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This volume presents an analysis of the estimation of distributed lag models. It covers the algebraic structure of lag operators and examines the estimation of problems connected with finite and infinite lag structures, under a variety of assumptions pertaining to the error process. This revised edition emphasizes the potential applications of distributed lags, discussing the polynomial lag hypothesis and its relation to restricted least squares. Also, the test for autocorrelation of the error structure, when the model specification contains a lagged endogenous variable, is examined. The material is suitable for second-year graduate students in economics, and for undergraduates in statistics, mathematics, operations research, econometrics and electrical engineering, providing they have a background in calculus, linear algebra and mathematical statistics.
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Distributed Lags: Problems of Estimation and Formulation (Advanced Textbooks in Economics)
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Elsevier Science Ltd, 1981
ISBN 10: 0444860134
ISBN 13: 9780444860132
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Hardcover. Condizione: Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0444860134I3N01
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Distributed Lags: Problems of Estimation and Formulation
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North-Holland, Amsterdam, Netherlands, 1981
ISBN 10: 0444860134
ISBN 13: 9780444860132
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Hard cover. 2nd Rev ed. 480 p. Contributions to Economic Analysis. Audience: General/trade. This volume presents an analysis of the estimation of distributed lag models. It covers the algebraic structure of lag operators and examines the estimation of problems connected with finite and infinite lag structures, under a variety of assumptions pertaining to the error process. This revised edition emphasizes the potential applications of distributed lags, discussing the polynomial lag hypothesis and its relation to restricted least squares. Also, the test for autocorrelation of the error structure, when the model specification contains a lagged endogenous variable, is examined. The material is suitable for second-year graduate students in economics, and for undergraduates in statistics, mathematics, operations research, econometrics and electrical engineering, providing they have a background in calculus, linear algebra and mathematical statistics. Very good. light shelfwear, previous owner name on first page, Codice articolo Alibris.0028137
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Distributed Lags: Problems of Estimation and Formulation (Advanced Textbooks in Economics)
Editore:
Elsevier Science Ltd, 1981
ISBN 10: 0444860134
ISBN 13: 9780444860132
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Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-J-005-02189
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Distributed Lags: Problems of Estimation and Formulation Advanced Textbooks in Economics
Editore:
Elsevier Science Ltd, 1981
ISBN 10: 0444860134
ISBN 13: 9780444860132
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gebundene Ausgabe. Condizione: Gut. 470 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 780. Codice articolo 2229970
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Distributed Lags: Problems of Estimation and Formulation (Advanced Textbooks in Economics)
Editore:
Elsevier Science Ltd, 1981
ISBN 10: 0444860134
ISBN 13: 9780444860132
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hardcover. Condizione: Good. Good. Dust Jacket NOT present. CD WILL BE MISSING. . SHIPS FROM MULTIPLE LOCATIONS. book. Codice articolo ERICA82904448601344
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Distributed Lags: Problems of Estimation and Formulation (Advanced Textbooks in Economics)
Editore:
Elsevier Science Ltd, 1981
ISBN 10: 0444860134
ISBN 13: 9780444860132
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 480 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar. Codice articolo 38463824/202
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