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Estimation Simultaneous Equation Models by Krishnakumar Jayalakshmi (15 results)
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Estimation of simultaneous Equation Models with Error Components Structure
Published by Berlin/Heidelberg/New York/London/Paris/Tokyo, Publishers: Springer Verlag, 1988., 1988
ISBN 10: 3540500316 ISBN 13: 9783540500315
Language: English
Seller: Ganymed - Wissenschaftliches Antiquariat, Meldorf, Germany
Seller rating 5 out of 5 stars
US$ 9.11
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Add to basketGr.-8°. X, 357 Pages. Publishers: Springer Verlag (1988). X, 357 Pages. Original Flexible Boards (titled). Ex-Library-Copy. Pages browned (age-related). Library-Button on the Spine. Library-Stamp [dropped out] on Title. No Markings in the Text! No Underlinings! No handwritten Owner-Notation! Cover only with small Signs of Usage. ('Lecture Notes in Economics and Mathematical Systems', Volume 312).
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Add to basketEhemaliges Bibliotheksexemplar mit Stempel innen und Bibliothekssignatur auf Einband in gutem Zustand. Ex-library with stamp and catalogue number on spine. GOOD condition, some traces of use. Sk 681 3540500316 Sprache: Englisch Gewicht in Gramm: 550.
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Estimation of Simultaneous Equation Models with Error Components Structure (Lecture Notes in Economics and Mathematical Systems, 312)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Condition: New. pp. 376.
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Estimation of Simultaneous Equation Models with Error Components Structure
Published by Springer Berlin Heidelberg, 1988
ISBN 10: 3540500316 ISBN 13: 9783540500315
Language: English
US$ 64.90
Convert currencyUS$ 36.79 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Economists can rarely perform controlled experiments to generate data. Existing information in the form of real-life observations simply has to be utilized in the best possible way. Given this, it is advantageous to make use of the increasing availability and accessibility of combinations of time-series and cross-sectional data in the estimation of economic models. But such data call for a new methodology of estimation and hence for the development of new econometric models. This book proposes one such new model which introduces error components in a system of simultaneous equations to take into account the temporal and cross-sectional heterogeneity of panel data. After a substantial survey of panel data models, the newly proposed model is presented in detail and indirect estimations, full information and limited information estimations, and estimations with and without the assumption of normal distribution errors. These estimation methods are then applied using a computer to estimate a model of residential electricity demand using data on American households. The results are analysed both from an economic and from a statistical point of view.
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Add to basketPaperback. Condition: Brand New. reprint edition. 376 pages. 9.61x6.69x0.78 inches. In Stock.
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Add to basketCondition: New. Print on Demand pp. 376 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam.
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Add to basketCondition: New. PRINT ON DEMAND pp. 376.
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Estimation of Simultaneous Equation Models with Error Components Structure
Published by Springer Berlin Heidelberg, 1988
ISBN 10: 3540500316 ISBN 13: 9783540500315
Language: English
US$ 58.69
Convert currencyUS$ 57.71 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Economists can rarely perform controlled experiments to generate data. Existing information in the form of real-life observations simply has to be utilized in the best possible way. Given this, it is advantageous to make use of the increasing availability a.
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Estimation of Simultaneous Equation Models with Error Components Structure
Published by Springer Berlin Heidelberg Jul 1988, 1988
ISBN 10: 3540500316 ISBN 13: 9783540500315
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
US$ 103.81
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Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Economists can rarely perform controlled experiments to generate data. Existing information in the form of real-life observations simply has to be utilized in the best possible way. Given this, it is advantageous to make use of the increasing availability and accessibility of combinations of time-series and cross-sectional data in the estimation of economic models. But such data call for a new methodology of estimation and hence for the development of new econometric models. This book proposes one such new model which introduces error components in a system of simultaneous equations to take into account the temporal and cross-sectional heterogeneity of panel data. After a substantial survey of panel data models, the newly proposed model is presented in detail and indirect estimations, full information and limited information estimations, and estimations with and without the assumption of normal distribution errors. These estimation methods are then applied using a computer to estimate a model of residential electricity demand using data on American households. The results are analysed both from an economic and from a statistical point of view. 376 pp. Englisch.
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Estimation of Simultaneous Equation Models with Error Components Structure
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Jul 1988, 1988
ISBN 10: 3540500316 ISBN 13: 9783540500315
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
US$ 64.90
Convert currencyUS$ 64.79 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Economists can rarely perform controlled experiments to generate data. Existing information in the form of real-life observations simply has to be utilized in the best possible way. Given this, it is advantageous to make use of the increasing availability and accessibility of combinations of time-series and cross-sectional data in the estimation of economic models. But such data call for a new methodology of estimation and hence for the development of new econometric models. This book proposes one such new model which introduces error components in a system of simultaneous equations to take into account the temporal and cross-sectional heterogeneity of panel data. After a substantial survey of panel data models, the newly proposed model is presented in detail and indirect estimations, full information and limited information estimations, and estimations with and without the assumption of normal distribution errors. These estimation methods are then applied using a computer to estimate a model of residential electricity demand using data on American households. The results are analysed both from an economic and from a statistical point of view.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 376 pp. Englisch.
