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  • Textbook
  • © 1983

Econometric Systems

Construction, Validation and Applications

Authors:

  1. D. W. Challen
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  2. A. J. Hagger
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Sections

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Table of contents (12 chapters)

  1. Front Matter

    Pages i-xiii
    PDF

  2. Introduction

    1. Front Matter

      Pages 1-1
      PDF

    2. Concepts and Definitions

      • D. W. Challen, A. J. Hagger
      Pages 2-24

    3. Solution of Linear and Non-Linear Systems

      • D. W. Challen, A. J. Hagger
      Pages 25-43

  3. Construction of KK Systems

    1. Front Matter

      Pages 45-45
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    2. Specification of KK Systems

      • D. W. Challen, A. J. Hagger
      Pages 46-69

    3. Estimation Methods

      • D. W. Challen, A. J. Hagger
      Pages 70-103

    4. Finite-Sample Properties of System Estimators

      • D. W. Challen, A. J. Hagger
      Pages 104-124

    5. From Theory to Practice: The Choice of Estimator

      • D. W. Challen, A. J. Hagger
      Pages 125-139

  4. Validation

    1. Front Matter

      Pages 141-141
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    2. Multiplier Analysis in KK Systems

      • D. W. Challen, A. J. Hagger
      Pages 142-160

    3. Evaluation Procedures

      • D. W. Challen, A. J. Hagger
      Pages 161-176

  5. Applications

    1. Front Matter

      Pages 177-177
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    2. Forecasting

      • D. W. Challen, A. J. Hagger
      Pages 178-193

    3. Counter-Factual Analysis

      • D. W. Challen, A. J. Hagger
      Pages 194-204

    4. Policy Evaluation

      • D. W. Challen, A. J. Hagger
      Pages 205-219

  6. Conclusion

    1. Front Matter

      Pages 221-221
      PDF

    2. The Future of KK Systems

      • D. W. Challen, A. J. Hagger
      Pages 222-227

  7. Back Matter

    Pages 228-235
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Keywords

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Bibliographic Information

  • Book Title: Econometric Systems

  • Book Subtitle: Construction, Validation and Applications

  • Authors: D. W. Challen, A. J. Hagger

  • DOI: https://doi.org/10.1007/978-1-349-27931-9

  • Publisher: Red Globe Press London

  • eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)

  • Copyright Information: D.W. Challen and A.J. Hagger 1983

  • Edition Number: 1

  • Number of Pages: XIII, 235

  • Additional Information: Previously published under the imprint Palgrave

  • Topics: Econometrics

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