Introduction To Econometrics
In simultaneous equations models, each equation is normalized with respect to one endogenous variable. Strictly speaking, since the endogenous variables are all jointly determined, it should not matter which variable is chosen for normalization. However, some commonly used methods of estimation (lik...
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| Format: | Book |
| Language: | English |
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New York
Macmillan Publishing Company
1992
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| Edition: | SECOND EDITION |
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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| 245 | 1 | 0 | |a Introduction To Econometrics |c G. S. MADDALA |
| 250 | # | # | |a SECOND EDITION |
| 264 | # | 1 | |a New York |b Macmillan Publishing Company |c 1992 |
| 264 | # | 4 | |c ©1992 |
| 300 | # | # | |a xviii, 631 pages |b illustration |c 24 cm |
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| 504 | # | # | |a Includes bibliographical references and index |
| 520 | # | # | |a In simultaneous equations models, each equation is normalized with respect to one endogenous variable. Strictly speaking, since the endogenous variables are all jointly determined, it should not matter which variable is chosen for normalization. However, some commonly used methods of estimation (like the two-stage least squares) do depend on the normalization rule adopted. In practice, normalization is determined by the way economic theories are formulated. |
| 526 | 0 | # | |a ECO |b BM774 |5 BM |
| 526 | 0 | # | |a Advanced Econometrics |b Master of Business Economics |5 Faculty of Business Management |
| 650 | # | 0 | |a Econometrics |
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Introduction to econometrics