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Unconstrained Estimation of Dynamic Models
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Addilog model adding-up constraint adding-up restrictions Adjustment Matrix aggregate allocation models asymptotic asymptotic tests Bewley bias budget shares chapter coefficients computed considered constrained model D2 test data set Deaton deleted demand equations demand models demand system dependent variables derived discussed in Section distribution disturbance covariance matrix double-log dummy variables dynamic model effect eigenvalues Engel curves exact test exponential utility functional form Furthermore GADS GLS estimator GPSAM homogeneity restrictions household implies indirect utility function interest rates iteration Kronecker delta lagged dependent variables Lagrange multiplier least squares mean-variance approach myopia nominal probability nonlinear nonzero null hypothesis parameters Parkin partial stock adjustment percent level predetermined assets presented in Table problem reasonable regressors rejected residual equation Rotterdam model seasonal dummy sets of restrictions small sample specification standard errors static model substitution matrix test statistics Theil total expenditure elasticities UMLCs unconstrained vector zero