Contributions to econometric theory and application : essays in honour of A.L. Nagar

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書誌事項

Contributions to econometric theory and application : essays in honour of A.L. Nagar

R.A.L. Carter, J. Dutta, A. Ullah, editors

Springer-Verlag, c1990

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  • gw

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注記

Includes bibliographical references

内容説明・目次

巻冊次

us ISBN 9780387972855

内容説明

The purpose of this volume is to honour a pioneer in the field of econometrics, A. L. Nagar, on the occasion of his sixtieth birthday. Fourteen econometricians from six countries on four continents have contributed to this project. One of us was his teacher, some of us were his students, many of us were his colleagues, all of us are his friends. Our volume opens with a paper by L. R. Klein which discusses the meaning and role of exogenous variables in struc- tural and vector-autoregressive econometric models. Several examples from recent macroeconomic history are presented and the notion of Granger-causality is discussed. This is followed by two papers dealing with an issue of considerable relevance to developing countries, such as India; the measurement of the inequality in the distribution of income. The paper by C. T. West and H. Theil deals with the problem of measuring inequality of all components of total income vvithin a region, rather than just labour income. It applies its results to the regions of the United States. The second paper in this group, by N. Kakwani, derives the large-sample distributions of several popular inequality measures, thus providing a method for drawing large-sample inferences about the differences in inequality between regions. The techniques are applied to the regions of Cote d'Ivoire. The next group of papers is devoted to econometric theory in the context of the dynamic, simultaneous, linear equations model. The first, by P. J.

目次

Exogeniety in Economics.- Regional Inequality by Components of Income.- Large Sample Distribution of Several Inequality Measures: With Application to Cote d'Ivoire.- Restricted Reduced Forms, Forecasting and the GSLEM.- A Monte Carlo Study of Structural Estimator Distributions After Performance of Likelihood Ratio Pre-Tests.- Nonparametric-Monte-Carlo Estimates of t-Ratio Distributions in Dynamic Simultaneous Linear Equations Models.- The Exact Distribution of the PRRF Estimator - A Monte Carlo Integration Approach.- Developments in Double k-Class Estimators of Parameters in Structural Equations.- Finite Sample Econometrics: A Unified Approach.- On Resampling Inference in Econometric Models.- Estimation and Testing of Regression Coefficients in Cobb-Douglas and Other Models.- Tales of Testing Bayesians.
巻冊次

gw ISBN 9783540972853

内容説明

Written in honour of A.L.Nagar's 60th birthday, this book discusses such topics as exogeniety, finite sample econometrics and the distribution of the PRRF estimator.

目次

  • Exogeniety in economics
  • regional inequality by components of income
  • large sample distribution of several inequality measures - d'Ivoire
  • restricted reduced forms, forecasting and the GSLEM
  • a Monte Carlo study of structural estimator distributions after performance of likelihood ratio pre-tests
  • nonparametric Monte Carlo estimates of T-ratio distributions in dynamic simultaneous linear equations models
  • the exact distribution of the PRRF estimator
  • a Monte Carlo integration approach
  • developments in double K-class estimators of parameters in structural equations
  • finite sample econometrics - a unified approach
  • on resampling inference in econometric models
  • estimation and testing of regression co-efficients in Cobb-Douglas and other models
  • tales of testing Bayesians.

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