Titlebook: Econometric Systems; Construction, Valida D. W. Challen,A. J. Hagger Textbook 1983Latest edition D.W. Challen and A.J. Hagger 1983 economet

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书目名称Econometric Systems影响因子(影响力)




书目名称Econometric Systems影响因子(影响力)学科排名




书目名称Econometric Systems网络公开度




书目名称Econometric Systems网络公开度学科排名




书目名称Econometric Systems被引频次




书目名称Econometric Systems被引频次学科排名




书目名称Econometric Systems年度引用




书目名称Econometric Systems年度引用学科排名




书目名称Econometric Systems读者反馈




书目名称Econometric Systems读者反馈学科排名

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Finite-Sample Properties of System Estimatorsptotic results, by which is meant that in every case the result was concerned with the conditions under which a particular estimator possesses various desirable asymptotic properties such as consistency and asymptotic efficiency and with the expression for the asymptotic covariance matrix of the est

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From Theory to Practice: The Choice of Estimatorrd. The asymptotic results presented in Chapter 4 imply a clear ranking of available estimators, the FISEs being superior, in terms of asymptotic properties, to the LISEs, and these in turn being superior to the SIEs. Furthermore, as we saw in section 5.3, this ranking is not upset when the finite-s

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Multiplier Analysis in KK Systemser of Chapter 8. The aim of the present chapter is to consider various techniques which are basic to these procedures and which must be explained before they can be properly presented. Essentially these techniques, known collectively as ., are concerned with finding out what a KK system has to say a

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The Future of KK Systemslly finished. Respecification and re-estimation are continuous as is revalidation and the search for fresh applications. Moreover, this continuous maintainance and rebuilding is typically carried out within the framework of an established tradition — often largely oral. The membership of the researc