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The Econometric Approach ? Jt
Estimation of Aggregative Models
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aggregative analysis arithmetic mean assumed assumption autoregressive equation behavior calculating chapter coefficients column computational constant consumer consumption covariances cross section sample defined density function derived determinant deviations diagonal econometric econometric model econometrician economic elements endogenous variables equa equation system estimate the parameters estimation equations example exogenous expenditures expression forecast formula households hypotheses identification income independent individual industry input-output instrumental variables inverse inverse matrix investment Jacobian lagged least squares estimates likelihood function linear equations mathematical matrix maximum likelihood estimates multiplied normally distributed obtained output predetermined variables probability density function production function QUESTIONS AND PROBLEMS random disturbance random variable ratio regression relation restrictions sample mean sample observations sector single equation solution statistical inference stochastic structural equations substitution sum of squares theory tion tolerance interval transformed unknown parameters values variance variance-covariance matrix wage zero