Estimation and Prediction in Interdependent Systems in the Presence of Specification Errors
Mult i relät ional models involving simultaneously dependent linear equations are often employed in prediction and regulation of economic systems. The prediction purposes focus their attention on the reduced form of the model, relating each endogenous variable to exogenous variables, predicted outsi...
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Format: | Doctoral Thesis |
Language: | English |
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Umeå universitet, Statistiska institutionen
1975
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-7170 |