Structural Sensitivity in Econometric Models

by Edwin Kuh and etc.

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This reference assesses the value of linear dynamic system analysis for understanding how complex econometric models work. Emphasizing methodology in the context of a medium-sized econometric model, the Michigan Quarterly Econometric Model of the U.S., it examines various analytical techniques, including systematic assessment of parameter sensitivity, sorting-out procedures, and some properties of the MQEM. The book augments the standard "black box" approach to analyzing economic model structure with more powerful concepts.
  • ISBN10 0471819301
  • ISBN13 9780471819301
  • Publish Date 1 January 1985
  • Publish Status Out of Print
  • Out of Print 14 March 1991
  • Publish Country US
  • Imprint John Wiley & Sons Inc
  • Format Hardcover
  • Pages 336
  • Language English