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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 model assumption asymptotic asymptotic tests behavior Bewley 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 independence indirect utility function interest rates iteration IZEF2 Kronecker delta lagged dependent variables Lagrange multiplier least squares linear myopia nonlinear nonzero null hypothesis parameters partial stock adjustment percent level predetermined assets presented in Table problem regressors rejected residual equation Rotterdam model seasonal dummy sets of restrictions small sample specification standard errors static model stock adjustment model substitution matrix test statistics Theil total expenditure elasticities UMLCs unconstrained vector Working-Leser zero