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ADVANCED ECONOMETRICS. Multiple Equation Models. E... - a book by Lopez, Cesar

ADVANCED ECONOMETRICS. Multiple Equation Models. Exercises with SPSS, EVIEWS, SAS and STATA

ADVANCED ECONOMETRICS. Multiple Equation Models. Exercises with SPSS, EVIEWS, SAS and STATA( )
Author: Lopez, Cesar
ISBN:978-1-4936-2160-6
Publication Date:Oct 2013
Publisher:CreateSpace Independent Publishing Platform
Book Format:Paperback
List Price:USD $19.95
Book Description:

Multi-equation econometric models are characterized by the presence of several equations to simultaneously estimate. It is thus a generalization of the models in the field of systems of equations. Multi-equational simultaneous equations in linear models, incorporating the identification of models and techniques of estimation theory are covered in this book (MCI, MC2E, MC3E, RANR, SUR, etc.). Then the models are dealt with multivariate time series (VAR VARX, VARMA, BVAR, VEC) dealing...
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Book Details
Pages:168
Physical Dimensions (W X L X H):8 x 10 x 0.38 Inches
Book Weight:0.97 Pounds

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