 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Estimation of Disequilibrium Models with Dispersed Trading written by Christopher Martin and published by . This book was released on 1989 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation in a Disequilibrium Model and the Value of Information written by Stephen M. Goldfeld and published by . This book was released on 1974 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Problems in the Formulation and Estimation of Disequilibrium Models written by V. L. Martin and published by . This book was released on 1982 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of Disequilibrium Models Using the MGF and CF Estimators written by Kaddour Hadri and published by . This book was released on 1993 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Likelihood Simulator for Dynamic Disequilibrium Models written by Lung-fei Lee and published by . This book was released on 1994 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Specification Estimation and Analysis of Macroeconometric Models written by Ray C. Fair and published by Harvard University Press. This book was released on 1984 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.
Download or read book Journal of Econometrics written by and published by . This book was released on 1997 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Econometrics of Disequilibrium Models written by Vijay Kumar Lal Srivastava and published by Praeger. This book was released on 1990-09-25 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work is an accessible examination of the nature of various estimation methods written for those who have limited knowledge of economic theory. Some of the relatively simple methods can be implemented by using existing software packages. It reviews the Walrasian general equilibrium theory, compares the two genuine alternative frameworks for analyzing economic phenomena, and aids in establishing a necessary methodological consistency between analytical philosophy and the estimation methods in applied work on disequilibrium economics.
Download or read book The Theory and Practice of Econometrics written by George G. Judge and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Download or read book JOURNAL OF Econometrics COMPUTATION IN ECONMETRIC MODELS written by Warren T. Dent and published by . This book was released on 1980 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometrics of Structural Change written by Walter Krämer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t
Download or read book A E Res written by and published by . This book was released on 1983 with total page 730 pages. Available in PDF, EPUB and Kindle. Book excerpt:
