CURRENTLY SOLD OUT

Identification in Dynamic Shock-Error Models by A. Maravall (Paperback, 1979)

About this product

Product Information

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.

Product Identifiers

Publisher
Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
ISBN-13
9783540091127
eBay Product ID (ePID)
117455152

Product Key Features

Author
A. Maravall
Publication Name
Identification in Dynamic Shock-Error Models
Format
Paperback
Language
English
Subject
Economics, Government, Mathematics
Publication Year
1979
Type
Textbook
Number of Pages
160 Pages

Dimensions

Item Height
244mm
Item Width
170mm
Volume
165
Item Weight
309g

Additional Product Features

Title_Author
A. Maravall
Series Title
Lecture Notes in Economics and Mathematical Systems
Country/Region of Manufacture
Germany

Best Selling in Adult Learning & University

See all

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Best Selling in Adult Learning & University

Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)
5.0 out of 5 stars based on 12 product ratings
AU $182.95 New
AU $79.95 Used
Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)
4.9 out of 5 stars based on 157 product ratings
AU $31.98 New
AU $31.50 Used
The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)
4.8 out of 5 stars based on 88 product ratings
AU $19.95 New
AU $13.00 Used
In-Basket Case Studies by Guy Adamson (Paperback, 1986)
No ratings or reviews yet.
AU $19.99 New
---- Used
Empire of the Summer Moon: Quanah Parker and the Rise and Fall of the Comanches, the Most Powerful Indian Tribe in American History by S.C. Gwynne (Paperback, 2011)
5.0 out of 5 stars based on 1 product rating
AU $31.33 New
---- Used
Botanical Field Guide by Stefan Mager (Fold-out book or chart, 2021)
4.5 out of 5 stars based on 4 product ratings
AU $15.00 New
---- Used
A guide to the Project Management Body of Knowledge (PMBOK guide) and the Standard for project management by Project Management Institute (Paperback, 2021)
No ratings or reviews yet.
AU $45.09 New
---- Used

Save on Adult Learning & University

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Save on Adult Learning & University

Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by A
AU $19.95
Trending at AU $20.74
Netter Atlas of Human Anatomy: Classic Regional Approach
AU $113.94
Trending at AU $122.65
Havard's Nursing Guide to Drugs
AU $74.99
Trending at AU $77.06
George Hrabovsky Leonard Susskind Classical Mechanics (Paperback)
AU $27.49
Trending at AU $31.72
NEW Learn to Earn By Peter Lynch Paperback Free Shipping
AU $30.65
Trending at AU $52.68
Steven Holzner Physics Essentials For Dummies (Paperback)
AU $25.11
Trending at AU $28.26

Shop by category

Identification in Dynamic Shock-Error Models by A. Maravall (Paperback, 1979)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)

Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)

The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)

In-Basket Case Studies by Guy Adamson (Paperback, 1986)

Empire of the Summer Moon: Quanah Parker and the Rise and Fall of the Comanches, the Most Powerful Indian Tribe in American History by S.C. Gwynne (Paperback, 2011)

Botanical Field Guide by Stefan Mager (Fold-out book or chart, 2021)

A guide to the Project Management Body of Knowledge (PMBOK guide) and the Standard for project management by Project Management Institute (Paperback, 2021)

Save on Adult Learning & University

Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by A

Netter Atlas of Human Anatomy: Classic Regional Approach

Havard's Nursing Guide to Drugs

George Hrabovsky Leonard Susskind Classical Mechanics (Paperback)

NEW Learn to Earn By Peter Lynch Paperback Free Shipping

Steven Holzner Physics Essentials For Dummies (Paperback)

You may also like

Paperback Calendars (Current)

1940-1979 Magazines

Australian Paperbacks

Paperback Books, Comics & Magazines

Paperback Textbooks

Weekly Magazines 1940-1979