Author: Anirudh Lal NagarPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 112
Book Description
Statistical estimation of simultaneous economic relationships
Author: A. L. NagarStatistical Estimation of Simultaneous Economic Relationships
Author: Anirudh Lal NagarPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 112
Book Description
Statistical Estimation of Linear Economic Relationships
Author: Y. P. GuptaPublisher: Gower Publishing Company, Limited
ISBN:
Category : Econometrics
Languages : en
Pages : 130
Book Description
Statistical Estimation of Simultaneous Economic Relationships
Author: Anirudh Lal Nagar (Mathematischer Statistiker, Indien)Publisher:
ISBN:
Category :
Languages : en
Pages : 96
Book Description
Statistical estimation of linear economic relationships
Author: Statistical Estimation of Simultaneous Economic Relations ...
Author: Tjalling KoopmansStatistical Estimation of silultaneous economic relationships
Author: The Statistics of Systems of Simultaneous Economic Relationships
Author: Henri TheilEconometrics
Author: P. J. DhrymesPublisher: Springer
ISBN:
Category : Business & Economics
Languages : en
Pages : 622
Book Description
Elementary aspects of multivariate analysis; Applications of multivariate analysis; Probability limits, asymptotic distributions, and properties of maximum likelihood estimators; Estimation of simultaneous equations systems; Applications of classical and simultaneous equations techniques and related problems; Alternative estimation methods: recursive systems; Maximum likelihood methods; Relations among estimators: Monte Carlo methods; Spectral analysis; Cross-spectral analysis; Approximate sampling distributions and other statistical aspects of spectral analysis; Applications of spectral analysis to simultaneous equations systems.
The Econometrics of Panel Data
Author: László MátyásPublisher: Springer Science & Business Media
ISBN: 9400903758
Category : Business & Economics
Languages : en
Pages : 564
Book Description
The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.