Structural Sensitivity in Econometric Models - Softcover

Kuh, Edwin; Etc.

 
9780471819301: Structural Sensitivity in Econometric Models
Softcover
ISBN 10: 0471819301 ISBN 13: 9780471819301
Verlag: John Wiley & Sons Inc, 1985

Inhaltsangabe

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.

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Reseña del editor

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
John Wiley & Sons Inc
Erscheinungsdatum
1985
Sprache
Englisch
ISBN 10 
0471819301
ISBN 13 
9780471819301
Einband
Tapa blanda
Anzahl der Seiten
336
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Verantwortliche Person
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