Structural Sensitivity in Econometric Models - Couverture souple

Kuh, Edwin; Etc.

Couverture souple

ISBN 10 : 0471819301 ISBN 13 : 9780471819301

Editeur : John Wiley & Sons Inc, 1985

Synopsis

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.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 1985
• Langue: anglais
• ISBN 10: 0471819301
• ISBN 13: 9780471819301
• Reliure: Broché
• Nombre de pages: 336
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible