Structural sensitivity in econometric models
著者
書誌事項
Structural sensitivity in econometric models
（Wiley series in probability and mathematical statistics, . Applied probability and statistics）
J. Wiley, c1985
- est.
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注記
Bibliography: p. 310-313
Includes index
内容説明・目次
内容説明
This reference assesses the value of linear dynamic system analysis for understanding how complex econometric models work. Emphasizing methodology in the context of a medium-sized econometric model, the Michigan Quarterly Econometric Model of the U.S., it examines various analytical techniques, including systematic assessment of parameter sensitivity, sorting-out procedures, and some properties of the MQEM. The book augments the standard "black box" approach to analyzing economic model structure with more powerful concepts.
目次
- Essentials of Model Structure
- Procedures for Model Understanding
- Some Properties of the MQEM
- Preliminary Complete Model Dynamics
- Multiplier and Parameter Perturbations in the MQEM
- Reduced Models and the MQEM
- Bibliography
- Index.
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