After considering few complements to one equation models such as distributed lags and autoregressive models, the book is devoted to building, estimating and interpreting system of equation. Multivariate regression and seemingly unrelated regression are presented in this context, while particular attention is devoted to simultaneous equations models for their importance both at micro and macro level. Limited and Full Information methods of estimation are presented in detail.
17 x 24
|data pubblicazione: ||Novembre 2012|