Fix-point estimation in theory and practice:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Göttingen
Vandenhoeck & Ruprecht
1983
|
| Schriftenreihe: | Angewandte Statistik und Ökonometrie
23 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 128 S. |
| ISBN: | 3525112572 |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| adam_text | Table of Contents
1. Introduction 7
2. Basic Definitions and Some Properties of the FP Method 12
2.1 Classical and Generalized Interdependent Systems 12
2.2 Fix Point Estimation 14
2.3 Some Properties of the FP Method 15
3. Convergence Properties of Different FP Procedures 18
3.1 General Criteria 18
3.2 The One LOOP Model 20
3.3 Klein s Model I 25
3.4 Klein Goldbergers sModel 27
4. The Small Sample Properties of FP Compared with Other Methods 30
4.1 Models and Methods 30
4.2 The Analysis of die Results of the Experiments. A Description of the
Techniques Used 33
4.3 Classical ID and REID Models 36
4.3.1 Structural Parameters 36
4.3.2 Ex Post Forecasts in the Sample Period 39
4.4 GEID Models 41
4.4.1 LOOP Models with N= 3 41
4.4.2 LOOP Models with N = 5 44
4.4.3 LOOPModelswithMoredianTwoNon ZeroGEIDCorrelations 45
5. On the Accuracy or Parameter Estimates and Forecasts 48
5.1 A Study Based on Summers Model 48
5.2 The Three Relation LOOP Model 52
6. On the Location of FP Estimates 55
6.1 Properties of Different Estimation Methods 55
6.2 A Simulation Experiment 58
6.2.1 Structure and Parameter Estimates 58
6.2.2 Location Correlations of Parameter Estimates 62
6.3 Real World Models 66
6.3.1 Klein Goldberger s Model 67
6.3.2 A Model of the Czechoslovak Economy 67
6.3.3 Christ s Model 67
6.3.4 Fair s Model 68
6.3.5 Girshick Haavelmo s Model 69
6.3.6 Klein sModell 70
6.4 Conclusions 71
7. On the Estimation of Large Econometric Models by Consistent Methods.
An Illustration Using the Polish W 3 Model 72
7.1 Estimation Methods for Large Econometric Models 72
7.2 The IIV Method and Brundy Jorgensen Estimators 73
7.3 An Outline of the Polish W 3 Model 76
7.4 General Comments on the Estimation of the Model 77
7.5 Estimation of the Second Block 78
7.6 The Structure of Block 3 80
7.7 Some Preliminary Estimation Results 81
7.8 FP and IIV Estimation of the Model 85
7.9 Estimation of the Selected Model Version 87
7.9.1 Structural Parameter Estimates 87
7.9.2 Ex Post Forecasts 89
7.10 The Validity of the Results Compared with Unconstrained IIV and
FP Estimation 91
8. On the Estimation of a Medium Sized Macroeconomic Model 92
8.1 Introduction and Model Description 92
8.2 TSLS and LIML Estimation 95
8.3 FPEstimation 100
8.4 Parameter Estimates of Different Methods 101
8.5 Ex Post Forecasts in the Sample Period 109
8.6 Tukey sjackknife 112
8.7 The Impact on OLS and FP of a Change in One Equation 113
8.8 Impact Multipliers 116
Zusammenfassung 118
Summary 120
Resume 122
References 124
|
| any_adam_object | 1 |
| author | Bergström, Reinhold Wold, Herman 1908-1992 |
| author_GND | (DE-588)117727148 |
| author_facet | Bergström, Reinhold Wold, Herman 1908-1992 |
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| building | Verbundindex |
| bvnumber | BV000132637 |
| callnumber-first | H - Social Science |
| callnumber-label | HB3730 |
| callnumber-raw | HB3730 |
| callnumber-search | HB3730 |
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| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QH 233 QH 300 SK 620 |
| ctrlnum | (OCoLC)10982711 (DE-599)BVBBV000132637 |
| dewey-full | 338.5/442/0724 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.5/442/0724 |
| dewey-search | 338.5/442/0724 |
| dewey-sort | 3338.5 3442 3724 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV000132637 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:09:10Z |
| institution | BVB |
| isbn | 3525112572 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000073084 |
| oclc_num | 10982711 |
| open_access_boolean | |
| owner | DE-12 DE-384 DE-473 DE-BY-UBG DE-739 DE-355 DE-BY-UBR DE-824 DE-945 DE-706 DE-83 DE-188 |
| owner_facet | DE-12 DE-384 DE-473 DE-BY-UBG DE-739 DE-355 DE-BY-UBR DE-824 DE-945 DE-706 DE-83 DE-188 |
| physical | 128 S. |
| publishDate | 1983 |
| publishDateSearch | 1983 |
| publishDateSort | 1983 |
| publisher | Vandenhoeck & Ruprecht |
| record_format | marc |
| series | Angewandte Statistik und Ökonometrie |
| series2 | Angewandte Statistik und Ökonometrie |
| spelling | Bergström, Reinhold Verfasser aut Fix-point estimation in theory and practice by Reinhold Bergström and Herman Wold Göttingen Vandenhoeck & Ruprecht 1983 128 S. txt rdacontent n rdamedia nc rdacarrier Angewandte Statistik und Ökonometrie 23 Mathematisches Modell Economic forecasting Mathematical models Ökonometrie (DE-588)4132280-0 gnd rswk-swf Schätztheorie (DE-588)4121608-8 gnd rswk-swf Fixpunkttheorie (DE-588)4293945-8 gnd rswk-swf Fixpunkt-Methode (DE-588)4139170-6 gnd rswk-swf Fixpunkt-Methode (DE-588)4139170-6 s DE-604 Ökonometrie (DE-588)4132280-0 s Fixpunkttheorie (DE-588)4293945-8 s Schätztheorie (DE-588)4121608-8 s Wold, Herman 1908-1992 Verfasser (DE-588)117727148 aut Angewandte Statistik und Ökonometrie 23 (DE-604)BV000002239 23 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000073084&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bergström, Reinhold Wold, Herman 1908-1992 Fix-point estimation in theory and practice Angewandte Statistik und Ökonometrie Mathematisches Modell Economic forecasting Mathematical models Ökonometrie (DE-588)4132280-0 gnd Schätztheorie (DE-588)4121608-8 gnd Fixpunkttheorie (DE-588)4293945-8 gnd Fixpunkt-Methode (DE-588)4139170-6 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4121608-8 (DE-588)4293945-8 (DE-588)4139170-6 |
| title | Fix-point estimation in theory and practice |
| title_auth | Fix-point estimation in theory and practice |
| title_exact_search | Fix-point estimation in theory and practice |
| title_full | Fix-point estimation in theory and practice by Reinhold Bergström and Herman Wold |
| title_fullStr | Fix-point estimation in theory and practice by Reinhold Bergström and Herman Wold |
| title_full_unstemmed | Fix-point estimation in theory and practice by Reinhold Bergström and Herman Wold |
| title_short | Fix-point estimation in theory and practice |
| title_sort | fix point estimation in theory and practice |
| topic | Mathematisches Modell Economic forecasting Mathematical models Ökonometrie (DE-588)4132280-0 gnd Schätztheorie (DE-588)4121608-8 gnd Fixpunkttheorie (DE-588)4293945-8 gnd Fixpunkt-Methode (DE-588)4139170-6 gnd |
| topic_facet | Mathematisches Modell Economic forecasting Mathematical models Ökonometrie Schätztheorie Fixpunkttheorie Fixpunkt-Methode |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000073084&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000002239 |
| work_keys_str_mv | AT bergstromreinhold fixpointestimationintheoryandpractice AT woldherman fixpointestimationintheoryandpractice |