identification dynamic shock error models (15 risultati)

Soft cover. Condizione: Very Good. pp.viii, 158 pages, paperback, a very good copy of a book in the series 'Lecture Notes in Economics and Mathematical Systems' [3540091122 and 0387091122].

VG, unmarked 6 1/2" x 8 1/2" Paperback; title page foxed. viii + 158 pp.

Paperback. Condizione: Gut. 158 p.: with numerous figures, Good condition. Library copy with usual marks. Sprache: Englisch Gewicht in Gramm: 385.

Paperback. Condizione: Very Good. Series: Lecture Notes in Economics and Mathematical Systems viii 158p large format paperback, grey card cover, author compliments inserted, very good indeed, first edition Language: English.

Condizione: New. In.

Condizione: New. pp. 172.

PF. Condizione: New.

Paperback. Condizione: Brand New. 172 pages. 9.61x6.69x0.39 inches. In Stock.

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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre 11 lation. in the variables) could have on the state of identification of the model. It became apparent that identification of error-in-variables models was less of a problem when some dynamic features were present, and that the cathegory of 'pre determined variables' was meaningless, since lagged endogenous and truly exogenous variables had very different identification properties. Also, for'the models I was considering, both necessary and sufficient conditions for identification could be expressed as simple counting rules, trivial to compute. These results seemed somewhat striking in the context of traditional econometrics literature, and p- vided the original motivation for this monograph. The monograph, therefore, atempts to analyze econometric identification of models when the variables are measured with error and when dynamic features are present. In trying to generalize the examples I was considering, although the final results had very simple expressions, the process of formally proving them became cumbersome and lengthy (in particular for the 'sufficiency' part of the proofs). Possibly this was also due to a lack of more high-powered analytical tools and/or more elegant derivations, for which I feel an apology coul be appropiate. With some minor modifications, this monograph is a Ph. D. dissertation presented to the Department of Economics of the University of Wisconsin, Madison. Thanks are due to. Dennis J. Aigner and Arthur S.

Taschenbuch. Condizione: Neu. Identification in Dynamic Shock-Error Models | A. Maravall | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | viii | Englisch | 1979 | Springer | EAN 9783540091127 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Condizione: New. Print on Demand pp. 172 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre 11 lation. in the variables) could have on the state of identification of the model. It became apparent that identification of error-in-variables models was less of a problem when some dynamic features were present, and that the cathegory of 'pre determined variables' was meaningless, since lagged endogenous and truly exogenous variables had very different identification properties. Also, for'the models I was considering, both necessary and sufficient conditions for identification could be expressed as simple counting rules, trivial to compute. These results seemed somewhat striking in the context of traditional econometrics literature, and p- vided the original motivation for this monograph. The monograph, therefore, atempts to analyze econometric identification of models when the variables are measured with error and when dynamic features are present. In trying to generalize the examples I was considering, although the final results had very simple expressions, the process of formally proving them became cumbersome and lengthy (in particular for the 'sufficiency' part of the proofs). Possibly this was also due to a lack of more high-powered analytical tools and/or more elegant derivations, for which I feel an apology coul be appropiate. With some minor modifications, this monograph is a Ph. D. dissertation presented to the Department of Economics of the University of Wisconsin, Madison. Thanks are due to. Dennis J. Aigner and Arthur S. 172 pp. Englisch.

Condizione: New. PRINT ON DEMAND pp. 172.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre 11 lation. in the variables) could have on the state of identification of the model. It became apparent that identification of error-in-variables models was less of a problem when some dynamic features were present, and that the cathegory of 'pre determined variables' was meaningless, since lagged endogenous and truly exogenous variables had very different identification properties. Also, for'the models I was considering, both necessary and sufficient conditions for identification could be expressed as simple counting rules, trivial to compute. These results seemed somewhat striking in the context of traditional econometrics literature, and p- vided the original motivation for this monograph. The monograph, therefore, atempts to analyze econometric identification of models when the variables are measured with error and when dynamic features are present. In trying to generalize the examples I was considering, although the final results had very simple expressions, the process of formally proving them became cumbersome and lengthy (in particular for the 'sufficiency' part of the proofs). Possibly this was also due to a lack of more high-powered analytical tools and/or more elegant derivations, for which I feel an apology coul be appropiate. With some minor modifications, this monograph is a Ph. D. dissertation presented to the Department of Economics of the University of Wisconsin, Madison. Thanks are due to. Dennis J. Aigner and Arthur S.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 172 pp. Englisch.