Structural sensitivity in econometric models
Author(s)
Bibliographic Information
Structural sensitivity in econometric models
（Wiley series in probability and mathematical statistics, . Applied probability and statistics）
J. Wiley, c1985
- est.
Available at / 33 libraries
-
Library & Science Information Center, Osaka Prefecture University
est.NDC6:331.19||||10006478148
-
No Libraries matched.
- Remove all filters.
Note
Bibliography: p. 310-313
Includes index
Description and Table of Contents
Description
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.
Table of Contents
- 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.
by "Nielsen BookData"
